Goldman Sachs Alternative Beta - P Cap USD/ LU0370038324 /
| Стоимость чистых активов31.05.2024 | Изменение+0.6400 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 374.8600USD | +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 | - | - | - | - | - | - | -0.83 | -0.71 | -4.35 | -6.52 | -1.83 | 0.54 | - |
| 2009 | -1.59 | -0.98 | 1.49 | 4.14 | 4.69 | -0.04 | 1.93 | 0.18 | 1.01 | 0.41 | -0.05 | 1.65 | +13.40% |
| 2010 | -1.32 | 0.37 | 2.04 | -0.80 | -3.55 | -0.76 | 2.07 | -0.21 | 2.07 | 0.83 | 0.08 | 2.07 | +2.78% |
| 2011 | -0.02 | -1.15 | 2.10 | 1.50 | 0.09 | -0.14 | -1.49 | -3.59 | -3.22 | 3.29 | -0.65 | -0.37 | -3.79% |
| 2012 | 2.14 | 1.51 | -0.63 | 0.06 | -3.28 | 1.94 | 0.85 | 0.00 | 0.32 | -0.75 | 0.52 | 0.46 | +3.06% |
| 2013 | 0.46 | -0.45 | 0.62 | -0.16 | 0.45 | -1.23 | 1.14 | -0.31 | 2.08 | 1.17 | 0.53 | 0.44 | +4.81% |
| 2014 | -1.78 | 1.58 | -0.18 | -0.22 | 0.89 | 0.76 | -0.62 | 1.24 | -1.47 | 0.99 | 0.70 | -1.53 | +0.28% |
| 2015 | 0.04 | 2.39 | -0.30 | 0.04 | 0.29 | -0.84 | 0.60 | -3.03 | -1.50 | 2.22 | -0.04 | -1.03 | -1.28% |
| 2016 | -2.14 | -0.77 | 1.85 | 0.41 | 0.51 | -0.43 | 1.07 | 0.28 | 0.60 | -0.58 | 0.69 | 0.88 | +2.34% |
| 2017 | 0.38 | 0.79 | 0.38 | 0.11 | 0.72 | 0.16 | 0.98 | 0.13 | 0.69 | 0.81 | 0.22 | 0.87 | +6.42% |
| 2018 | 1.35 | -1.11 | -0.52 | 0.71 | 0.67 | -0.42 | 0.72 | 0.28 | -0.07 | -3.15 | 0.51 | -3.00 | -4.06% |
| 2019 | 3.24 | 0.99 | 0.10 | 1.20 | -2.64 | 2.66 | -0.02 | -1.26 | 0.57 | 0.80 | 0.35 | 1.54 | +7.65% |
| 2020 | -0.81 | -1.77 | -3.99 | 3.64 | 1.64 | 1.86 | 3.12 | 2.52 | -1.91 | -0.48 | 5.55 | 2.83 | +12.42% |
| 2021 | 0.79 | 1.15 | 0.71 | 2.76 | 0.84 | 1.39 | -1.42 | 1.28 | -0.95 | 1.79 | -1.92 | 1.14 | +7.71% |
| 2022 | -1.12 | 0.10 | 1.06 | -3.55 | -0.24 | -3.40 | 3.80 | -0.33 | -3.00 | 2.65 | 2.21 | -2.34 | -4.39% |
| 2023 | 2.43 | -0.82 | 0.55 | -0.62 | -0.08 | 3.20 | 2.69 | -1.86 | -1.38 | -1.35 | 2.57 | 2.92 | +8.38% |
| 2024 | -1.43 | 2.06 | 1.73 | -1.52 | 2.27 | - | - | - | - | - | - | - | - |
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 6.27% | 6.02% | 5.59% | 6.59% | 7.66% |
| Коэффициент Шарпа | 0.61 | 1.46 | 1.13 | -0.18 | 0.32 |
| Лучший месяц | +2.92% | +2.92% | +3.20% | +3.80% | +5.55% |
| Худший месяц | -1.52% | -1.52% | -1.86% | -3.55% | -3.99% |
| Максимальный убыток | -3.26% | -3.26% | -4.85% | -8.60% | -10.98% |
| Outperformance | +7.04% | - | +6.39% | +17.26% | +18.30% |
Все котировки в USD
Транши
| Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 374.8600 | +10.11% | +8.12% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,306.7998 | +10.82% | +10.20% | |
| GS Altern.Beta I CHF H | reinvestment | 6,499.5000 | +6.19% | +0.28% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 134.8900 | +10.27% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 28,667.4004 | +11.37% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,812.0000 | +4.44% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 346.3200 | +8.50% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,796.9902 | +9.61% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,260.9302 | +8.67% | +4.11% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 377.6500 | +9.78% | +7.12% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 529.9200 | +8.13% | +21.73% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 508.7400 | +7.81% | +20.64% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 329.1000 | +8.03% | +1.88% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 299.9400 | +8.66% | - |
Результат
| C начала года на сегодняшний день | +3.07% | ||
|---|---|---|---|
| 6 месяцев | +6.08% | ||
| 1 год | +10.11% | ||
| 3 года | +8.12% | ||
| 5 лет | +35.38% | ||
| 10 лет | +43.59% | ||
| С самого начала | +49.94% | ||
| Год | |||
| 2023 | +8.38% | ||
| 2022 | -4.39% | ||
| 2021 | +7.71% | ||
| 2020 | +12.42% | ||
| 2019 | +7.65% | ||
| 2018 | -4.06% | ||
| 2017 | +6.42% | ||
| 2016 | +2.34% | ||
| 2015 | -1.28% | ||
