Goldman Sachs Tactical Tilt Overlay Portfolio Class P Shares (Acc.)/ LU0654088722 /
| NAV23/08/2024 | Chg.+0.0100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 161.4600USD | +0.01% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | 0.55 | -1.81 | -4.25 | 3.80 | 0.22 | 1.34 | 1.37 | 0.97 | 1.19 | 1.93 | - |
| 2013 | 2.18 | -0.36 | 0.45 | 2.67 | 0.39 | -1.42 | 2.39 | -0.91 | 1.97 | 2.27 | 0.89 | 0.90 | +11.91% |
| 2014 | -1.26 | 1.22 | 0.60 | -0.61 | 0.90 | 0.56 | -0.88 | 0.15 | 0.12 | -2.72 | 2.88 | 0.22 | +1.10% |
| 2015 | 0.17 | 3.78 | 1.63 | -0.14 | 2.40 | -2.14 | 1.44 | -4.15 | -2.90 | 3.94 | 0.40 | -3.52 | +0.50% |
| 2016 | -4.97 | -2.11 | 3.00 | 2.61 | 0.44 | 0.10 | 0.43 | 1.01 | 0.25 | 1.28 | 0.29 | 1.44 | +3.58% |
| 2017 | -0.21 | 0.08 | 0.45 | 0.50 | -0.66 | 0.02 | 0.15 | -1.04 | 1.50 | 0.05 | -0.35 | 0.65 | +1.11% |
| 2018 | 1.26 | -1.58 | -1.67 | 1.60 | 0.08 | -0.13 | 1.49 | -0.39 | 0.16 | -1.64 | 0.19 | -1.98 | -2.67% |
| 2019 | 3.35 | 1.10 | -0.18 | 1.25 | -1.30 | 0.66 | -0.68 | -0.74 | 0.52 | 0.07 | -0.35 | 0.79 | +4.50% |
| 2020 | -0.68 | -1.76 | -6.53 | 6.88 | 0.83 | 0.74 | -0.46 | 0.54 | -1.83 | -0.96 | 5.66 | -0.03 | +1.76% |
| 2021 | 0.65 | 2.30 | 1.38 | 1.39 | 0.95 | 0.19 | -0.33 | -0.05 | 0.82 | 0.43 | -0.92 | 1.00 | +8.06% |
| 2022 | 0.22 | -0.61 | 0.63 | -1.22 | 1.07 | -2.32 | 2.03 | -0.45 | -2.26 | 1.92 | 1.44 | 0.36 | +0.69% |
| 2023 | 1.12 | -0.65 | 1.27 | 0.41 | -0.37 | -0.62 | 0.31 | 0.08 | -0.37 | -0.26 | 2.26 | 1.75 | +4.98% |
| 2024 | 0.16 | -0.76 | 0.53 | -1.08 | 0.61 | 0.84 | 1.22 | 1.17 | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.91% | 2.84% | 3.11% | 3.73% | 4.98% |
| Sharpe ratio | 0.24 | 1.30 | 0.95 | -0.07 | 0.07 |
| Best month | +1.75% | +1.22% | +2.26% | +2.26% | +6.88% |
| Worst month | -1.08% | -1.08% | -1.08% | -2.32% | -6.53% |
| Maximum loss | -1.65% | -1.42% | -1.65% | -4.64% | -11.76% |
| Outperformance | +8.00% | - | +5.74% | +9.39% | +9.29% |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Tactical Tilt Over... | reinvestment | 161.4600 | +6.48% | +10.15% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 139.4700 | +6.48% | +10.16% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 164.7500 | +6.53% | +10.31% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 135.2700 | +4.68% | +4.01% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 128.6900 | +6.29% | +8.29% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 116.0800 | +4.67% | +4.00% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 184.5100 | +7.34% | +12.83% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 113.4300 | +5.52% | +6.53% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 119.7700 | +7.13% | +10.91% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 106.6300 | +4.58% | +6.17% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 114.8400 | +7.29% | +12.65% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 126.9900 | +5.46% | +6.37% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 110.6000 | +4.72% | +4.15% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 128.0300 | +2.09% | +0.02% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 149.2400 | +6.27% | +8.28% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 128.9100 | +6.99% | +11.74% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 154.2400 | +6.98% | +11.74% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 118.2800 | +2.57% | +1.47% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 127.0200 | +5.18% | +5.52% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 139.1000 | +6.79% | +9.83% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 105.7700 | +5.18% | +5.51% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 116.0400 | +6.79% | +9.86% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 103.5000 | +4.16% | +3.55% |
Performance
| YTD | +2.70% | ||
|---|---|---|---|
| 6 Months | +3.55% | ||
| 1 Year | +6.48% | ||
| 3 Years | +10.15% | ||
| 5 Years | +20.90% | ||
| 10 Years | +27.83% | ||
| Since start | +53.07% | ||
| Year | |||
| 2023 | +4.98% | ||
| 2022 | +0.69% | ||
| 2021 | +8.06% | ||
| 2020 | +1.76% | ||
| 2019 | +4.50% | ||
| 2018 | -2.67% | ||
| 2017 | +1.11% | ||
| 2016 | +3.58% | ||
| 2015 | +0.50% | ||
