GS Strat.Fac.Allo.Pf.P/ LU1460672808 /
| NAV5/17/2024 | Chg.-0.3900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 156.1400USD | -0.25% | 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 | - | - | - | - | - | - | - | - | - | -2.35 | 5.69 | 1.84 | - |
| 2021 | -1.32 | 0.31 | 2.18 | 3.01 | 0.42 | 1.98 | 1.85 | 1.60 | -2.71 | 3.83 | 0.33 | 1.85 | +13.97% |
| 2022 | -2.24 | -1.37 | 1.25 | -5.42 | 1.11 | -5.13 | 6.00 | -2.82 | -6.32 | 2.96 | 3.76 | -3.40 | -11.78% |
| 2023 | 4.28 | -2.66 | 3.24 | 1.33 | -0.21 | 2.45 | 1.15 | -0.52 | -3.22 | -1.33 | 5.74 | 3.74 | +14.45% |
| 2024 | 0.99 | 2.07 | 2.13 | -3.03 | 3.42 | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.66% | 6.36% | 7.11% | 9.67% | -% |
| Sharpe ratio | 1.78 | 2.93 | 1.48 | 0.16 | - |
| Best month | +3.74% | +5.74% | +5.74% | +6.00% | - |
| Worst month | -3.03% | -3.03% | -3.22% | -6.32% | - |
| Maximum loss | -3.75% | -3.75% | -6.12% | -14.91% | - |
| Outperformance | - | - | - | - | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Strat.Fac.Allo.Pf.I H | reinvestment | 141.4300 | +12.10% | +10.33% | |
| GS Strat.Fac.Allo.Pf.I | paying dividend | 156.5800 | +14.41% | +17.29% | |
| GS Strat.Fac.Allo.Pf.I | reinvestment | 164.3000 | +14.40% | +17.27% | |
| GS Strat.Fac.Allo.Pf.P | paying dividend | 156.1400 | +14.35% | +17.10% | |
| GS Strat.Fac.Allo.Pf.P | reinvestment | 163.5800 | +14.34% | +17.10% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 127.5500 | +9.64% | +6.71% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 139.5100 | +12.04% | +10.16% | |
| GS Strat.Fac.Allo.Pf.P H | reinvestment | 144.7400 | +13.67% | +14.33% | |
| GS Strat.Fac.Allo.Pf.P H | paying dividend | 133.1500 | +12.08% | +10.24% | |
| GS Strat.Fac.Allo.Pf.R | paying dividend | 145.2900 | +14.89% | +18.79% | |
| GS Strat.Fac.Allo.Pf.R | reinvestment | 169.7800 | +14.89% | +18.79% | |
| GS Strat.Fac.Allo.Pf.R H | reinvestment | 139.5600 | +12.58% | +11.76% | |
| GS Strat.Fac.Allo.Pf.R H | reinvestment | 155.9800 | +14.25% | +16.14% | |
| GS Strat.Fac.Allo.Pf.R H | paying dividend | 145.0700 | +14.22% | +15.99% |
Performance
| YTD | +5.58% | ||
|---|---|---|---|
| 6 Months | +10.56% | ||
| 1 Year | +14.35% | ||
| 3 Years | +17.10% | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | +29.44% | ||
| Year | |||
| 2023 | +14.45% | ||
| 2022 | -11.78% | ||
| 2021 | +13.97% | ||
Dividends
| 12/11/2023 | 4.02 USD |
| 12/12/2022 | 0.10 USD |
