GS Gl.Strategic Macro Bd.Pf.I USD/ LU1111995822 /
| NAV7/23/2024 | Chg.+0.2100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 123.6600USD | +0.17% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | -0.95 | 0.61 | 0.59 | -0.28 | 0.36 | -0.36 | -0.36 | -0.50 | 0.00 | - |
| 2018 | 1.69 | -0.36 | -0.97 | 0.20 | -0.97 | -1.36 | 1.14 | -2.32 | 0.80 | 0.32 | 0.06 | 0.20 | -1.63% |
| 2019 | 1.91 | 0.16 | 0.37 | 0.79 | -0.17 | 1.24 | 0.70 | -3.36 | 0.18 | 1.74 | 0.86 | 0.43 | +4.84% |
| 2020 | 0.09 | 0.02 | -3.03 | 3.11 | 1.47 | -0.21 | 0.63 | 0.59 | 0.13 | -0.35 | 1.46 | 1.09 | +4.98% |
| 2021 | -0.08 | -3.11 | 0.37 | 0.69 | 0.37 | -1.15 | -0.64 | 0.17 | 0.54 | -2.15 | 0.85 | 1.91 | -2.29% |
| 2022 | 0.05 | -0.31 | -1.69 | 0.74 | -0.21 | -0.88 | 0.16 | -0.06 | -0.05 | -0.07 | 0.15 | 0.20 | -1.98% |
| 2023 | 2.16 | -0.46 | 0.01 | 0.61 | 0.45 | -0.31 | 1.21 | 0.33 | 1.07 | 1.13 | 0.56 | 1.04 | +8.07% |
| 2024 | 0.53 | -0.67 | 0.79 | -0.62 | 1.37 | 0.96 | 0.69 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.59% | 2.53% | 2.92% | 2.96% | 3.40% |
| Sharpe ratio | 0.72 | 1.14 | 1.40 | -0.08 | -0.45 |
| Best month | +1.37% | +1.37% | +1.37% | +2.16% | +3.11% |
| Worst month | -0.67% | -0.67% | -0.67% | -2.15% | -3.36% |
| Maximum loss | -1.14% | -1.14% | -1.50% | -3.38% | -6.40% |
| Outperformance | +11.44% | - | +9.82% | +13.28% | - |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 104.7200 | +6.01% | +4.97% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 123.6600 | +7.76% | +10.74% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 115.8200 | +7.48% | +9.50% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 82.9100 | +6.58% | +5.54% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 134.0000 | +8.31% | +12.41% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 90.3900 | +3.06% | -0.46% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 105.1900 | +7.79% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 96.4200 | +8.30% | +12.41% | |
| Goldman Sachs Global Strategic M... | paying dividend | 96.3300 | +7.49% | +9.82% | |
| Goldman Sachs Global Strategic M... | reinvestment | 120.4000 | +7.45% | +9.78% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.0800 | +3.61% | +1.17% | |
| Goldman Sachs Global Strategic M... | reinvestment | 98.9300 | +5.65% | +3.89% | |
| Goldman Sachs Global Strategic M... | reinvestment | 91.9000 | +3.34% | +0.35% | |
| Goldman Sachs Global Strategic M... | reinvestment | 105.8000 | +7.22% | +8.74% | |
| Goldman Sachs Global Strategic M... | reinvestment | 104.3700 | +5.97% | +4.85% | |
| Goldman Sachs Global Strategic M... | reinvestment | 99.4700 | +5.44% | +3.30% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 96.9800 | +7.18% | +8.95% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 117.6200 | +7.19% | +8.96% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 94.9900 | +4.92% | +1.75% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 100.7900 | +5.35% | +4.31% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 82.4300 | +5.96% | +4.84% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 116.3400 | +7.72% | +10.61% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 94.3700 | +7.72% | +10.59% | |
| Goldman Sachs Global Strategic M... | paying dividend | 102.3500 | +7.90% | +11.15% | |
| Goldman Sachs Global Strategic M... | reinvestment | 115.4600 | +7.89% | +11.13% | |
| Goldman Sachs Global Strategic M... | paying dividend | 94.4200 | +6.14% | +5.32% | |
| Goldman Sachs Global Strategic M... | reinvestment | 106.6400 | +6.13% | +5.32% | |
| Goldman Sachs Global Strategic M... | reinvestment | 102.3400 | +3.72% | +1.51% | |
| Goldman Sachs Global Strategic M... | paying dividend | 91.2200 | +7.45% | +9.39% | |
| Goldman Sachs Global Strategic M... | reinvestment | 117.5400 | +7.77% | +15.93% | |
| Goldman Sachs Global Strategic M... | reinvestment | 93.7500 | +3.57% | +1.03% | |
| Goldman Sachs Global Strategic M... | paying dividend | 80.3700 | +5.44% | +3.29% |
Performance
| YTD | +3.07% | ||
|---|---|---|---|
| 6 Months | +3.23% | ||
| 1 Year | +7.76% | ||
| 3 Years | +10.74% | ||
| 5 Years | +11.31% | ||
| 10 Years | - | ||
| Since start | +14.82% | ||
| Year | |||
| 2023 | +8.07% | ||
| 2022 | -1.98% | ||
| 2021 | -2.29% | ||
| 2020 | +4.98% | ||
| 2019 | +4.84% | ||
| 2018 | -1.63% | ||
