Goldman Sachs Alternative Beta - P Cap EUR (hedged i)/ LU0398684661 /
| NAV2024-05-23 | Chg.-1.4200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 331.4200EUR | -0.43% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | - | - | - | 0.97 | 0.39 | -0.09 | 1.66 | - |
| 2010 | -1.37 | 0.36 | 2.06 | -0.80 | -3.64 | -0.80 | 2.08 | -0.18 | 2.01 | 0.83 | 0.08 | 2.07 | +2.55% |
| 2011 | -0.11 | 0.20 | 0.83 | 1.49 | 0.17 | -0.12 | -1.42 | -3.61 | -3.32 | 3.13 | -0.70 | -0.41 | -3.98% |
| 2012 | 2.10 | 1.46 | -0.65 | 0.03 | -3.40 | 1.91 | 0.85 | -0.06 | 0.30 | -0.79 | 0.47 | 0.43 | +2.56% |
| 2013 | 0.41 | -0.47 | 0.59 | -0.18 | 0.44 | -1.29 | 1.14 | -0.32 | 2.02 | 1.11 | 0.51 | 0.43 | +4.44% |
| 2014 | -1.78 | 1.60 | -0.19 | -0.21 | 0.90 | 0.76 | -0.64 | 1.22 | -1.50 | 1.00 | 0.70 | -1.49 | +0.30% |
| 2015 | 0.07 | 2.38 | -0.29 | -0.06 | 0.30 | -0.89 | 0.58 | -2.95 | -1.54 | 2.18 | -0.01 | -1.14 | -1.46% |
| 2016 | -2.19 | -0.75 | 1.72 | 0.32 | 0.43 | -0.66 | 0.94 | 0.14 | 0.44 | -0.71 | 0.58 | 0.70 | +0.90% |
| 2017 | 0.19 | 0.69 | 0.21 | -0.01 | 0.53 | -0.03 | 0.78 | -0.04 | 0.55 | 0.66 | 0.03 | 0.65 | +4.29% |
| 2018 | 1.15 | -1.31 | -0.78 | 0.49 | 0.43 | -0.66 | 0.49 | 0.02 | -0.27 | -3.41 | 0.23 | -3.32 | -6.82% |
| 2019 | 2.96 | 0.75 | -0.17 | 0.94 | -2.93 | 2.41 | -0.25 | -1.52 | 0.34 | 0.53 | 0.17 | 1.25 | +4.42% |
| 2020 | -1.00 | -1.90 | -4.32 | 3.45 | 1.54 | 1.74 | 2.98 | 2.41 | -2.00 | -0.61 | 5.41 | 2.69 | +10.43% |
| 2021 | 0.70 | 1.08 | 0.58 | 2.66 | 0.76 | 1.30 | -1.52 | 1.18 | -1.00 | 1.72 | -1.97 | 0.99 | +6.58% |
| 2022 | -1.20 | 0.03 | 0.89 | -3.67 | -0.45 | -3.59 | 3.55 | -0.54 | -3.30 | 2.43 | 1.91 | -2.62 | -6.67% |
| 2023 | 2.18 | -1.01 | 0.36 | -0.78 | -0.30 | 2.96 | 2.53 | -2.07 | -1.52 | -1.46 | 2.37 | 2.72 | +5.93% |
| 2024 | -1.54 | 1.91 | 1.60 | -1.64 | 2.84 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.26% | 5.87% | 5.57% | 6.58% | 7.66% |
| Sharpe ratio | 0.70 | 1.50 | 0.77 | -0.39 | 0.05 |
| Best month | +2.84% | +2.84% | +2.96% | +3.55% | +5.41% |
| Worst month | -1.64% | -1.64% | -2.07% | -3.67% | -4.32% |
| Maximum loss | -3.34% | -3.34% | -5.31% | -9.90% | -11.22% |
| Outperformance | +3.82% | - | +10.62% | +15.64% | +19.72% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Alternative Beta -... | reinvestment | 377.3700 | +10.21% | +10.02% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 8,361.2695 | +10.92% | +12.14% | |
| GS Altern.Beta I CHF H | reinvestment | 6,546.9199 | +6.26% | +2.11% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 135.7900 | +10.36% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 28,854.5703 | +11.53% | - | |
| Goldman Sachs Alternative Beta -... | paying dividend | 9,888.0000 | +4.52% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 348.7200 | +8.59% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 6,842.7500 | +9.69% | - | |
| Goldman Sachs Alternative Beta -... | reinvestment | 7,310.8301 | +8.74% | +5.97% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 380.2000 | +9.88% | +9.01% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 534.9300 | +9.72% | +24.14% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 513.5800 | +9.39% | +23.03% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 331.4200 | +8.11% | +3.70% | |
| Goldman Sachs Alternative Beta -... | reinvestment | 302.0200 | +8.73% | - |
Performance
| YTD | +3.12% | ||
|---|---|---|---|
| 6 Months | +6.08% | ||
| 1 Year | +8.11% | ||
| 3 Years | +3.70% | ||
| 5 Years | +22.84% | ||
| 10 Years | +21.25% | ||
| Since start | +32.10% | ||
| Year | |||
| 2023 | +5.93% | ||
| 2022 | -6.67% | ||
| 2021 | +6.58% | ||
| 2020 | +10.43% | ||
| 2019 | +4.42% | ||
| 2018 | -6.82% | ||
| 2017 | +4.29% | ||
| 2016 | +0.90% | ||
| 2015 | -1.46% | ||
