Goldman Sachs Tactical Tilt Overlay Portfolio Class I Shares (Acc.)/ LU0654089290 /
| NAV23/05/2024 | Chg.-0.3200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 159.7600USD | -0.20% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | 0.56 | -1.81 | -4.24 | 3.82 | 0.22 | 1.35 | 1.37 | 0.98 | 1.20 | 1.93 | - |
| 2013 | 2.18 | -0.35 | 0.45 | 2.68 | 0.40 | -1.42 | 2.40 | -0.90 | 1.98 | 2.28 | 0.89 | 0.89 | +11.97% |
| 2014 | -1.24 | 1.22 | 0.61 | -0.61 | 0.92 | 0.56 | -0.87 | 0.16 | 0.12 | -2.71 | 2.88 | 0.23 | +1.17% |
| 2015 | 0.17 | 3.78 | 1.64 | -0.14 | 2.40 | -2.13 | 1.45 | -4.14 | -2.90 | 3.94 | 0.41 | -3.51 | +0.56% |
| 2016 | -4.96 | -2.11 | 3.01 | 2.62 | 0.44 | 0.11 | 0.43 | 1.01 | 0.26 | 1.28 | 0.30 | 1.44 | +3.65% |
| 2017 | -0.20 | 0.09 | 0.49 | 0.50 | -0.66 | 0.03 | 0.16 | -1.04 | 1.51 | 0.05 | -0.35 | 0.65 | +1.23% |
| 2018 | 1.26 | -1.58 | -1.65 | 1.59 | 0.08 | -0.12 | 1.49 | -0.40 | 0.17 | -1.64 | 0.19 | -1.98 | -2.62% |
| 2019 | 3.36 | 1.10 | -0.18 | 1.26 | -1.30 | 0.67 | -0.68 | -0.74 | 0.51 | 0.08 | -0.34 | 0.80 | +4.55% |
| 2020 | -0.68 | -1.76 | -6.53 | 6.88 | 0.84 | 0.74 | -0.45 | 0.55 | -1.82 | -0.96 | 5.65 | -0.02 | +1.80% |
| 2021 | 0.66 | 2.30 | 1.38 | 1.39 | 0.96 | 0.19 | -0.32 | -0.05 | 0.82 | 0.44 | -0.91 | 1.00 | +8.11% |
| 2022 | 0.22 | -0.61 | 0.64 | -1.22 | 1.08 | -2.33 | 2.04 | -0.44 | -2.25 | 1.92 | 1.45 | 0.35 | +0.75% |
| 2023 | 1.13 | -0.65 | 1.28 | 0.41 | -0.37 | -0.60 | 0.31 | 0.08 | -0.37 | -0.26 | 2.26 | 1.76 | +5.03% |
| 2024 | 0.17 | -0.76 | 0.54 | -1.07 | 0.76 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.81% | 3.13% | 2.90% | 3.77% | 4.96% |
| Sharpe ratio | -1.70 | 0.26 | -0.35 | -0.43 | -0.15 |
| Best month | +1.76% | +2.26% | +2.26% | +2.26% | +6.88% |
| Worst month | -1.07% | -1.07% | -1.07% | -2.33% | -6.53% |
| Maximum loss | -1.64% | -1.64% | -1.64% | -4.63% | -11.97% |
| Outperformance | +8.04% | - | +5.79% | +9.53% | +9.64% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Goldman Sachs Tactical Tilt Over... | reinvestment | 156.5800 | +2.76% | +6.60% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 135.2600 | +2.76% | +6.60% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 159.7600 | +2.81% | +6.76% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 131.7300 | +0.94% | +0.88% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 124.8200 | +2.41% | +4.79% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 113.0500 | +0.94% | +0.88% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 178.5900 | +3.59% | +9.19% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 110.2400 | +1.74% | +3.32% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 115.9400 | +3.22% | +7.31% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 103.8900 | +1.06% | +3.33% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 111.1600 | +3.53% | +9.01% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 123.4400 | +1.70% | +3.17% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 107.7000 | +0.99% | +1.03% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 125.5400 | -1.35% | -2.36% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 144.7600 | +2.41% | +4.78% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 124.8700 | +3.25% | +8.14% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 149.4100 | +3.26% | +8.14% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 115.8400 | -0.88% | -0.96% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 123.5500 | +1.43% | +2.34% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 134.7600 | +2.89% | +6.28% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 102.8800 | +1.42% | +2.33% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 112.4200 | +2.91% | +6.30% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 100.9200 | +0.47% | - |
Performance
| YTD | -0.37% | ||
|---|---|---|---|
| 6 Months | +2.27% | ||
| 1 Year | +2.81% | ||
| 3 Years | +6.76% | ||
| 5 Years | +16.24% | ||
| 10 Years | +25.46% | ||
| Since start | +49.56% | ||
| Year | |||
| 2023 | +5.03% | ||
| 2022 | +0.75% | ||
| 2021 | +8.11% | ||
| 2020 | +1.80% | ||
| 2019 | +4.55% | ||
| 2018 | -2.62% | ||
| 2017 | +1.23% | ||
| 2016 | +3.65% | ||
| 2015 | +0.56% | ||
