Goldman Sachs Alternative Beta - I Cap USD/ LU0370038837 /
| NAV2025-07-03 | Chg.+34.7607 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 9,014.3604USD | +0.39% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | - | - | - | - | - | - | -0.77 | -0.66 | -4.28 | -6.48 | -1.78 | 0.59 | - |
| 2009 | -1.48 | -0.94 | 1.55 | 4.20 | 4.75 | 0.01 | 1.98 | 0.24 | 1.06 | 0.46 | 0.01 | 1.70 | +14.19% |
| 2010 | -1.27 | 0.42 | 2.09 | -0.75 | -3.50 | -0.71 | 2.12 | -0.15 | 2.12 | 0.89 | 0.14 | 2.13 | +3.43% |
| 2011 | -0.01 | 0.23 | 0.86 | 1.56 | 0.14 | -0.08 | -1.44 | -3.54 | -3.17 | 3.34 | -0.60 | -0.32 | -3.19% |
| 2012 | 2.19 | 1.56 | -0.58 | 0.11 | -3.22 | 1.99 | 0.91 | 0.05 | 0.37 | -0.69 | 0.56 | 0.52 | +3.73% |
| 2013 | 0.51 | -0.40 | 0.67 | -0.10 | 0.50 | -1.18 | 1.20 | -0.26 | 2.14 | 1.23 | 0.58 | 0.50 | +5.48% |
| 2014 | -1.72 | 1.63 | -0.13 | -0.17 | 0.95 | 0.81 | -0.57 | 1.29 | -1.42 | 1.04 | 0.76 | -1.48 | +0.93% |
| 2015 | 0.09 | 2.44 | -0.24 | 0.09 | 0.34 | -0.79 | 0.66 | -2.98 | -1.45 | 2.28 | 0.01 | -0.98 | -0.64% |
| 2016 | -2.09 | -0.72 | 1.91 | 0.46 | 0.56 | -0.37 | 1.13 | 0.33 | 0.65 | -0.52 | 0.75 | 0.93 | +3.00% |
| 2017 | 0.43 | 0.84 | 0.43 | 0.16 | 0.78 | 0.21 | 1.03 | 0.19 | 0.75 | 0.87 | 0.27 | 0.93 | +7.11% |
| 2018 | 1.40 | -1.06 | -0.47 | 0.77 | 0.73 | -0.37 | 0.77 | 0.33 | -0.02 | -3.09 | 0.56 | -2.94 | -3.44% |
| 2019 | 3.29 | 1.04 | 0.15 | 1.26 | -2.58 | 2.71 | 0.04 | -1.20 | 0.62 | 0.85 | 0.40 | 1.59 | +8.35% |
| 2020 | -0.76 | -1.72 | -3.94 | 3.69 | 1.70 | 1.91 | 3.18 | 2.57 | -1.86 | -0.43 | 5.60 | 2.89 | +13.15% |
| 2021 | 0.84 | 1.20 | 0.77 | 2.81 | 0.90 | 1.44 | -1.37 | 1.33 | -0.90 | 1.84 | -1.87 | 1.19 | +8.39% |
| 2022 | -1.07 | 0.15 | 1.11 | -3.50 | -0.18 | -3.35 | 3.86 | -0.28 | -2.95 | 2.71 | 2.26 | -2.29 | -3.78% |
| 2023 | 2.49 | -0.77 | 0.60 | -0.56 | -0.02 | 3.26 | 2.74 | -1.81 | -1.32 | -1.29 | 2.63 | 2.98 | +9.07% |
| 2024 | -1.38 | 2.11 | 1.78 | -1.47 | 2.33 | 0.85 | 2.21 | -0.26 | 1.24 | -1.00 | 2.93 | -1.57 | +7.90% |
| 2025 | 3.22 | -0.89 | -3.07 | -1.87 | 3.42 | 2.00 | 1.24 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 11.61% | 11.74% | 10.86% | 8.00% | 7.92% |
| Sharpe ratio | 0.52 | 0.39 | 0.45 | 0.76 | 0.68 |
| Best month | +3.42% | +3.42% | +3.42% | +3.86% | +5.60% |
| Worst month | -3.07% | -3.07% | -3.07% | -3.07% | -3.50% |
| Maximum loss | -12.93% | -12.93% | -12.93% | -12.93% | -12.93% |
| Outperformance | +8.24% | - | +8.37% | +19.15% | +24.33% |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 145.5900 | +6.29% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 31,280.9395 | +7.43% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 10,123.0000 | +2.44% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,281.9702 | +5.58% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 403.9700 | +6.14% | +23.63% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 367.6000 | +4.68% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 9,014.3604 | +6.82% | +26.00% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,717.2500 | +4.81% | +17.99% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,745.9702 | +2.56% | +11.35% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 405.6400 | +5.82% | +22.51% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 527.5100 | -2.42% | +9.64% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 504.7600 | -2.71% | +8.66% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 347.4200 | +4.16% | +15.80% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 318.3900 | +4.69% | - |
Performance
| YTD | +3.93% | ||
|---|---|---|---|
| 6 Months | +3.19% | ||
| 1 Year | +6.82% | ||
| 3 Years | +26.00% | ||
| 5 Years | +42.36% | ||
| 10 Years | +62.69% | ||
| Since start | +80.19% | ||
| Year | |||
| 2024 | +7.90% | ||
| 2023 | +9.07% | ||
| 2022 | -3.78% | ||
| 2021 | +8.39% | ||
| 2020 | +13.15% | ||
| 2019 | +8.35% | ||
| 2018 | -3.44% | ||
| 2017 | +7.11% | ||
| 2016 | +3.00% | ||
