GS Abs.Ret.Tracker Pf.Base USD/ LU1103307317 /
| Стоимость чистых активов31.10.2024 | Изменение-0.0900 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 12.4400USD | -0.72% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Ежемесячная эффективность работы
| янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | - | - | - | - | - | -0.10 | 0.98 | 0.58 | -0.19 | -2.99 | 0.10 | -2.29 | - |
| 2019 | 3.05 | 0.79 | 0.98 | 1.45 | -2.10 | 2.44 | 0.29 | -0.48 | 0.19 | 0.67 | 0.95 | 0.94 | +9.46% |
| 2020 | -0.28 | -3.17 | -6.45 | 2.37 | 0.90 | 0.70 | 2.47 | 1.83 | -1.52 | -0.96 | 5.15 | 2.40 | +2.97% |
| 2021 | -0.36 | 0.91 | 1.53 | 1.68 | 0.78 | 0.09 | -0.60 | 1.04 | -1.97 | 2.01 | -1.80 | 1.66 | +4.96% |
| 2022 | -2.49 | -1.50 | 0.98 | -2.66 | -0.09 | -2.55 | 1.87 | -1.38 | -3.45 | 1.93 | 3.78 | -1.73 | -7.31% |
| 2023 | 3.15 | -0.99 | 1.45 | 0.45 | -0.36 | 2.42 | 1.57 | -1.12 | -1.30 | -1.06 | 3.21 | 2.24 | +9.93% |
| 2024 | 0.08 | 1.86 | 1.49 | -1.14 | 1.07 | 0.65 | 0.65 | 0.56 | 2.08 | -2.35 | - | - | - |
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 5.45% | 6.26% | 5.16% | 5.85% | 6.26% |
| Коэффициент Шарпа | 0.54 | 0.36 | 1.49 | -0.15 | 0.04 |
| Лучший месяц | +2.24% | +2.08% | +3.21% | +3.78% | +5.15% |
| Худший месяц | -2.35% | -2.35% | -2.35% | -3.45% | -6.45% |
| Максимальный убыток | -4.94% | -4.94% | -4.94% | -12.04% | -13.08% |
| Outperformance | -1.31% | - | -2.47% | - | - |
Все котировки в USD
Транши
| Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
|---|---|---|---|---|---|
| GS Abs.Ret.Tracker Pf.I SEK H | reinvestment | 115.1400 | +9.52% | +2.65% | |
| GS Abs.Ret.Tracker Pf.I EUR H | reinvestment | 12.9500 | +9.84% | +2.70% | |
| GS Abs.Ret.Tracker Pf.I Acc | reinvestment | 14.3900 | +11.72% | +9.02% | |
| GS Abs.Ret.Tracker Pf.I CHF H | reinvestment | 11.2500 | +7.25% | -1.49% | |
| GS Abs.Ret.Tracker Pf.I GBP H | reinvestment | 13.8600 | +11.24% | +6.94% | |
| GS Abs.Ret.Tracker Pf.I AUD H | reinvestment | 13.4000 | +10.56% | +5.43% | |
| GS Abs.Ret.Tracker Pf.I JPY H | reinvestment | 1,066.0100 | +5.42% | -3.76% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 11.9000 | +9.38% | +1.54% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 12.9100 | +11.20% | +7.76% | |
| Goldman Sachs Absolute Return Tr... | paying dividend | 10.7400 | +10.09% | - | |
| GS Abs.Ret.Tracker Pf.OC EUR H | reinvestment | 10.7000 | +9.07% | +0.56% | |
| GS Abs.Ret.Tracker Pf.Base USD | reinvestment | 12.4400 | +10.77% | +6.60% | |
| GS Abs.Ret.Tracker Pf.R USD | paying dividend | 13.4600 | +11.62% | +8.90% | |
| GS Abs.Ret.Tracker Pf.R EUR H | reinvestment | 11.1400 | +9.75% | +2.58% | |
| GS Abs.Ret.Tracker Pf.R GBP | paying dividend | 12.5900 | +11.12% | +6.75% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 10.7400 | +8.48% | -1.01% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 12.1200 | +10.28% | +5.03% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 10.3100 | +6.40% | -3.64% | |
| Goldman Sachs Absolute Return Tr... | reinvestment | 12.2300 | +8.90% | +3.38% |
Результат
| C начала года на сегодняшний день | +4.98% | ||
|---|---|---|---|
| 6 месяцев | +2.64% | ||
| 1 год | +10.77% | ||
| 3 года | +6.60% | ||
| 5 лет | +17.80% | ||
| 10 лет | - | ||
| С самого начала | +20.78% | ||
| Год | |||
| 2023 | +9.93% | ||
| 2022 | -7.31% | ||
| 2021 | +4.96% | ||
| 2020 | +2.97% | ||
| 2019 | +9.46% | ||
