GS Gl.Strategic Macro Bd.Pf.I GBP H/ LU1121104456 /
| NAV5/31/2024 | Chg.+0.2700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 113.9600GBP | +0.24% | 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 | 1.33 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.59% | 2.78% | 3.12% | 2.99% | 3.41% |
| Sharpe ratio | -0.25 | 0.17 | 0.79 | -0.65 | -0.61 |
| Best month | +1.33% | +1.33% | +1.33% | +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 | 103.2600 | +4.77% | +1.36% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 121.6400 | +6.60% | +6.81% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 113.9600 | +6.25% | +5.64% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 81.7500 | +5.31% | +1.90% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 131.7200 | +7.13% | +8.43% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 89.4900 | +1.91% | -3.59% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 103.4800 | +6.64% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 94.7800 | +7.14% | +8.43% | |
| Goldman Sachs Global Strategic M... | paying dividend | 94.8000 | +6.34% | +5.95% | |
| Goldman Sachs Global Strategic M... | reinvestment | 118.4800 | +6.29% | +5.89% | |
| Goldman Sachs Global Strategic M... | reinvestment | 96.0400 | +2.46% | -2.01% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.6000 | +4.40% | +0.32% | |
| Goldman Sachs Global Strategic M... | reinvestment | 90.9500 | +2.21% | -2.80% | |
| Goldman Sachs Global Strategic M... | reinvestment | 104.1500 | +5.99% | +4.91% | |
| Goldman Sachs Global Strategic M... | reinvestment | 102.9200 | +4.72% | +1.25% | |
| Goldman Sachs Global Strategic M... | reinvestment | 98.1700 | +4.20% | -0.23% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 95.4800 | +6.03% | +5.10% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 115.8000 | +6.03% | +5.11% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 93.8100 | +3.68% | -1.74% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 99.4700 | +4.09% | +0.79% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 81.2900 | +4.72% | +1.26% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 114.4500 | +6.56% | +6.69% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 92.8400 | +6.56% | +6.68% | |
| Goldman Sachs Global Strategic M... | paying dividend | 100.6700 | +6.76% | +7.22% | |
| Goldman Sachs Global Strategic M... | reinvestment | 113.5600 | +6.74% | +7.19% | |
| Goldman Sachs Global Strategic M... | paying dividend | 93.0900 | +4.88% | +1.72% | |
| Goldman Sachs Global Strategic M... | reinvestment | 105.1400 | +4.89% | +1.71% | |
| Goldman Sachs Global Strategic M... | reinvestment | 101.2300 | +2.58% | -1.67% | |
| Goldman Sachs Global Strategic M... | paying dividend | 89.7600 | +6.20% | +5.53% | |
| Goldman Sachs Global Strategic M... | reinvestment | 115.6700 | +6.78% | +11.77% | |
| Goldman Sachs Global Strategic M... | reinvestment | 92.7500 | +2.42% | -2.13% | |
| Goldman Sachs Global Strategic M... | paying dividend | 79.3100 | +4.20% | -0.26% |
Performance
| YTD | +1.28% | ||
|---|---|---|---|
| 6 Months | +2.10% | ||
| 1 Year | +6.25% | ||
| 3 Years | +5.64% | ||
| 5 Years | +8.78% | ||
| 10 Years | - | ||
| Since start | +6.08% | ||
| Year | |||
| 2023 | +7.47% | ||
| 2022 | -2.32% | ||
| 2021 | -2.47% | ||
| 2020 | +4.20% | ||
| 2019 | +2.98% | ||
| 2018 | -3.28% | ||
