GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class A (USD)/ LU0397155895 /
Стоимость чистых активов25.09.2024 | Изменение-0.0105 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
---|---|---|---|---|
11.6101USD | -0.09% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Ежемесячная эффективность работы
янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2011 | - | - | - | - | - | - | - | 0.72 | -14.60 | 6.43 | -2.06 | -3.84 | - |
2012 | 3.04 | 2.24 | -3.01 | -0.55 | -8.62 | 4.37 | 5.13 | 1.83 | 1.84 | -4.47 | 0.77 | -1.97 | -0.31% |
2013 | 2.12 | -4.30 | -0.34 | -2.59 | -1.76 | -5.06 | 1.58 | 2.85 | -1.92 | -1.48 | -1.46 | 1.25 | -10.87% |
2014 | -1.12 | 6.72 | 0.66 | 2.32 | -2.65 | 0.50 | -4.30 | -0.40 | -6.32 | -1.22 | -3.00 | -4.71 | -13.32% |
2015 | -4.47 | 1.76 | -4.48 | 4.64 | -2.95 | 1.03 | -9.56 | -2.79 | -1.83 | -0.22 | -7.06 | -2.54 | -25.69% |
2016 | -0.83 | -0.40 | 3.42 | 8.36 | -0.18 | 3.97 | -4.35 | -1.84 | 3.15 | -0.48 | 1.17 | 0.73 | +12.83% |
2017 | 1.57 | -0.05 | -2.77 | -0.86 | -1.51 | -0.79 | 2.79 | -0.18 | 0.58 | 1.77 | -0.67 | 3.14 | +2.89% |
2018 | 1.95 | -1.28 | -0.97 | 2.53 | 1.22 | -4.01 | -1.96 | -1.64 | 1.44 | -2.39 | -1.17 | -2.66 | -8.80% |
2019 | 5.21 | 1.16 | -0.26 | -0.53 | -3.29 | 2.09 | -0.83 | -1.89 | 0.45 | 2.00 | -2.12 | 5.75 | +7.58% |
2020 | -6.93 | -4.50 | -9.72 | -0.12 | 3.19 | 2.58 | 5.52 | 5.28 | -2.01 | 0.45 | 3.26 | 5.35 | +0.93% |
2021 | 2.36 | 5.95 | -1.81 | 7.97 | 2.96 | 1.99 | 2.16 | -0.14 | 4.84 | 2.36 | -6.23 | 4.76 | +29.84% |
2022 | 7.29 | 6.23 | 8.17 | 4.85 | 1.13 | -10.42 | 3.39 | 0.32 | -8.00 | 1.66 | 4.01 | -0.57 | +17.49% |
2023 | 0.61 | -4.41 | 0.18 | -1.05 | -5.96 | 3.18 | 5.80 | -0.63 | -1.25 | 0.51 | -2.54 | -3.07 | -8.78% |
2024 | 0.89 | -0.97 | 4.12 | 1.90 | 1.30 | -1.64 | -3.09 | -0.85 | 4.40 | - | - | - | - |
Рассчетные значения
C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
---|---|---|---|---|---|
Волатильность | 9.88% | 10.79% | 10.69% | 16.22% | 15.21% |
Коэффициент Шарпа | 0.49 | 0.15 | -0.38 | 0.07 | 0.37 |
Лучший месяц | +4.40% | +4.40% | +4.40% | +8.17% | +8.17% |
Худший месяц | -3.09% | -3.09% | -3.09% | -10.42% | -10.42% |
Максимальный убыток | -10.44% | -10.44% | -10.44% | -23.14% | -24.52% |
Outperformance | -3.80% | - | -4.44% | +3.09% | -5.68% |
Все котировки в USD
Транши
Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
---|---|---|---|---|---|
GSQuartix Modified Strategy on t... | reinvestment | 9.0119 | -1.83% | +9.40% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.4672 | -4.19% | +4.49% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.4916 | +0.13% | +16.87% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.9256 | +0.02% | +16.52% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.4664 | +0.18% | +17.04% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.6348 | -1.64% | +9.90% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.8341 | -4.12% | +4.71% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.4990 | -0.30% | +11.05% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.2936 | +0.07% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9110 | -0.62% | +12.64% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.4735 | -0.67% | +14.10% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.7675 | -8.96% | +16.28% | |
GSQuartix Modified Strategy on t... | reinvestment | 9.1673 | -2.49% | +7.14% | |
GSQuartix Modified Strategy on t... | reinvestment | 11.6101 | -0.67% | +14.10% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.2814 | -0.43% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.6773 | -4.88% | +2.32% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 8.9058 | -1.32% | +10.61% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.1790 | -1.76% | +9.94% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.6974 | -1.83% | +9.50% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.1015 | -11.02% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.2129 | -8.57% | +20.08% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 13.4432 | -7.58% | +21.56% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.4656 | +0.22% | +17.22% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.8339 | +0.02% | +16.52% |
Результат
C начала года на сегодняшний день | +5.97% | ||
---|---|---|---|
6 месяцев | +2.50% | ||
1 год | -0.67% | ||
3 года | +14.10% | ||
5 лет | +54.13% | ||
10 лет | +14.44% | ||
С самого начала | -15.44% | ||
Год | |||
2023 | -8.78% | ||
2022 | +17.49% | ||
2021 | +29.84% | ||
2020 | +0.93% | ||
2019 | +7.58% | ||
2018 | -8.80% | ||
2017 | +2.89% | ||
2016 | +12.83% | ||
2015 | -25.69% |