Goldman Sachs Alternative Beta - I Cap EUR (hedged i)/ LU0398686286 /
| NAV23/07/2024 | Chg.+13.9102 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 7,489.7500EUR | +0.19% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | - | - | - | 1.03 | 0.45 | 0.00 | 1.70 | - |
| 2010 | -1.28 | 0.41 | 2.15 | -0.76 | -3.59 | -0.73 | 2.10 | -0.15 | 2.01 | 0.87 | 0.20 | 2.10 | +3.22% |
| 2011 | -0.02 | 0.26 | 0.91 | 1.53 | 0.23 | -0.03 | -1.37 | -3.58 | -3.25 | 3.18 | -0.65 | -0.36 | -3.30% |
| 2012 | 2.12 | 1.52 | -0.60 | 0.09 | -3.31 | 1.96 | 0.92 | 0.01 | 0.33 | -0.74 | 0.52 | 0.47 | +3.23% |
| 2013 | 0.44 | -0.40 | 0.66 | -0.15 | 0.48 | -1.22 | 1.19 | -0.27 | 2.09 | 1.21 | 0.56 | 0.50 | +5.16% |
| 2014 | -1.72 | 1.62 | -0.14 | -0.16 | 0.98 | 0.82 | -0.57 | 1.30 | -1.40 | 1.05 | 0.74 | -1.47 | +0.98% |
| 2015 | 0.09 | 2.45 | -0.23 | 0.09 | 0.32 | -0.81 | 0.62 | -2.87 | -1.49 | 2.24 | 0.04 | -1.08 | -0.75% |
| 2016 | -2.13 | -0.69 | 1.78 | 0.37 | 0.49 | -0.61 | 1.00 | 0.22 | 0.50 | -0.65 | 0.64 | 0.77 | +1.62% |
| 2017 | 0.26 | 0.67 | 0.27 | 0.05 | 0.62 | 0.03 | 0.82 | 0.01 | 0.60 | 0.72 | 0.09 | 0.67 | +4.90% |
| 2018 | 1.18 | -1.24 | -0.72 | 0.54 | 0.48 | -0.61 | 0.55 | 0.08 | -0.22 | -3.35 | 0.29 | -3.27 | -6.23% |
| 2019 | 2.99 | 0.81 | -0.10 | 1.00 | -2.88 | 2.45 | -0.19 | -1.46 | 0.40 | 0.57 | 0.20 | 1.31 | +5.09% |
| 2020 | -0.95 | -1.86 | -4.34 | 3.49 | 1.59 | 1.79 | 3.03 | 2.51 | -1.95 | -0.54 | 5.47 | 2.75 | +11.08% |
| 2021 | 0.76 | 1.13 | 0.62 | 2.70 | 0.80 | 1.41 | -1.45 | 1.26 | -0.99 | 1.78 | -1.89 | 1.04 | +7.31% |
| 2022 | -1.17 | 0.08 | 1.15 | -3.63 | -0.35 | -3.56 | 3.59 | -0.47 | -3.21 | 2.50 | 1.92 | -2.58 | -5.89% |
| 2023 | 2.22 | -0.93 | 0.40 | -0.71 | -0.24 | 3.01 | 2.58 | -2.01 | -1.47 | -1.41 | 2.42 | 2.77 | +6.63% |
| 2024 | -1.49 | 1.96 | 1.66 | -1.61 | 2.16 | 0.71 | 2.24 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.54% | 6.62% | 5.77% | 6.54% | 7.74% |
| Sharpe ratio | 1.04 | 1.77 | 0.52 | -0.20 | 0.16 |
| Best month | +2.77% | +2.24% | +2.77% | +3.59% | +5.47% |
| Worst month | -1.61% | -1.61% | -2.01% | -3.63% | -4.34% |
| Maximum loss | -3.32% | -3.32% | -5.16% | -9.16% | -11.22% |
| Outperformance | +4.36% | - | +11.42% | +17.85% | +23.57% |
All quotes in EUR
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 387.3800 | +8.21% | +11.73% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,592.3203 | +8.91% | +13.89% | |
| GS Altern.Beta I CHF H | reinvestment | 6,683.6802 | +4.23% | +3.11% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 139.4200 | +8.21% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 29,643.2891 | +9.03% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 10,068.0000 | +2.48% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 357.1700 | +6.55% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,018.7100 | +7.54% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,489.7500 | +6.88% | +7.40% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 390.1000 | +7.89% | +10.71% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 548.1600 | +10.55% | +21.14% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 526.0200 | +10.22% | +20.06% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 339.1700 | +6.25% | +5.16% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 309.3800 | +6.69% | - |
Performance
| YTD | +5.87% | ||
|---|---|---|---|
| 6 Months | +7.55% | ||
| 1 Year | +6.88% | ||
| 3 Years | +7.40% | ||
| 5 Years | +27.50% | ||
| 10 Years | +31.35% | ||
| Since start | +49.91% | ||
| Year | |||
| 2023 | +6.63% | ||
| 2022 | -5.89% | ||
| 2021 | +7.31% | ||
| 2020 | +11.08% | ||
| 2019 | +5.09% | ||
| 2018 | -6.23% | ||
| 2017 | +4.90% | ||
| 2016 | +1.62% | ||
| 2015 | -0.75% | ||
