GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class A Hedged (EURHedged)/ LU0397155978 /
| NAV2024-07-05 | Chg.+0.0403 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 9.3387EUR | +0.43% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | -1.76 | 3.32 | 1.43 | -1.05 | 3.74 | 3.60 | 1.77 | - |
| 2010 | -6.65 | 3.27 | 0.31 | 2.14 | -7.06 | -1.30 | 5.88 | -1.46 | 6.36 | 4.53 | 0.13 | 9.74 | +15.47% |
| 2011 | 1.70 | 2.67 | 1.68 | 2.08 | -3.84 | -4.98 | 3.14 | 0.73 | -14.72 | 6.21 | -2.13 | -3.94 | -12.40% |
| 2012 | 2.96 | 2.20 | -3.05 | -0.60 | -8.73 | 4.25 | 5.14 | 1.73 | 1.71 | -4.53 | 0.69 | -1.99 | -1.12% |
| 2013 | 2.07 | -4.35 | -0.36 | -2.60 | -1.81 | -5.13 | 1.54 | 2.86 | -1.96 | -1.50 | -1.50 | 1.23 | -11.25% |
| 2014 | -1.15 | 6.70 | 0.66 | 2.32 | -2.66 | 0.51 | -4.32 | -0.41 | -6.40 | -1.26 | -3.02 | -4.75 | -13.54% |
| 2015 | -4.58 | 1.70 | -4.65 | 4.50 | -3.06 | 0.94 | -9.60 | -2.76 | -1.89 | -0.29 | -7.12 | -2.67 | -26.44% |
| 2016 | -0.92 | -0.41 | 3.25 | 8.27 | -0.28 | 3.73 | -4.48 | -2.01 | 2.99 | -0.58 | 1.07 | 0.47 | +11.05% |
| 2017 | 1.34 | -0.14 | -2.88 | -0.93 | -1.69 | -0.99 | 2.61 | -0.37 | 0.41 | 1.61 | -0.79 | 2.83 | +0.86% |
| 2018 | 1.71 | -1.49 | -1.25 | 2.29 | 0.96 | -4.20 | -2.21 | -1.92 | 1.22 | -2.66 | -1.43 | -2.99 | -11.55% |
| 2019 | 4.88 | 0.91 | -0.54 | -0.79 | -3.54 | 1.85 | -1.13 | -2.11 | 0.19 | 1.76 | -2.28 | 5.43 | +4.31% |
| 2020 | -7.13 | -4.63 | -10.29 | -0.34 | 3.09 | 2.45 | 5.38 | 5.15 | -2.13 | 0.32 | 3.18 | 5.19 | -1.25% |
| 2021 | 2.27 | 5.87 | -1.91 | 7.87 | 2.89 | 1.83 | 2.07 | -0.25 | 4.77 | 2.29 | -6.27 | 4.62 | +28.43% |
| 2022 | 7.18 | 6.21 | 8.40 | 4.77 | 0.97 | -10.61 | 2.99 | 0.05 | -8.36 | 1.42 | 3.71 | -0.93 | +14.83% |
| 2023 | 0.33 | -4.64 | -0.05 | -1.21 | -6.18 | 2.95 | 5.61 | -0.81 | -1.41 | 0.36 | -2.68 | -3.25 | -10.96% |
| 2024 | 0.72 | -1.10 | 4.00 | 1.74 | 1.18 | -1.79 | 1.72 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.27% | 9.38% | 10.20% | 16.51% | 15.31% |
| Sharpe ratio | 1.03 | 1.12 | -0.04 | 0.12 | 0.23 |
| Best month | +4.00% | +4.00% | +5.61% | +8.40% | +8.40% |
| Worst month | -3.25% | -1.79% | -3.25% | -10.61% | -10.61% |
| Maximum loss | -4.86% | -4.86% | -10.27% | -26.42% | -26.42% |
| Outperformance | -0.26% | - | +0.55% | -2.90% | -6.49% |
All quotes in EUR
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GSQuartix Modified Strategy on t... | reinvestment | 9.1659 | +4.05% | +20.60% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.7076 | +1.65% | +15.80% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.6234 | +6.18% | +28.60% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.0910 | +6.07% | +28.22% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.6465 | +6.23% | +28.80% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.8628 | +4.24% | +21.15% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.1278 | +1.76% | +16.07% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.6980 | +5.82% | +22.30% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.4876 | +6.13% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 10.0564 | +5.47% | +23.92% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.6529 | +5.33% | +25.56% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.5056 | +5.12% | +34.67% | |
| GSQuartix Modified Strategy on t... | reinvestment | 9.3387 | +3.34% | +18.12% | |
| GSQuartix Modified Strategy on t... | reinvestment | 11.7771 | +5.33% | +25.56% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.4136 | +5.68% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.8416 | +0.91% | +13.39% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.0511 | +4.73% | +21.69% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.3986 | +4.12% | +21.21% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.9487 | +4.05% | +20.72% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.8365 | +5.13% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.9169 | +5.35% | +39.11% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.1252 | +6.12% | +39.85% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.6071 | +6.29% | +28.99% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.0110 | +6.07% | +28.22% |
Performance
| YTD | +6.52% | ||
|---|---|---|---|
| 6 Months | +6.87% | ||
| 1 Year | +3.34% | ||
| 3 Years | +18.12% | ||
| 5 Years | +41.69% | ||
| 10 Years | -13.94% | ||
| Since start | -6.61% | ||
| Year | |||
| 2023 | -10.96% | ||
| 2022 | +14.83% | ||
| 2021 | +28.43% | ||
| 2020 | -1.25% | ||
| 2019 | +4.31% | ||
| 2018 | -11.55% | ||
| 2017 | +0.86% | ||
| 2016 | +11.05% | ||
| 2015 | -26.44% | ||
