Goldman Sachs Alternative Beta - X Cap EUR/ LU0370038597 /
| NAV2024-07-25 | Chg.-1.0100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 518.2700EUR | -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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | - | - | - | - | - | - | - | - | - | 3.52 | -1.94 | -8.26 | - |
| 2009 | 6.79 | -0.29 | -2.95 | 4.32 | -2.01 | 0.92 | 0.62 | -1.05 | -0.93 | -0.57 | -1.80 | 6.33 | +9.18% |
| 2010 | 1.82 | 2.20 | 2.90 | 0.93 | 4.46 | -0.61 | -4.06 | 2.27 | -5.01 | -0.98 | 6.83 | -0.98 | +9.54% |
| 2011 | -2.24 | -0.59 | -1.92 | -2.93 | 3.26 | -1.00 | -0.63 | -3.81 | 3.84 | -0.67 | 2.91 | 3.29 | -0.87% |
| 2012 | 1.26 | -0.69 | -0.21 | 0.65 | 3.51 | -0.71 | 3.90 | -2.32 | -1.73 | -1.48 | 0.11 | -0.92 | +1.18% |
| 2013 | -2.45 | 3.33 | 2.42 | -2.78 | 2.16 | -1.55 | -1.01 | 0.36 | -0.59 | 0.71 | 0.35 | -0.77 | -0.02% |
| 2014 | 0.34 | -0.83 | -0.01 | -0.84 | 2.50 | 0.40 | 1.66 | 2.81 | 2.71 | 1.80 | 1.18 | 1.42 | +13.87% |
| 2015 | 7.25 | 2.99 | 4.10 | -4.14 | 2.48 | -2.45 | 1.42 | -4.41 | -1.15 | 3.27 | 4.52 | -3.81 | +9.64% |
| 2016 | -1.78 | -1.20 | -2.91 | -0.12 | 3.38 | -0.24 | 0.39 | 0.65 | -0.33 | 1.90 | 4.03 | 1.43 | +5.09% |
| 2017 | -2.06 | 2.49 | -0.30 | -1.70 | -2.49 | -1.27 | -2.34 | -0.73 | 1.24 | 2.28 | -2.11 | 0.14 | -6.80% |
| 2018 | -2.33 | 0.99 | -1.37 | 2.49 | 4.18 | -0.47 | 0.47 | 0.82 | 0.08 | -0.74 | 0.55 | -3.95 | +0.48% |
| 2019 | 2.82 | 1.74 | 1.48 | 1.37 | -2.11 | 0.43 | 2.24 | -0.19 | 1.56 | -1.52 | 1.51 | -0.29 | +9.31% |
| 2020 | 0.44 | -0.92 | -3.91 | 3.80 | 0.06 | 0.85 | -2.08 | 1.34 | 0.02 | 0.15 | 2.76 | 0.51 | +2.83% |
| 2021 | 1.48 | 1.22 | 3.98 | 0.30 | -0.74 | 4.50 | -1.44 | 1.71 | 0.86 | 1.91 | 0.81 | 0.08 | +15.53% |
| 2022 | 0.28 | -0.12 | 1.99 | 1.70 | -1.78 | -1.04 | 6.40 | 1.04 | -0.46 | 1.72 | -1.92 | -5.80 | +1.56% |
| 2023 | 0.63 | 1.55 | -1.88 | -2.22 | 3.45 | 0.82 | 1.58 | -0.33 | 1.08 | -1.21 | -0.66 | 1.63 | +4.39% |
| 2024 | 0.22 | 2.42 | 1.90 | -0.56 | 0.71 | 2.08 | -0.20 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 7.04% | 7.20% | 6.79% | 8.61% | 9.40% |
| Sharpe ratio | 1.22 | 1.12 | 0.63 | 0.26 | 0.28 |
| Best month | +2.42% | +2.42% | +2.42% | +6.40% | +6.40% |
| Worst month | -0.56% | -0.56% | -1.21% | -5.80% | -5.80% |
| Maximum loss | -2.30% | -2.30% | -3.22% | -11.10% | -12.35% |
| Outperformance | +6.85% | - | +6.12% | +16.59% | +15.27% |
All quotes in EUR
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 382.0400 | +6.44% | +10.20% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,474.0498 | +7.12% | +12.32% | |
| GS Altern.Beta I CHF H | reinvestment | 6,590.2002 | +2.70% | +1.72% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 137.4900 | +6.65% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 29,236.5996 | +7.45% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,924.0000 | +0.94% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 352.1800 | +4.98% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,920.9199 | +5.97% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,385.2100 | +5.12% | +5.90% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 384.7100 | +6.12% | +9.20% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 540.1000 | +8.29% | +19.84% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 518.2700 | +7.97% | +18.77% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 334.4200 | +4.50% | +3.70% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 305.0600 | +5.12% | - |
Performance
| YTD | +6.71% | ||
|---|---|---|---|
| 6 Months | +5.71% | ||
| 1 Year | +7.97% | ||
| 3 Years | +18.77% | ||
| 5 Years | +35.88% | ||
| 10 Years | +74.54% | ||
| Since start | +106.58% | ||
| Year | |||
| 2023 | +4.39% | ||
| 2022 | +1.56% | ||
| 2021 | +15.53% | ||
| 2020 | +2.83% | ||
| 2019 | +9.31% | ||
| 2018 | +0.48% | ||
| 2017 | -6.80% | ||
| 2016 | +5.09% | ||
| 2015 | +9.64% | ||
