GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class A Hedged (EURHedged)/ LU0397155978 /
| Стоимость чистых активов03.06.2024 | Изменение-0.0474 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 9.3011EUR | -0.51% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Ежемесячная эффективность работы
| янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | -1.76 | 3.32 | 1.43 | -1.05 | 3.74 | 3.60 | 1.77 | - |
| 2010 | -6.65 | 3.27 | 0.31 | 2.14 | -7.06 | -1.30 | 5.88 | -1.46 | 6.36 | 4.53 | 0.13 | 9.74 | +15.47% |
| 2011 | 1.70 | 2.67 | 1.68 | 2.08 | -3.84 | -4.98 | 3.14 | 0.73 | -14.72 | 6.21 | -2.13 | -3.94 | -12.40% |
| 2012 | 2.96 | 2.20 | -3.05 | -0.60 | -8.73 | 4.25 | 5.14 | 1.73 | 1.71 | -4.53 | 0.69 | -1.99 | -1.12% |
| 2013 | 2.07 | -4.35 | -0.36 | -2.60 | -1.81 | -5.13 | 1.54 | 2.86 | -1.96 | -1.50 | -1.50 | 1.23 | -11.25% |
| 2014 | -1.15 | 6.70 | 0.66 | 2.32 | -2.66 | 0.51 | -4.32 | -0.41 | -6.40 | -1.26 | -3.02 | -4.75 | -13.54% |
| 2015 | -4.58 | 1.70 | -4.65 | 4.50 | -3.06 | 0.94 | -9.60 | -2.76 | -1.89 | -0.29 | -7.12 | -2.67 | -26.44% |
| 2016 | -0.92 | -0.41 | 3.25 | 8.27 | -0.28 | 3.73 | -4.48 | -2.01 | 2.99 | -0.58 | 1.07 | 0.47 | +11.05% |
| 2017 | 1.34 | -0.14 | -2.88 | -0.93 | -1.69 | -0.99 | 2.61 | -0.37 | 0.41 | 1.61 | -0.79 | 2.83 | +0.86% |
| 2018 | 1.71 | -1.49 | -1.25 | 2.29 | 0.96 | -4.20 | -2.21 | -1.92 | 1.22 | -2.66 | -1.43 | -2.99 | -11.55% |
| 2019 | 4.88 | 0.91 | -0.54 | -0.79 | -3.54 | 1.85 | -1.13 | -2.11 | 0.19 | 1.76 | -2.28 | 5.43 | +4.31% |
| 2020 | -7.13 | -4.63 | -10.29 | -0.34 | 3.09 | 2.45 | 5.38 | 5.15 | -2.13 | 0.32 | 3.18 | 5.19 | -1.25% |
| 2021 | 2.27 | 5.87 | -1.91 | 7.87 | 2.89 | 1.83 | 2.07 | -0.25 | 4.77 | 2.29 | -6.27 | 4.62 | +28.43% |
| 2022 | 7.18 | 6.21 | 8.40 | 4.77 | 0.97 | -10.61 | 2.99 | 0.05 | -8.36 | 1.42 | 3.71 | -0.93 | +14.83% |
| 2023 | 0.33 | -4.64 | -0.05 | -1.21 | -6.18 | 2.95 | 5.61 | -0.81 | -1.41 | 0.36 | -2.68 | -3.25 | -10.96% |
| 2024 | 0.72 | -1.10 | 4.00 | 1.74 | 1.18 | -0.51 | - | - | - | - | - | - | - |
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 8.87% | 9.69% | 10.59% | 16.62% | 15.35% |
| Коэффициент Шарпа | 1.28 | 0.56 | 0.04 | 0.10 | 0.24 |
| Лучший месяц | +4.00% | +4.00% | +5.61% | +8.40% | +8.40% |
| Худший месяц | -3.25% | -3.25% | -3.25% | -10.61% | -10.61% |
| Максимальный убыток | -3.48% | -3.60% | -10.27% | -26.42% | -26.42% |
| Outperformance | -0.26% | - | +0.55% | -2.90% | -6.49% |
Все котировки в EUR
Транши
| Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
|---|---|---|---|---|---|
| GSQuartix Modified Strategy on t... | reinvestment | 9.1233 | +4.92% | +19.76% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.6778 | +2.53% | +15.16% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.5543 | +7.10% | +27.68% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.0069 | +6.99% | +27.30% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.5505 | +7.15% | +27.87% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.7963 | +5.09% | +20.30% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.0909 | +2.65% | +15.43% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.6050 | +6.67% | +21.45% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.3874 | +7.05% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9972 | +6.28% | +22.99% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.5793 | +6.25% | +24.65% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.4225 | +3.50% | +34.23% | |
| GSQuartix Modified Strategy on t... | reinvestment | 9.3011 | +4.21% | +17.29% | |
| GSQuartix Modified Strategy on t... | reinvestment | 11.7086 | +6.25% | +24.65% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.3567 | +6.50% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.8269 | +1.79% | +12.76% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.0034 | +5.54% | +20.77% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.3340 | +4.99% | +20.36% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.8795 | +4.92% | +19.87% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.7917 | +3.67% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.8541 | +3.87% | +41.38% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 13.9943 | +4.16% | +39.94% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.5305 | +7.21% | +28.07% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.9209 | +6.99% | +27.30% |
Результат
| C начала года на сегодняшний день | +6.09% | ||
|---|---|---|---|
| 6 месяцев | +4.47% | ||
| 1 год | +4.21% | ||
| 3 года | +17.29% | ||
| 5 лет | +43.56% | ||
| 10 лет | -14.39% | ||
| С самого начала | -6.99% | ||
| Год | |||
| 2023 | -10.96% | ||
| 2022 | +14.83% | ||
| 2021 | +28.43% | ||
| 2020 | -1.25% | ||
| 2019 | +4.31% | ||
| 2018 | -11.55% | ||
| 2017 | +0.86% | ||
| 2016 | +11.05% | ||
| 2015 | -26.44% | ||
