Goldman Sachs Tactical Tilt Overlay Portfolio Class P Shares (Acc.)/ LU0654088722 /
| Стоимость чистых активов06.06.2024 | Изменение+0.1200 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 157.3800USD | +0.08% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Ежемесячная эффективность работы
| янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 0.61 | 0.66 | - | - | - | - | - | - | - |
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 2.81% | 3.04% | 2.91% | 3.77% | 4.96% |
| Коэффициент Шарпа | -1.24 | -0.30 | -0.10 | -0.44 | -0.14 |
| Лучший месяц | +1.75% | +1.75% | +2.26% | +2.26% | +6.88% |
| Худший месяц | -1.08% | -1.08% | -1.08% | -2.32% | -6.53% |
| Максимальный убыток | -1.65% | -1.65% | -1.65% | -4.64% | -12.00% |
| Outperformance | +8.00% | - | +5.74% | +9.39% | +9.29% |
Все котировки в USD
Транши
| Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
|---|---|---|---|---|---|
| Goldman Sachs Tactical Tilt Over... | reinvestment | 157.3800 | +3.47% | +6.47% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 135.9500 | +3.47% | +6.48% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 160.5800 | +3.52% | +6.63% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 132.3300 | +1.68% | +0.73% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 125.4500 | +3.15% | +4.67% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 113.5600 | +1.67% | +0.71% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 179.5500 | +4.30% | +9.06% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 110.7800 | +2.50% | +3.17% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 116.5500 | +3.95% | +7.18% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 104.3500 | +1.74% | +3.10% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 111.7600 | +4.25% | +8.89% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 124.0400 | +2.44% | +3.01% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 108.1900 | +1.73% | +0.87% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 125.9900 | -0.67% | -2.61% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 145.4800 | +3.13% | +4.64% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 125.5300 | +3.96% | +8.01% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 150.2000 | +3.97% | +8.02% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 116.2800 | -0.20% | -1.20% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 124.1300 | +2.16% | +2.18% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 135.4600 | +3.63% | +6.15% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 103.3700 | +2.16% | +2.18% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 113.0100 | +3.65% | +6.18% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 101.3600 | +1.17% | - |
Результат
| C начала года на сегодняшний день | +0.11% | ||
|---|---|---|---|
| 6 месяцев | +1.41% | ||
| 1 год | +3.47% | ||
| 3 года | +6.47% | ||
| 5 лет | +16.38% | ||
| 10 лет | +23.93% | ||
| С самого начала | +49.20% | ||
| Год | |||
| 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% | ||
