Goldman Sachs Global Strategic Macro Bond Portfolio Class P Shares/ LU1111996044 /
| NAV5/10/2024 | Chg.+0.0700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 94.0700USD | +0.07% | paying dividend | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | - | - | - | - | - | - | - | - | - | -0.40 | 1.57 | 1.10 | - |
| 2021 | -0.10 | -3.12 | 0.34 | 0.68 | 0.33 | -1.13 | -0.72 | 0.17 | 0.51 | -2.18 | 0.84 | 1.87 | -2.58% |
| 2022 | 0.03 | -0.33 | -1.72 | 0.71 | -0.24 | -0.91 | 0.15 | -0.09 | -0.09 | -0.10 | 0.12 | 0.18 | -2.27% |
| 2023 | 2.14 | -0.47 | -0.01 | 0.59 | 0.42 | -0.32 | 1.19 | 0.31 | 1.05 | 1.11 | 0.53 | 1.03 | +7.80% |
| 2024 | 0.50 | -0.69 | 0.77 | -0.64 | 0.57 | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.62% | 2.80% | 3.21% | 2.98% | -% |
| Sharpe ratio | -0.91 | 0.31 | 0.51 | -0.71 | - |
| Best month | +1.03% | +1.03% | +1.19% | +2.14% | - |
| Worst month | -0.69% | -0.69% | -0.69% | -2.18% | - |
| Maximum loss | -1.15% | -1.15% | -1.57% | -3.96% | - |
| Outperformance | - | - | - | - | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 102.5400 | +3.88% | +0.72% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 120.6900 | +5.72% | +6.08% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 113.1000 | +5.38% | +4.95% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 81.1800 | +4.42% | +1.25% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 130.6500 | +6.25% | +7.69% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 89.0400 | +1.10% | -4.05% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 102.6700 | +5.76% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 94.0200 | +6.26% | +7.70% | |
| Goldman Sachs Global Strategic M... | paying dividend | 94.0700 | +5.46% | +5.21% | |
| Goldman Sachs Global Strategic M... | reinvestment | 117.5800 | +5.42% | +5.17% | |
| Goldman Sachs Global Strategic M... | reinvestment | 95.5300 | +1.65% | -2.49% | |
| Goldman Sachs Global Strategic M... | reinvestment | 96.9400 | +3.51% | -0.33% | |
| Goldman Sachs Global Strategic M... | reinvestment | 90.4900 | +1.41% | -3.26% | |
| Goldman Sachs Global Strategic M... | reinvestment | 103.3800 | +5.13% | +4.26% | |
| Goldman Sachs Global Strategic M... | reinvestment | 102.2100 | +3.84% | +0.60% | |
| Goldman Sachs Global Strategic M... | reinvestment | 97.5100 | +3.32% | -0.88% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 94.7600 | +5.15% | +4.39% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 114.9300 | +5.16% | +4.39% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 93.2100 | +2.80% | -2.38% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.8400 | +3.28% | +0.19% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.7200 | +3.83% | +0.59% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 113.5600 | +5.69% | +5.96% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 92.1100 | +5.68% | +5.95% | |
| Goldman Sachs Global Strategic M... | paying dividend | 99.8700 | +5.86% | +6.48% | |
| Goldman Sachs Global Strategic M... | reinvestment | 112.6600 | +5.85% | +6.46% | |
| Goldman Sachs Global Strategic M... | paying dividend | 92.4300 | +3.99% | +1.05% | |
| Goldman Sachs Global Strategic M... | reinvestment | 104.4000 | +3.99% | +1.06% | |
| Goldman Sachs Global Strategic M... | reinvestment | 100.6900 | +1.77% | -2.15% | |
| Goldman Sachs Global Strategic M... | paying dividend | 89.0800 | +5.33% | +4.86% | |
| Goldman Sachs Global Strategic M... | reinvestment | 114.8000 | +5.99% | +10.95% | |
| Goldman Sachs Global Strategic M... | reinvestment | 92.2600 | +1.61% | -2.61% | |
| Goldman Sachs Global Strategic M... | paying dividend | 78.7900 | +3.32% | -0.89% |
Performance
| YTD | +0.50% | ||
|---|---|---|---|
| 6 Months | +2.29% | ||
| 1 Year | +5.46% | ||
| 3 Years | +5.21% | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | +5.81% | ||
| Year | |||
| 2023 | +7.80% | ||
| 2022 | -2.27% | ||
| 2021 | -2.58% | ||
Dividends
| 12/11/2023 | 1.95 USD |
| 12/12/2022 | 1.06 USD |
| 12/13/2021 | 4.49 USD |
| 12/14/2020 | 3.56 USD |
