Goldman Sachs Alternative Beta - I Cap EUR (hedged i)/ LU0398686286 /
| NAV2024-05-21 | Chg.-13.9199 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 7,359.0801EUR | -0.19% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | - | - | - | 1.03 | 0.45 | 0.00 | 1.70 | - |
| 2010 | -1.28 | 0.41 | 2.15 | -0.76 | -3.59 | -0.73 | 2.10 | -0.15 | 2.01 | 0.87 | 0.20 | 2.10 | +3.22% |
| 2011 | -0.02 | 0.26 | 0.91 | 1.53 | 0.23 | -0.03 | -1.37 | -3.58 | -3.25 | 3.18 | -0.65 | -0.36 | -3.30% |
| 2012 | 2.12 | 1.52 | -0.60 | 0.09 | -3.31 | 1.96 | 0.92 | 0.01 | 0.33 | -0.74 | 0.52 | 0.47 | +3.23% |
| 2013 | 0.44 | -0.40 | 0.66 | -0.15 | 0.48 | -1.22 | 1.19 | -0.27 | 2.09 | 1.21 | 0.56 | 0.50 | +5.16% |
| 2014 | -1.72 | 1.62 | -0.14 | -0.16 | 0.98 | 0.82 | -0.57 | 1.30 | -1.40 | 1.05 | 0.74 | -1.47 | +0.98% |
| 2015 | 0.09 | 2.45 | -0.23 | 0.09 | 0.32 | -0.81 | 0.62 | -2.87 | -1.49 | 2.24 | 0.04 | -1.08 | -0.75% |
| 2016 | -2.13 | -0.69 | 1.78 | 0.37 | 0.49 | -0.61 | 1.00 | 0.22 | 0.50 | -0.65 | 0.64 | 0.77 | +1.62% |
| 2017 | 0.26 | 0.67 | 0.27 | 0.05 | 0.62 | 0.03 | 0.82 | 0.01 | 0.60 | 0.72 | 0.09 | 0.67 | +4.90% |
| 2018 | 1.18 | -1.24 | -0.72 | 0.54 | 0.48 | -0.61 | 0.55 | 0.08 | -0.22 | -3.35 | 0.29 | -3.27 | -6.23% |
| 2019 | 2.99 | 0.81 | -0.10 | 1.00 | -2.88 | 2.45 | -0.19 | -1.46 | 0.40 | 0.57 | 0.20 | 1.31 | +5.09% |
| 2020 | -0.95 | -1.86 | -4.34 | 3.49 | 1.59 | 1.79 | 3.03 | 2.51 | -1.95 | -0.54 | 5.47 | 2.75 | +11.08% |
| 2021 | 0.76 | 1.13 | 0.62 | 2.70 | 0.80 | 1.41 | -1.45 | 1.26 | -0.99 | 1.78 | -1.89 | 1.04 | +7.31% |
| 2022 | -1.17 | 0.08 | 1.15 | -3.63 | -0.35 | -3.56 | 3.59 | -0.47 | -3.21 | 2.50 | 1.92 | -2.58 | -5.89% |
| 2023 | 2.22 | -0.93 | 0.40 | -0.71 | -0.24 | 3.01 | 2.58 | -2.01 | -1.47 | -1.41 | 2.42 | 2.77 | +6.63% |
| 2024 | -1.49 | 1.96 | 1.66 | -1.61 | 3.54 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.26% | 5.83% | 5.57% | 6.60% | 7.67% |
| Sharpe ratio | 1.12 | 1.93 | 0.96 | -0.22 | 0.13 |
| Best month | +3.54% | +3.54% | +3.54% | +3.59% | +5.47% |
| Worst month | -1.61% | -1.61% | -2.01% | -3.63% | -4.34% |
| Maximum loss | -3.32% | -3.32% | -5.16% | -9.16% | -11.22% |
| Outperformance | +4.36% | - | +11.42% | +17.85% | +23.57% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 379.7900 | +10.58% | +11.28% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,414.5801 | +11.28% | +13.42% | |
| GS Altern.Beta I CHF H | reinvestment | 6,592.4702 | +6.65% | +3.33% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 136.6600 | +10.73% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 29,036.5293 | +11.89% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,959.0000 | +4.93% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 351.0100 | +8.97% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,887.4399 | +10.07% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,359.0801 | +9.12% | +7.20% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 382.6500 | +10.25% | +10.26% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 536.7000 | +9.95% | +24.86% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 515.2800 | +9.62% | +23.74% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 333.6000 | +8.48% | +4.90% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 304.0000 | +9.10% | - |
Performance
| YTD | +4.02% | ||
|---|---|---|---|
| 6 Months | +7.20% | ||
| 1 Year | +9.12% | ||
| 3 Years | +7.20% | ||
| 5 Years | +26.71% | ||
| 10 Years | +31.18% | ||
| Since start | +47.30% | ||
| Year | |||
| 2023 | +6.63% | ||
| 2022 | -5.89% | ||
| 2021 | +7.31% | ||
| 2020 | +11.08% | ||
| 2019 | +5.09% | ||
| 2018 | -6.23% | ||
| 2017 | +4.90% | ||
| 2016 | +1.62% | ||
| 2015 | -0.75% | ||
