GS Gl.Strategic Macro Bd.Pf.I GBP H/ LU1121104456 /
| NAV30/05/2024 | Chg.+0.2400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 113.6900GBP | +0.21% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | -1.00 | 0.54 | 0.48 | -0.35 | 0.27 | -0.48 | -0.46 | -0.58 | -0.13 | - |
| 2018 | 1.59 | -0.46 | -1.13 | 0.09 | -1.13 | -1.52 | 0.99 | -2.47 | 0.68 | 0.18 | -0.10 | 0.02 | -3.28% |
| 2019 | 1.75 | 0.00 | 0.22 | 0.65 | -0.35 | 1.10 | 0.60 | -3.55 | 0.01 | 1.55 | 0.77 | 0.29 | +2.98% |
| 2020 | 0.00 | -0.06 | -3.35 | 3.05 | 1.53 | -0.26 | 0.61 | 0.57 | 0.07 | -0.36 | 1.44 | 1.00 | +4.20% |
| 2021 | -0.10 | -3.13 | 0.35 | 0.68 | 0.36 | -1.16 | -0.65 | 0.17 | 0.55 | -2.17 | 0.92 | 1.78 | -2.47% |
| 2022 | 0.06 | -0.28 | -1.69 | 0.77 | -0.21 | -0.90 | 0.11 | -0.12 | -0.15 | -0.04 | 0.06 | 0.07 | -2.32% |
| 2023 | 2.04 | -0.51 | -0.04 | 0.56 | 0.39 | -0.40 | 1.21 | 0.31 | 1.09 | 1.11 | 0.51 | 0.99 | +7.47% |
| 2024 | 0.52 | -0.69 | 0.78 | -0.65 | 1.09 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.57% | 2.77% | 3.12% | 2.98% | 3.41% |
| Sharpe ratio | -0.48 | 0.00 | 0.87 | -0.68 | -0.63 |
| Best month | +1.09% | +1.09% | +1.21% | +2.04% | +3.05% |
| Worst month | -0.69% | -0.69% | -0.69% | -2.17% | -3.55% |
| Maximum loss | -1.16% | -1.16% | -1.52% | -3.81% | -7.01% |
| Outperformance | +4.68% | - | +5.62% | +4.85% | - |
All quotes in GBP
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 103.0200 | +5.03% | +1.13% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 121.3600 | +6.87% | +6.57% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 113.6900 | +6.51% | +5.39% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 81.5600 | +5.57% | +1.67% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 131.4100 | +7.41% | +8.17% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 89.2800 | +2.15% | -3.81% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 103.2300 | +6.90% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 94.5600 | +7.41% | +8.18% | |
| Goldman Sachs Global Strategic M... | paying dividend | 94.5700 | +6.60% | +5.69% | |
| Goldman Sachs Global Strategic M... | reinvestment | 118.2000 | +6.55% | +5.64% | |
| Goldman Sachs Global Strategic M... | reinvestment | 95.8200 | +2.71% | -2.23% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.3700 | +4.65% | +0.08% | |
| Goldman Sachs Global Strategic M... | reinvestment | 90.7400 | +2.46% | -3.02% | |
| Goldman Sachs Global Strategic M... | reinvestment | 103.9100 | +6.27% | +4.66% | |
| Goldman Sachs Global Strategic M... | reinvestment | 102.6800 | +4.98% | +1.01% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.9400 | +4.46% | -0.47% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 95.2500 | +6.28% | +4.85% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 115.5200 | +6.28% | +4.86% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 93.5900 | +3.93% | -1.97% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 99.2500 | +4.36% | +0.57% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 81.1000 | +4.98% | +1.02% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 114.1800 | +6.83% | +6.44% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 92.6200 | +6.83% | +6.43% | |
| Goldman Sachs Global Strategic M... | paying dividend | 100.4300 | +7.01% | +6.96% | |
| Goldman Sachs Global Strategic M... | reinvestment | 113.2900 | +7.00% | +6.94% | |
| Goldman Sachs Global Strategic M... | paying dividend | 92.8700 | +5.13% | +1.47% | |
| Goldman Sachs Global Strategic M... | reinvestment | 104.8900 | +5.13% | +1.47% | |
| Goldman Sachs Global Strategic M... | reinvestment | 100.9900 | +2.82% | -1.90% | |
| Goldman Sachs Global Strategic M... | paying dividend | 89.5500 | +6.47% | +5.28% | |
| Goldman Sachs Global Strategic M... | reinvestment | 115.4000 | +7.05% | +11.51% | |
| Goldman Sachs Global Strategic M... | reinvestment | 92.5300 | +2.66% | -2.36% | |
| Goldman Sachs Global Strategic M... | paying dividend | 79.1300 | +4.45% | -0.49% |
Performance
| YTD | +1.04% | ||
|---|---|---|---|
| 6 Months | +1.85% | ||
| 1 Year | +6.51% | ||
| 3 Years | +5.39% | ||
| 5 Years | +8.52% | ||
| 10 Years | - | ||
| Since start | +5.83% | ||
| Year | |||
| 2023 | +7.47% | ||
| 2022 | -2.32% | ||
| 2021 | -2.47% | ||
| 2020 | +4.20% | ||
| 2019 | +2.98% | ||
| 2018 | -3.28% | ||
