Goldman Sachs Alternative Beta - X Cap EUR/ LU0370038597 /
| Стоимость чистых активов23.08.2024 | Изменение+1.3500 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 505.5400EUR | +0.27% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Ежемесячная эффективность работы
| янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 1.15 | -3.76 | - | - | - | - | - |
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 9.93% | 10.52% | 8.89% | 9.18% | 9.69% |
| Коэффициент Шарпа | 0.29 | -0.01 | 0.22 | 0.18 | 0.27 |
| Лучший месяц | +2.42% | +2.42% | +2.42% | +6.40% | +6.40% |
| Худший месяц | -3.76% | -3.76% | -3.76% | -5.80% | -5.80% |
| Максимальный убыток | -9.20% | -9.20% | -9.20% | -11.10% | -12.35% |
| Outperformance | +6.85% | - | +6.12% | +16.59% | +15.27% |
Все котировки в EUR
Транши
| Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 8,518.2305 | +9.73% | +13.99% | |
| GS Altern.Beta I CHF H | reinvestment | 6,612.4600 | +5.36% | +3.13% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 138.0500 | +9.14% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 29,404.2891 | +9.99% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,921.0000 | +3.30% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,954.4502 | +8.64% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 383.8400 | +9.03% | +11.84% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 353.6900 | +7.62% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,417.0698 | +7.77% | +7.46% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 386.4300 | +8.70% | +10.82% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 526.9600 | +5.79% | +17.43% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 505.5400 | +5.47% | +16.38% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 335.6800 | +7.13% | +5.25% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 306.3400 | +7.77% | - |
Результат
| C начала года на сегодняшний день | +4.09% | ||
|---|---|---|---|
| 6 месяцев | +1.67% | ||
| 1 год | +5.47% | ||
| 3 года | +16.38% | ||
| 5 лет | +34.71% | ||
| 10 лет | +66.69% | ||
| С самого начала | +101.51% | ||
| Год | |||
| 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% | ||
