GS Strat.Fac.Allo.Pf.I/ LU1460673368 /
| NAV2024-07-24 | Chg.-2.5400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 167.3100USD | -1.50% | 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 | -0.11 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.71% | 6.83% | 7.28% | 9.77% | -% |
| Sharpe ratio | 1.52 | 1.58 | 1.18 | 0.08 | - |
| Best month | +3.74% | +3.02% | +5.75% | +6.02% | - |
| Worst month | -3.03% | -3.03% | -3.21% | -6.32% | - |
| Maximum loss | -3.75% | -3.75% | -5.95% | -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 | 143.5700 | +10.18% | +6.93% | |
| GS Strat.Fac.Allo.Pf.I | paying dividend | 159.4500 | +12.30% | +13.88% | |
| GS Strat.Fac.Allo.Pf.I | reinvestment | 167.3100 | +12.30% | +13.86% | |
| GS Strat.Fac.Allo.Pf.P | paying dividend | 158.9800 | +12.24% | +13.70% | |
| GS Strat.Fac.Allo.Pf.P | reinvestment | 166.5600 | +12.24% | +13.70% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 128.9700 | +7.67% | +3.07% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 141.6100 | +10.13% | +6.76% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 147.4000 | +11.84% | +11.04% | |
| GS Strat.Fac.Allo.Pf.P H | paying dividend | 135.1600 | +10.16% | +6.84% | |
| GS Strat.Fac.Allo.Pf.R | paying dividend | 148.0700 | +12.78% | +15.34% | |
| GS Strat.Fac.Allo.Pf.R | reinvestment | 173.0300 | +12.78% | +15.35% | |
| GS Strat.Fac.Allo.Pf.R H | reinvestment | 141.7900 | +10.66% | +8.31% | |
| GS Strat.Fac.Allo.Pf.R H | reinvestment | 158.9100 | +12.35% | +12.75% | |
| GS Strat.Fac.Allo.Pf.R H | paying dividend | 147.7900 | +12.32% | +12.59% |
Performance
| YTD | +7.53% | ||
|---|---|---|---|
| 6 Months | +6.98% | ||
| 1 Year | +12.30% | ||
| 3 Years | +13.86% | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | +32.04% | ||
| Year | |||
| 2023 | +14.50% | ||
| 2022 | -11.74% | ||
| 2021 | +14.03% | ||
