GS Alternative Tr.Portf.IO USD/ LU1103308711 /
| NAV2024-04-17 | Chg.-0.0500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 14.2800USD | -0.35% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | - | - | - | - | - | - | - | - | - | -1.02 | 1.87 | 3.68 | - |
| 2021 | -1.33 | 1.35 | 2.39 | 0.69 | 1.63 | -2.20 | -0.52 | 0.43 | -1.56 | 3.69 | -2.37 | 0.09 | +2.13% |
| 2022 | -1.22 | 0.62 | 3.41 | 4.48 | -1.21 | 5.24 | -3.50 | 3.87 | 8.92 | -1.21 | -3.68 | 1.12 | +17.27% |
| 2023 | -1.04 | 3.07 | -4.72 | 1.07 | 0.68 | 5.09 | 0.21 | -1.56 | 1.73 | 1.56 | -4.68 | 2.20 | +3.18% |
| 2024 | -2.08 | 2.42 | 1.72 | 0.42 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.48% | 7.63% | 7.79% | 9.62% | -% |
| Sharpe ratio | 0.73 | -0.58 | 0.51 | 0.33 | - |
| Best month | +2.42% | +2.42% | +5.09% | +8.92% | - |
| Worst month | -2.08% | -4.68% | -4.68% | -4.72% | - |
| Maximum loss | -1.96% | -6.38% | -6.38% | -8.43% | - |
| Outperformance | - | - | - | - | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Alternative Tr.Portf.I SEK H | reinvestment | 120.6000 | +5.55% | - | |
| GS Alternative Tr.Portf.I USD | reinvestment | 13.2700 | +7.19% | +20.42% | |
| GS Alternative Tr.Portf.IO USD | reinvestment | 14.2800 | +7.86% | +22.68% | |
| GS Alternative Tr.Portf.IO USD | paying dividend | 12.5700 | +7.84% | +22.70% | |
| GS Alternative Tr.Portf.IO JPY H | reinvestment | 1,202.1200 | +1.80% | +12.80% | |
| GS Alternative Tr.Portf.I GBP H | reinvestment | 12.7400 | +6.97% | +20.30% | |
| GS Alternative Tr.Portf.I EUR H | reinvestment | 11.8400 | +5.43% | +15.63% | |
| GS Alternative Tr.Portf.I GBP H | paying dividend | 12.9600 | +6.98% | +20.34% | |
| GS Alternative Tr.Portf.I JPY H | reinvestment | 1,023.5900 | +1.14% | - | |
| GS Alternative Tr.Portf.OC EUR H | reinvestment | 10.6900 | +4.60% | +13.00% | |
| GS Alternative Tr.Portf.R GBP H | paying dividend | 11.6100 | +6.86% | +20.13% | |
| GS Alternative Tr.Portf.O.C.SEK | reinvestment | 110.9900 | +12.94% | - |
Performance
| YTD | +2.44% | ||
|---|---|---|---|
| 6 Months | -0.28% | ||
| 1 Year | +7.86% | ||
| 3 Years | +22.68% | ||
| 5 Years | - | ||
| Since start | +31.98% | ||
| Year | |||
| 2023 | +3.18% | ||
| 2022 | +17.27% | ||
| 2021 | +2.13% | ||
