Goldman Sachs Tactical Tilt Overlay Portfolio Class P Shares/ LU0656756094 /
Стоимость чистых активов02.10.2024 | Изменение-0.2800 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
---|---|---|---|---|
140.5300USD | -0.20% | paying dividend | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Ежемесячная эффективность работы
янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2012 | - | - | 0.55 | -1.82 | -4.24 | 3.81 | 0.21 | 1.35 | 1.37 | 0.96 | 1.20 | 1.58 | - |
2013 | 2.05 | -0.36 | 0.45 | 2.67 | 0.39 | -1.42 | 2.39 | -0.91 | 1.97 | 2.27 | 0.88 | 0.90 | +11.77% |
2014 | -1.25 | 1.22 | 0.60 | -0.62 | 0.91 | 0.56 | -0.87 | 0.15 | 0.11 | -2.71 | 2.87 | 0.23 | +1.09% |
2015 | 0.17 | 3.78 | 1.63 | -0.15 | 2.40 | -2.14 | 1.45 | -4.15 | -2.91 | 3.95 | 0.39 | -3.52 | +0.49% |
2016 | -4.96 | -2.12 | 3.00 | 2.61 | 0.44 | 0.10 | 0.43 | 1.00 | 0.25 | 1.28 | 0.30 | 1.44 | +3.58% |
2017 | -0.22 | 0.08 | 0.45 | 0.49 | -0.66 | 0.02 | 0.15 | -1.04 | 1.50 | 0.05 | -0.36 | 0.66 | +1.12% |
2018 | 1.25 | -1.58 | -1.66 | 1.59 | 0.07 | -0.12 | 1.49 | -0.40 | 0.17 | -1.64 | 0.19 | -1.98 | -2.68% |
2019 | 3.35 | 1.10 | -0.19 | 1.25 | -1.30 | 0.66 | -0.68 | -0.73 | 0.51 | 0.07 | -0.35 | 0.79 | +4.50% |
2020 | -0.69 | -1.76 | -6.53 | 6.88 | 0.84 | 0.73 | -0.46 | 0.54 | -1.83 | -0.96 | 5.66 | -0.03 | +1.75% |
2021 | 0.65 | 2.29 | 1.37 | 1.39 | 0.96 | 0.19 | -0.32 | -0.05 | 0.81 | 0.43 | -0.92 | 1.00 | +8.06% |
2022 | 0.22 | -0.61 | 0.64 | -1.23 | 1.08 | -2.33 | 2.04 | -0.45 | -2.26 | 1.92 | 1.44 | 0.36 | +0.70% |
2023 | 1.11 | -0.65 | 1.27 | 0.40 | -0.37 | -0.61 | 0.31 | 0.07 | -0.37 | -0.26 | 2.26 | 1.76 | +4.98% |
2024 | 0.16 | -0.76 | 0.53 | -1.08 | 0.62 | 0.84 | 1.22 | 1.23 | 0.80 | -0.11 | - | - | - |
Отдельные месяцы: дивиденды не учитываются
Рассчетные значения
C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
---|---|---|---|---|---|
Волатильность | 2.76% | 2.75% | 3.05% | 3.71% | 4.97% |
Коэффициент Шарпа | 0.51 | 1.81 | 1.47 | -0.02 | 0.14 |
Лучший месяц | +1.76% | +1.23% | +2.26% | +2.26% | +6.88% |
Худший месяц | -1.08% | -1.08% | -1.08% | -2.33% | -6.53% |
Максимальный убыток | -1.65% | -1.00% | -1.65% | -4.64% | -11.77% |
Outperformance | +8.00% | - | +5.73% | +9.38% | +9.29% |
Все котировки в USD
Транши
Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
---|---|---|---|---|---|
Goldman Sachs Tactical Tilt Over... | reinvestment | 162.6800 | +7.71% | +9.84% | |
Goldman Sachs Tactical Tilt Over... | paying dividend | 140.5300 | +7.72% | +9.84% | |
Goldman Sachs Tactical Tilt Over... | reinvestment | 166.0100 | +7.77% | +10.00% | |
Goldman Sachs Tactical Tilt Over... | reinvestment | 136.0500 | +5.93% | +3.60% | |
Goldman Sachs Tactical Tilt Over... | paying dividend | 129.6100 | +7.45% | +7.94% | |
Goldman Sachs Tactical Tilt Over... | paying dividend | 116.7600 | +5.94% | +3.60% | |
Goldman Sachs Tactical Tilt Over... | reinvestment | 186.0800 | +8.58% | +12.50% | |
GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 114.1900 | +6.79% | +6.10% | |
GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 120.7400 | +8.31% | +10.55% | |
GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 107.2100 | +5.65% | +5.54% | |
GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 115.8100 | +8.54% | +12.34% | |
GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 127.8300 | +6.73% | +5.94% | |
GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 111.2500 | +5.98% | +3.75% | |
GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 128.4200 | +3.26% | -0.63% | |
GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 150.3100 | +7.44% | +7.93% | |
GS Tactical Tilt Overlay Pf.R US... | paying dividend | 129.9600 | +8.23% | +11.42% | |
GS Tactical Tilt Overlay Pf.R US... | reinvestment | 155.5000 | +8.23% | +11.43% | |
GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 118.7000 | +3.74% | +0.81% | |
GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 127.8200 | +6.45% | +5.09% | |
GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 140.1700 | +7.96% | +9.47% | |
GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 106.4400 | +6.45% | +5.09% | |
GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 116.9400 | +7.97% | +9.50% | |
GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 104.0300 | +5.31% | +2.98% |
Результат
C начала года на сегодняшний день | +3.48% | ||
---|---|---|---|
6 месяцев | +4.03% | ||
1 год | +7.72% | ||
3 года | +9.84% | ||
5 лет | +21.22% | ||
10 лет | +30.10% | ||
С самого начала | +53.52% | ||
Год | |||
2023 | +4.98% | ||
2022 | +0.70% | ||
2021 | +8.06% | ||
2020 | +1.75% | ||
2019 | +4.50% | ||
2018 | -2.68% | ||
2017 | +1.12% | ||
2016 | +3.58% | ||
2015 | +0.49% |
Дивиденды
11.12.2023 | 5.43 USD |
12.12.2022 | 0.67 USD |
14.12.2020 | 0.18 USD |
09.12.2019 | 1.97 USD |
10.12.2018 | 2.19 USD |
11.12.2017 | 1.78 USD |
12.12.2016 | 2.07 USD |
07.12.2015 | 1.22 USD |
08.12.2014 | 1.49 USD |
09.12.2013 | 1.06 USD |