Goldman Sachs Tactical Tilt Overlay Portfolio Class P Shares/ LU0656756094 /
| Стоимость чистых активов02.05.2024 | Изменение+0.3100 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 134.5500USD | +0.23% | paying dividend | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Ежемесячная эффективность работы
| янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | 0.55 | -1.82 | -4.24 | 3.81 | 0.21 | 1.35 | 1.37 | 0.96 | 1.20 | 1.58 | - |
| 2013 | 2.05 | -0.36 | 0.45 | 2.67 | 0.39 | -1.42 | 2.39 | -0.91 | 1.97 | 2.27 | 0.88 | 0.90 | +11.77% |
| 2014 | -1.25 | 1.22 | 0.60 | -0.62 | 0.91 | 0.56 | -0.87 | 0.15 | 0.11 | -2.71 | 2.87 | 0.23 | +1.09% |
| 2015 | 0.17 | 3.78 | 1.63 | -0.15 | 2.40 | -2.14 | 1.45 | -4.15 | -2.91 | 3.95 | 0.39 | -3.52 | +0.49% |
| 2016 | -4.96 | -2.12 | 3.00 | 2.61 | 0.44 | 0.10 | 0.43 | 1.00 | 0.25 | 1.28 | 0.30 | 1.44 | +3.58% |
| 2017 | -0.22 | 0.08 | 0.45 | 0.49 | -0.66 | 0.02 | 0.15 | -1.04 | 1.50 | 0.05 | -0.36 | 0.66 | +1.12% |
| 2018 | 1.25 | -1.58 | -1.66 | 1.59 | 0.07 | -0.12 | 1.49 | -0.40 | 0.17 | -1.64 | 0.19 | -1.98 | -2.68% |
| 2019 | 3.35 | 1.10 | -0.19 | 1.25 | -1.30 | 0.66 | -0.68 | -0.73 | 0.51 | 0.07 | -0.35 | 0.79 | +4.50% |
| 2020 | -0.69 | -1.76 | -6.53 | 6.88 | 0.84 | 0.73 | -0.46 | 0.54 | -1.83 | -0.96 | 5.66 | -0.03 | +1.75% |
| 2021 | 0.65 | 2.29 | 1.37 | 1.39 | 0.96 | 0.19 | -0.32 | -0.05 | 0.81 | 0.43 | -0.92 | 1.00 | +8.06% |
| 2022 | 0.22 | -0.61 | 0.64 | -1.23 | 1.08 | -2.33 | 2.04 | -0.45 | -2.26 | 1.92 | 1.44 | 0.36 | +0.70% |
| 2023 | 1.11 | -0.65 | 1.27 | 0.40 | -0.37 | -0.61 | 0.31 | 0.07 | -0.37 | -0.26 | 2.26 | 1.76 | +4.98% |
| 2024 | 0.16 | -0.76 | 0.53 | -1.08 | 0.23 | - | - | - | - | - | - | - | - |
Отдельные месяцы: дивиденды не учитываются
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 2.85% | 3.35% | 2.88% | 3.80% | 4.96% |
| Коэффициент Шарпа | -2.31 | 0.29 | -0.65 | -0.38 | -0.23 |
| Лучший месяц | +1.76% | +2.26% | +2.26% | +2.26% | +6.88% |
| Худший месяц | -1.08% | -1.08% | -1.08% | -2.33% | -6.53% |
| Максимальный убыток | -1.65% | -1.65% | -2.01% | -4.64% | -12.30% |
| Outperformance | +8.00% | - | +5.73% | +9.38% | +9.29% |
Все котировки в USD
Транши
| Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
|---|---|---|---|---|---|
| Goldman Sachs Tactical Tilt Over... | reinvestment | 155.7600 | +1.96% | +7.26% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 134.5500 | +1.96% | +7.26% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 158.9100 | +2.00% | +7.42% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 131.1500 | +0.10% | +1.53% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 124.1800 | +1.58% | +5.42% | |
| Goldman Sachs Tactical Tilt Over... | paying dividend | 112.5500 | +0.09% | +1.52% | |
| Goldman Sachs Tactical Tilt Over... | reinvestment | 177.5600 | +2.77% | +9.86% | |
| GS Tactical Tilt Overlay Pf.IO E... | reinvestment | 109.7100 | +0.90% | +3.99% | |
| GS Tactical Tilt Overlay Pf.IO G... | reinvestment | 115.2900 | +2.38% | +7.95% | |
| GS Tactical Tilt Overlay Pf.I SE... | reinvestment | 103.4600 | +0.31% | +3.46% | |
| GS Tactical Tilt Overlay Pf.IP U... | reinvestment | 110.5300 | +2.72% | +9.69% | |
| GS Tactical Tilt Overlay Pf.IP E... | reinvestment | 122.8400 | +0.85% | +3.83% | |
| GS Tactical Tilt Overlay Pf.I EU... | reinvestment | 107.2200 | +0.15% | +1.68% | |
| GS Tactical Tilt Overlay Pf.P CH... | reinvestment | 125.1800 | -2.13% | -1.62% | |
| GS Tactical Tilt Overlay Pf.P GB... | reinvestment | 144.0100 | +1.57% | +5.39% | |
| GS Tactical Tilt Overlay Pf.R US... | paying dividend | 124.1800 | +2.44% | +8.81% | |
| GS Tactical Tilt Overlay Pf.R US... | reinvestment | 148.5800 | +2.44% | +8.81% | |
| GS Tactical Tilt Overlay Pf.R CH... | reinvestment | 115.4800 | -1.66% | -0.20% | |
| GS Tactical Tilt Overlay Pf.R EU... | reinvestment | 122.9700 | +0.58% | +2.99% | |
| GS Tactical Tilt Overlay Pf.R GB... | reinvestment | 134.0300 | +2.06% | +6.91% | |
| GS Tactical Tilt Overlay Pf.R EU... | paying dividend | 102.4000 | +0.58% | +2.99% | |
| GS Tactical Tilt Overlay Pf.R GB... | paying dividend | 111.8100 | +2.06% | +6.94% | |
| GS Tactical Tilt Overlay Pf.O.C.... | reinvestment | 100.5200 | -0.33% | - |
Результат
| C начала года на сегодняшний день | -0.92% | ||
|---|---|---|---|
| 6 месяцев | +2.35% | ||
| 1 год | +1.96% | ||
| 3 года | +7.26% | ||
| 5 лет | +14.05% | ||
| С самого начала | +46.99% | ||
| Год | |||
| 2023 | +4.98% | ||
| 2022 | +0.70% | ||
| 2021 | +8.06% | ||
| 2020 | +1.75% | ||
| 2019 | +4.50% | ||
| 2018 | -2.68% | ||
| 2017 | +1.12% | ||
| 2016 | +3.58% | ||
| 2015 | +0.49% | ||
Дивиденды
| 11.12.2023 | 5.43 USD |
| 12.12.2022 | 0.67 USD |
| 14.12.2020 | 0.18 USD |
| 09.12.2019 | 1.97 USD |
| 10.12.2018 | 2.19 USD |
| 11.12.2017 | 1.78 USD |
| 12.12.2016 | 2.07 USD |
| 07.12.2015 | 1.22 USD |
| 08.12.2014 | 1.49 USD |
| 09.12.2013 | 1.06 USD |
