Goldman Sachs Alternative Beta - I Cap USD/ LU0370038837 /
| Стоимость чистых активов06.06.2024 | Изменение+14.3496 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 8,357.0898USD | +0.17% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Ежемесячная эффективность работы
| янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | - | - | - | - | - | - | -0.77 | -0.66 | -4.28 | -6.48 | -1.78 | 0.59 | - |
| 2009 | -1.48 | -0.94 | 1.55 | 4.20 | 4.75 | 0.01 | 1.98 | 0.24 | 1.06 | 0.46 | 0.01 | 1.70 | +14.19% |
| 2010 | -1.27 | 0.42 | 2.09 | -0.75 | -3.50 | -0.71 | 2.12 | -0.15 | 2.12 | 0.89 | 0.14 | 2.13 | +3.43% |
| 2011 | -0.01 | 0.23 | 0.86 | 1.56 | 0.14 | -0.08 | -1.44 | -3.54 | -3.17 | 3.34 | -0.60 | -0.32 | -3.19% |
| 2012 | 2.19 | 1.56 | -0.58 | 0.11 | -3.22 | 1.99 | 0.91 | 0.05 | 0.37 | -0.69 | 0.56 | 0.52 | +3.73% |
| 2013 | 0.51 | -0.40 | 0.67 | -0.10 | 0.50 | -1.18 | 1.20 | -0.26 | 2.14 | 1.23 | 0.58 | 0.50 | +5.48% |
| 2014 | -1.72 | 1.63 | -0.13 | -0.17 | 0.95 | 0.81 | -0.57 | 1.29 | -1.42 | 1.04 | 0.76 | -1.48 | +0.93% |
| 2015 | 0.09 | 2.44 | -0.24 | 0.09 | 0.34 | -0.79 | 0.66 | -2.98 | -1.45 | 2.28 | 0.01 | -0.98 | -0.64% |
| 2016 | -2.09 | -0.72 | 1.91 | 0.46 | 0.56 | -0.37 | 1.13 | 0.33 | 0.65 | -0.52 | 0.75 | 0.93 | +3.00% |
| 2017 | 0.43 | 0.84 | 0.43 | 0.16 | 0.78 | 0.21 | 1.03 | 0.19 | 0.75 | 0.87 | 0.27 | 0.93 | +7.11% |
| 2018 | 1.40 | -1.06 | -0.47 | 0.77 | 0.73 | -0.37 | 0.77 | 0.33 | -0.02 | -3.09 | 0.56 | -2.94 | -3.44% |
| 2019 | 3.29 | 1.04 | 0.15 | 1.26 | -2.58 | 2.71 | 0.04 | -1.20 | 0.62 | 0.85 | 0.40 | 1.59 | +8.35% |
| 2020 | -0.76 | -1.72 | -3.94 | 3.69 | 1.70 | 1.91 | 3.18 | 2.57 | -1.86 | -0.43 | 5.60 | 2.89 | +13.15% |
| 2021 | 0.84 | 1.20 | 0.77 | 2.81 | 0.90 | 1.44 | -1.37 | 1.33 | -0.90 | 1.84 | -1.87 | 1.19 | +8.39% |
| 2022 | -1.07 | 0.15 | 1.11 | -3.50 | -0.18 | -3.35 | 3.86 | -0.28 | -2.95 | 2.71 | 2.26 | -2.29 | -3.78% |
| 2023 | 2.49 | -0.77 | 0.60 | -0.56 | -0.02 | 3.26 | 2.74 | -1.81 | -1.32 | -1.29 | 2.63 | 2.98 | +9.07% |
| 2024 | -1.38 | 2.11 | 1.78 | -1.47 | 2.33 | 0.61 | - | - | - | - | - | - | - |
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 6.37% | 6.18% | 5.54% | 6.60% | 7.67% |
| Коэффициент Шарпа | 0.91 | 1.66 | 0.98 | -0.08 | 0.41 |
| Лучший месяц | +2.98% | +2.98% | +3.26% | +3.86% | +5.60% |
| Худший месяц | -1.47% | -1.47% | -1.81% | -3.50% | -3.94% |
| Максимальный убыток | -3.22% | -3.22% | -4.71% | -8.23% | -10.93% |
| Outperformance | +8.24% | - | +8.37% | +19.15% | +24.33% |
Все котировки в USD
Транши
| Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 377.0900 | +8.48% | +7.86% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,357.0898 | +9.17% | +9.93% | |
| GS Altern.Beta I CHF H | reinvestment | 6,535.3799 | +4.61% | +0.01% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 135.7000 | +8.63% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 28,837.2109 | +9.67% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,866.0000 | +2.89% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 348.3300 | +6.90% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,837.2100 | +7.99% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,303.2002 | +7.06% | +3.85% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 379.8800 | +8.15% | +6.87% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 531.9700 | +6.60% | +20.80% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 510.6800 | +6.28% | +19.72% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 330.9700 | +6.42% | +1.62% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 301.6700 | +7.04% | - |
Результат
| C начала года на сегодняшний день | +3.97% | ||
|---|---|---|---|
| 6 месяцев | +6.77% | ||
| 1 год | +9.17% | ||
| 3 года | +9.93% | ||
| 5 лет | +39.63% | ||
| 10 лет | +53.07% | ||
| С самого начала | +67.05% | ||
| Год | |||
| 2023 | +9.07% | ||
| 2022 | -3.78% | ||
| 2021 | +8.39% | ||
| 2020 | +13.15% | ||
| 2019 | +8.35% | ||
| 2018 | -3.44% | ||
| 2017 | +7.11% | ||
| 2016 | +3.00% | ||
| 2015 | -0.64% | ||
