Goldman Sachs Commodity Enhanced - X Cap USD/ LU0518135537 /
| Стоимость чистых активов22.07.2024 | Изменение+0.8200 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 170.7100USD | +0.48% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Ежемесячная эффективность работы
| янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | - | - | - | - | - | - | - | - | - | - | - | 10.51 | - |
| 2011 | 1.90 | 1.72 | 1.51 | 3.51 | -4.63 | -4.43 | 3.17 | 0.44 | -14.35 | 6.10 | -2.34 | -3.62 | -12.02% |
| 2012 | 2.82 | 2.60 | -3.07 | -1.33 | -7.98 | 3.67 | 5.66 | 1.59 | 1.65 | -3.82 | 0.21 | -2.65 | -1.48% |
| 2013 | 2.05 | -4.27 | 0.18 | -3.27 | -1.56 | -5.11 | 1.35 | 3.23 | -2.14 | -1.27 | -0.74 | 0.46 | -10.86% |
| 2014 | -1.08 | 6.51 | 0.65 | 1.80 | -2.23 | 1.05 | -4.00 | -0.89 | -6.20 | -0.67 | -4.36 | -6.60 | -15.53% |
| 2015 | -3.39 | 1.65 | -4.73 | 3.03 | -3.07 | 1.59 | -9.90 | -1.46 | -3.62 | -0.09 | -6.76 | -2.48 | -26.19% |
| 2016 | -1.75 | -1.38 | 3.76 | 7.20 | -0.33 | 5.12 | -4.25 | -1.81 | 2.90 | 0.12 | 1.17 | 1.43 | +12.25% |
| 2017 | 1.03 | 0.38 | -2.65 | -1.02 | -1.34 | 0.04 | 2.26 | 1.32 | -0.90 | 2.43 | -0.35 | 2.41 | +3.51% |
| 2018 | 1.94 | -1.09 | -0.56 | 2.06 | 1.87 | -4.70 | -1.26 | -1.77 | 0.80 | -2.09 | -4.50 | -5.03 | -13.73% |
| 2019 | 4.82 | 1.29 | -0.86 | -0.94 | -3.16 | 2.08 | -0.82 | -2.78 | 0.86 | 1.82 | -2.20 | 4.95 | +4.76% |
| 2020 | -6.33 | -4.65 | -6.84 | -1.04 | 3.48 | 2.12 | 5.64 | 6.49 | -3.78 | 0.11 | 3.83 | 4.25 | +2.07% |
| 2021 | 2.36 | 5.98 | -1.58 | 7.22 | 3.66 | 2.01 | 1.91 | -0.08 | 3.99 | 2.14 | -6.60 | 3.09 | +26.07% |
| 2022 | 7.67 | 5.73 | 8.61 | 4.69 | 1.20 | -10.92 | 3.24 | -0.88 | -8.51 | 1.76 | 2.89 | -2.52 | +11.52% |
| 2023 | -0.78 | -4.59 | -0.67 | -0.84 | -6.26 | 3.05 | 5.85 | -0.83 | -0.89 | 0.14 | -2.46 | -2.31 | -10.60% |
| 2024 | -0.51 | -2.21 | 3.76 | 2.59 | 1.88 | -1.86 | -2.03 | - | - | - | - | - | - |
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 9.76% | 9.85% | 10.17% | 15.71% | 14.74% |
| Коэффициент Шарпа | -0.11 | 0.36 | -0.88 | -0.15 | 0.15 |
| Лучший месяц | +3.76% | +3.76% | +5.85% | +8.61% | +8.61% |
| Худший месяц | -2.31% | -2.21% | -2.46% | -10.92% | -10.92% |
| Максимальный убыток | -7.67% | -7.67% | -10.57% | -29.48% | -29.48% |
| Outperformance | +18.66% | - | +18.47% | +9.82% | +12.59% |
Все котировки в USD
Транши
| Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
|---|---|---|---|---|---|
| Goldman Sachs Commodity Enhanced... | reinvestment | 4,683.6401 | -4.30% | +7.22% | |
| GS Commodity Enh.N USD H | reinvestment | 162.6100 | -6.01% | +0.69% | |
| Goldman Sachs Commodity Enhanced... | reinvestment | 109.5400 | -4.57% | - | |
| Goldman Sachs Commodity Enhanced... | reinvestment | 29,289.5605 | -3.70% | - | |
| Goldman Sachs Commodity Enhanced... | reinvestment | 164.5900 | -5.92% | - | |
| Goldman Sachs Commodity Enhanced... | reinvestment | 5,517.9502 | -5.44% | - | |
| Goldman Sachs Commodity Enhanced... | reinvestment | 6,200.2402 | -5.20% | - | |
| Goldman Sachs Commodity Enhanced... | reinvestment | 3,040.2200 | -5.89% | - | |
| Goldman Sachs Commodity Enhanced... | reinvestment | 277.1900 | -5.22% | +8.24% | |
| Goldman Sachs Commodity Enhanced... | reinvestment | 170.7100 | -5.19% | +4.24% | |
| GS Commodity Enh.P EUR | reinvestment | 153.7000 | -6.49% | -0.96% |
Результат
| C начала года на сегодняшний день | +1.45% | ||
|---|---|---|---|
| 6 месяцев | +3.57% | ||
| 1 год | -5.19% | ||
| 3 года | +4.24% | ||
| 5 лет | +33.00% | ||
| 10 лет | -17.20% | ||
| С самого начала | -30.92% | ||
| Год | |||
| 2023 | -10.60% | ||
| 2022 | +11.52% | ||
| 2021 | +26.07% | ||
| 2020 | +2.07% | ||
| 2019 | +4.76% | ||
| 2018 | -13.73% | ||
| 2017 | +3.51% | ||
| 2016 | +12.25% | ||
| 2015 | -26.19% | ||
