GS Gl.Strategic Macro Bd.Pf.I EUR H/ LU1135780176 /
| NAV13/05/2024 | Chg.+0.0800 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 102.6200EUR | +0.08% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | - | - | - | - | - | - | - | - | - | - | - | 0.32 | - |
| 2015 | -1.99 | 0.98 | -1.11 | 0.69 | 1.61 | 0.46 | 1.00 | 0.28 | -0.32 | 0.51 | 0.75 | -0.47 | +2.37% |
| 2016 | 0.39 | -1.18 | 0.90 | 0.28 | 0.98 | -2.22 | 1.27 | 1.03 | -0.25 | 0.34 | -0.45 | 1.14 | +2.18% |
| 2017 | 0.27 | 1.20 | 0.11 | -1.08 | 0.49 | 0.39 | -0.42 | 0.20 | -0.51 | -0.53 | -0.63 | -0.24 | -0.77% |
| 2018 | 1.49 | -0.53 | -1.21 | 0.01 | -1.23 | -1.59 | 0.90 | -2.56 | 0.58 | 0.07 | -0.20 | -0.12 | -4.37% |
| 2019 | 1.63 | -0.10 | 0.12 | 0.53 | -0.46 | 1.00 | 0.49 | -3.67 | -0.04 | 1.47 | 0.68 | 0.18 | +1.74% |
| 2020 | -0.12 | -0.16 | -3.34 | 2.96 | 1.47 | -0.32 | 0.61 | 0.53 | 0.06 | -0.42 | 1.42 | 0.98 | +3.61% |
| 2021 | -0.15 | -3.18 | 0.26 | 0.66 | 0.30 | -1.23 | -0.70 | 0.11 | 0.48 | -2.21 | 0.82 | 1.74 | -3.15% |
| 2022 | 0.00 | -0.34 | -1.85 | 0.68 | -0.36 | -1.01 | -0.07 | -0.31 | -0.25 | -0.30 | -0.09 | -0.08 | -3.93% |
| 2023 | 1.92 | -0.66 | -0.20 | 0.46 | 0.27 | -0.51 | 1.04 | 0.16 | 0.95 | 0.99 | 0.43 | 0.87 | +5.84% |
| 2024 | 0.43 | -0.82 | 0.68 | -0.75 | 0.53 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.64% | 2.78% | 3.20% | 2.97% | 3.39% |
| Sharpe ratio | -1.38 | -0.19 | 0.02 | -1.20 | -1.01 |
| Best month | +0.87% | +0.87% | +1.04% | +1.92% | +2.96% |
| Worst month | -0.82% | -0.82% | -0.82% | -2.21% | -3.67% |
| Maximum loss | -1.30% | -1.30% | -1.85% | -5.62% | -7.69% |
| Outperformance | +8.45% | - | +5.29% | +3.65% | +9.79% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 102.6200 | +3.88% | +0.72% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 120.7900 | +5.72% | +6.08% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 113.1900 | +5.38% | +4.95% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 81.2400 | +4.42% | +1.25% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 130.7600 | +6.25% | +7.69% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 89.1000 | +1.10% | -4.05% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 102.7500 | +5.76% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 94.0900 | +6.26% | +7.70% | |
| Goldman Sachs Global Strategic M... | paying dividend | 94.1400 | +5.46% | +5.21% | |
| Goldman Sachs Global Strategic M... | reinvestment | 117.6700 | +5.42% | +5.17% | |
| Goldman Sachs Global Strategic M... | reinvestment | 95.6000 | +1.65% | -2.49% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.0100 | +3.51% | -0.33% | |
| Goldman Sachs Global Strategic M... | reinvestment | 90.5500 | +1.41% | -3.26% | |
| Goldman Sachs Global Strategic M... | reinvestment | 103.4600 | +5.13% | +4.26% | |
| Goldman Sachs Global Strategic M... | reinvestment | 102.2900 | +3.84% | +0.60% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.5800 | +3.32% | -0.88% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 94.8300 | +5.15% | +4.39% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 115.0100 | +5.16% | +4.39% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 93.2700 | +2.80% | -2.38% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.9100 | +3.28% | +0.19% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.7900 | +3.83% | +0.59% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 113.6500 | +5.69% | +5.96% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 92.1900 | +5.68% | +5.95% | |
| Goldman Sachs Global Strategic M... | paying dividend | 99.9500 | +5.86% | +6.48% | |
| Goldman Sachs Global Strategic M... | reinvestment | 112.7500 | +5.85% | +6.46% | |
| Goldman Sachs Global Strategic M... | paying dividend | 92.5100 | +3.99% | +1.05% | |
| Goldman Sachs Global Strategic M... | reinvestment | 104.4800 | +3.99% | +1.06% | |
| Goldman Sachs Global Strategic M... | reinvestment | 100.7600 | +1.77% | -2.15% | |
| Goldman Sachs Global Strategic M... | paying dividend | 89.1500 | +5.33% | +4.86% | |
| Goldman Sachs Global Strategic M... | reinvestment | 114.8800 | +5.99% | +10.95% | |
| Goldman Sachs Global Strategic M... | reinvestment | 92.3300 | +1.61% | -2.61% | |
| Goldman Sachs Global Strategic M... | paying dividend | 78.8400 | +3.32% | -0.89% |
Performance
| YTD | +0.06% | ||
|---|---|---|---|
| 6 Months | +1.62% | ||
| 1 Year | +3.88% | ||
| 3 Years | +0.72% | ||
| 5 Years | +1.99% | ||
| 10 Years | - | ||
| Since start | +2.54% | ||
| Year | |||
| 2023 | +5.84% | ||
| 2022 | -3.93% | ||
| 2021 | -3.15% | ||
| 2020 | +3.61% | ||
| 2019 | +1.74% | ||
| 2018 | -4.37% | ||
| 2017 | -0.77% | ||
| 2016 | +2.18% | ||
| 2015 | +2.37% | ||
