Goldman Sachs Tactical Tilt Overlay Portfolio Class P Shares (Acc.)/ LU0654088722 /
| NAV30/05/2024 | Chg.+0.0200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 156.0500USD | +0.01% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | 0.55 | -1.81 | -4.25 | 3.80 | 0.22 | 1.34 | 1.37 | 0.97 | 1.19 | 1.93 | - |
| 2013 | 2.18 | -0.36 | 0.45 | 2.67 | 0.39 | -1.42 | 2.39 | -0.91 | 1.97 | 2.27 | 0.89 | 0.90 | +11.91% |
| 2014 | -1.26 | 1.22 | 0.60 | -0.61 | 0.90 | 0.56 | -0.88 | 0.15 | 0.12 | -2.72 | 2.88 | 0.22 | +1.10% |
| 2015 | 0.17 | 3.78 | 1.63 | -0.14 | 2.40 | -2.14 | 1.44 | -4.15 | -2.90 | 3.94 | 0.40 | -3.52 | +0.50% |
| 2016 | -4.97 | -2.11 | 3.00 | 2.61 | 0.44 | 0.10 | 0.43 | 1.01 | 0.25 | 1.28 | 0.29 | 1.44 | +3.58% |
| 2017 | -0.21 | 0.08 | 0.45 | 0.50 | -0.66 | 0.02 | 0.15 | -1.04 | 1.50 | 0.05 | -0.35 | 0.65 | +1.11% |
| 2018 | 1.26 | -1.58 | -1.67 | 1.60 | 0.08 | -0.13 | 1.49 | -0.39 | 0.16 | -1.64 | 0.19 | -1.98 | -2.67% |
| 2019 | 3.35 | 1.10 | -0.18 | 1.25 | -1.30 | 0.66 | -0.68 | -0.74 | 0.52 | 0.07 | -0.35 | 0.79 | +4.50% |
| 2020 | -0.68 | -1.76 | -6.53 | 6.88 | 0.83 | 0.74 | -0.46 | 0.54 | -1.83 | -0.96 | 5.66 | -0.03 | +1.76% |
| 2021 | 0.65 | 2.30 | 1.38 | 1.39 | 0.95 | 0.19 | -0.33 | -0.05 | 0.82 | 0.43 | -0.92 | 1.00 | +8.06% |
| 2022 | 0.22 | -0.61 | 0.63 | -1.22 | 1.07 | -2.32 | 2.03 | -0.45 | -2.26 | 1.92 | 1.44 | 0.36 | +0.69% |
| 2023 | 1.12 | -0.65 | 1.27 | 0.41 | -0.37 | -0.62 | 0.31 | 0.08 | -0.37 | -0.26 | 2.26 | 1.75 | +4.98% |
| 2024 | 0.16 | -0.76 | 0.53 | -1.08 | 0.42 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.81% | 3.06% | 2.90% | 3.76% | 4.96% |
| Sharpe ratio | -1.99 | -0.46 | -0.40 | -0.50 | -0.17 |
| Best month | +1.75% | +2.26% | +2.26% | +2.26% | +6.88% |
| Worst month | -1.08% | -1.08% | -1.08% | -2.32% | -6.53% |
| Maximum loss | -1.65% | -1.65% | -1.65% | -4.64% | -12.00% |
| Outperformance | +8.00% | - | +5.74% | +9.39% | +9.29% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Tactical Tilt Over... | reinvestment | 156.0500 | +2.63% | +5.87% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 134.8000 | +2.63% | +5.87% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 159.2100 | +2.68% | +6.02% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 131.2400 | +0.82% | +0.17% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 124.3900 | +2.29% | +4.07% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 112.6300 | +0.82% | +0.16% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 178.0000 | +3.45% | +8.43% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 109.8500 | +1.63% | +2.60% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 115.5500 | +3.09% | +6.57% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 103.5000 | +0.92% | +2.60% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 110.8000 | +3.41% | +8.27% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 123.0000 | +1.58% | +2.44% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 107.3000 | +0.86% | +0.32% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 125.0200 | -1.49% | -3.10% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 144.2500 | +2.27% | +4.05% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 124.4500 | +3.11% | +7.39% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 148.9100 | +3.12% | +7.40% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 115.3800 | -1.01% | -1.70% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 123.1000 | +1.30% | +1.61% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 134.3000 | +2.76% | +5.54% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 102.5100 | +1.30% | +1.62% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 112.0400 | +2.78% | +5.57% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 100.5400 | +0.34% | - |
Performance
| YTD | -0.74% | ||
|---|---|---|---|
| 6 Months | +1.17% | ||
| 1 Year | +2.63% | ||
| 3 Years | +5.87% | ||
| 5 Years | +15.68% | ||
| 10 Years | +23.82% | ||
| Since start | +47.94% | ||
| Year | |||
| 2023 | +4.98% | ||
| 2022 | +0.69% | ||
| 2021 | +8.06% | ||
| 2020 | +1.76% | ||
| 2019 | +4.50% | ||
| 2018 | -2.67% | ||
| 2017 | +1.11% | ||
| 2016 | +3.58% | ||
| 2015 | +0.50% | ||
