GS Gl.Strategic Macro Bd.Pf.E EUR H/ LU1111995665 /
| NAV5/24/2024 | Chg.-0.2100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 93.0900EUR | -0.23% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | -1.16 | 0.41 | 0.31 | -0.50 | 0.12 | -0.59 | -0.63 | -0.77 | -0.33 | - |
| 2018 | 1.50 | -0.64 | -1.35 | -0.09 | -1.32 | -1.68 | 0.81 | -2.64 | 0.50 | -0.03 | -0.28 | -0.21 | -5.37% |
| 2019 | 1.54 | -0.19 | 0.03 | 0.44 | -0.55 | 0.91 | 0.40 | -3.75 | -0.13 | 1.38 | 0.59 | 0.08 | +0.65% |
| 2020 | -0.21 | -0.25 | -3.44 | 2.88 | 1.38 | -0.40 | 0.52 | 0.49 | -0.03 | -0.52 | 1.45 | 1.02 | +2.80% |
| 2021 | -0.25 | -3.36 | 0.17 | 0.58 | 0.21 | -1.31 | -0.79 | 0.03 | 0.37 | -2.29 | 0.74 | 1.65 | -4.27% |
| 2022 | -0.10 | -0.39 | -1.95 | 0.58 | -0.45 | -1.08 | -0.18 | -0.39 | -0.34 | -0.38 | -0.18 | -0.17 | -4.92% |
| 2023 | 1.83 | -0.73 | -0.30 | 0.38 | 0.19 | -0.60 | 0.96 | 0.07 | 0.86 | 0.91 | 0.34 | 0.79 | +4.75% |
| 2024 | 0.33 | -0.90 | 0.58 | -0.82 | 0.37 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.56% | 2.74% | 3.15% | 2.97% | 3.42% |
| Sharpe ratio | -1.93 | -0.68 | -0.23 | -1.56 | -1.30 |
| Best month | +0.79% | +0.79% | +0.96% | +1.83% | +2.88% |
| Worst month | -0.90% | -0.90% | -0.90% | -2.29% | -3.75% |
| Maximum loss | -1.52% | -1.52% | -1.65% | -7.25% | -9.80% |
| Outperformance | -8.63% | - | -10.77% | -4.48% | - |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 102.4500 | +4.16% | +0.62% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 120.6600 | +6.00% | +6.02% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 113.0400 | +5.65% | +4.82% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 81.1100 | +4.70% | +1.16% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 130.6400 | +6.52% | +7.62% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 88.8400 | +1.33% | -4.25% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 102.6400 | +6.03% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 94.0100 | +6.53% | +7.63% | |
| Goldman Sachs Global Strategic M... | paying dividend | 94.0300 | +5.72% | +5.14% | |
| Goldman Sachs Global Strategic M... | reinvestment | 117.5300 | +5.68% | +5.11% | |
| Goldman Sachs Global Strategic M... | reinvestment | 95.3300 | +1.88% | -2.69% | |
| Goldman Sachs Global Strategic M... | reinvestment | 96.8400 | +3.79% | -0.41% | |
| Goldman Sachs Global Strategic M... | reinvestment | 90.2900 | +1.64% | -3.46% | |
| Goldman Sachs Global Strategic M... | reinvestment | 103.3200 | +5.41% | +4.13% | |
| Goldman Sachs Global Strategic M... | reinvestment | 102.1200 | +4.12% | +0.51% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.4100 | +3.59% | -0.97% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 94.7100 | +5.42% | +4.31% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 114.8700 | +5.42% | +4.32% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 93.0900 | +3.08% | -2.46% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.7200 | +3.52% | +0.08% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.6500 | +4.11% | +0.50% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 113.5200 | +5.95% | +5.90% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 92.0900 | +5.95% | +5.89% | |
| Goldman Sachs Global Strategic M... | paying dividend | 99.8500 | +6.14% | +6.42% | |
| Goldman Sachs Global Strategic M... | reinvestment | 112.6400 | +6.13% | +6.39% | |
| Goldman Sachs Global Strategic M... | paying dividend | 92.3600 | +4.28% | +0.97% | |
| Goldman Sachs Global Strategic M... | reinvestment | 104.3200 | +4.29% | +0.97% | |
| Goldman Sachs Global Strategic M... | reinvestment | 100.4800 | +2.00% | -2.35% | |
| Goldman Sachs Global Strategic M... | paying dividend | 89.0400 | +5.62% | +4.75% | |
| Goldman Sachs Global Strategic M... | reinvestment | 114.7400 | +6.20% | +10.91% | |
| Goldman Sachs Global Strategic M... | reinvestment | 92.0700 | +1.85% | -2.81% | |
| Goldman Sachs Global Strategic M... | paying dividend | 78.7000 | +3.60% | -0.99% |
Performance
| YTD | -0.45% | ||
|---|---|---|---|
| 6 Months | +0.95% | ||
| 1 Year | +3.08% | ||
| 3 Years | -2.46% | ||
| 5 Years | -3.22% | ||
| 10 Years | - | ||
| Since start | -9.71% | ||
| Year | |||
| 2023 | +4.75% | ||
| 2022 | -4.92% | ||
| 2021 | -4.27% | ||
| 2020 | +2.80% | ||
| 2019 | +0.65% | ||
| 2018 | -5.37% | ||
