GS Strat.Fac.Allo.Pf.I/ LU1460673368 /
| NAV23/08/2024 | Chg.+1.3400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 172.3400USD | +0.78% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | - | - | - | - | - | - | - | - | - | -2.34 | 5.69 | 1.85 | - |
| 2021 | -1.31 | 0.31 | 2.18 | 3.02 | 0.43 | 1.99 | 1.85 | 1.60 | -2.70 | 3.82 | 0.33 | 1.85 | +14.03% |
| 2022 | -2.23 | -1.37 | 1.26 | -5.42 | 1.12 | -5.13 | 6.02 | -2.82 | -6.32 | 2.96 | 3.77 | -3.39 | -11.74% |
| 2023 | 4.28 | -2.65 | 3.25 | 1.33 | -0.20 | 2.45 | 1.16 | -0.52 | -3.21 | -1.33 | 5.75 | 3.74 | +14.50% |
| 2024 | 1.00 | 2.07 | 2.13 | -3.03 | 3.02 | 2.35 | 1.73 | 1.14 | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 7.54% | 7.86% | 7.75% | 9.93% | -% |
| Sharpe ratio | 1.82 | 1.57 | 1.81 | 0.16 | - |
| Best month | +3.74% | +3.02% | +5.75% | +6.02% | - |
| Worst month | -3.03% | -3.03% | -3.21% | -6.32% | - |
| Maximum loss | -4.28% | -4.28% | -5.43% | -14.88% | - |
| Outperformance | - | - | - | - | - |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Strat.Fac.Allo.Pf.I H | reinvestment | 147.6400 | +15.34% | +8.85% | |
| GS Strat.Fac.Allo.Pf.I | paying dividend | 164.2400 | +17.55% | +16.05% | |
| GS Strat.Fac.Allo.Pf.I | reinvestment | 172.3400 | +17.54% | +16.04% | |
| GS Strat.Fac.Allo.Pf.P | paying dividend | 163.7500 | +17.49% | +15.87% | |
| GS Strat.Fac.Allo.Pf.P | reinvestment | 171.5600 | +17.48% | +15.86% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 132.3600 | +12.67% | +4.75% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 145.6200 | +15.29% | +8.68% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 151.7100 | +17.00% | +13.10% | |
| GS Strat.Fac.Allo.Pf.P H | paying dividend | 139.0000 | +15.32% | +8.77% | |
| GS Strat.Fac.Allo.Pf.R | paying dividend | 152.5800 | +18.05% | +17.54% | |
| GS Strat.Fac.Allo.Pf.R | reinvestment | 178.2900 | +18.05% | +17.54% | |
| GS Strat.Fac.Allo.Pf.R H | reinvestment | 145.8600 | +15.84% | +10.26% | |
| GS Strat.Fac.Allo.Pf.R H | reinvestment | 163.6300 | +17.53% | +14.85% | |
| GS Strat.Fac.Allo.Pf.R H | paying dividend | 152.1700 | +17.50% | +14.69% |
Performance
| YTD | +10.77% | ||
|---|---|---|---|
| 6 Months | +7.63% | ||
| 1 Year | +17.54% | ||
| 3 Years | +16.04% | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | +36.01% | ||
| Year | |||
| 2023 | +14.50% | ||
| 2022 | -11.74% | ||
| 2021 | +14.03% | ||
