GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class C Hedged (CHF Hedged)/ LU0397156786 /
Стоимость чистых активов25.09.2024 | Изменение-0.0102 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
---|---|---|---|---|
10.4672CHF | -0.10% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Ежемесячная эффективность работы
янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2009 | - | - | - | 1.45 | 11.51 | -2.05 | 3.48 | 1.43 | -1.00 | 3.77 | 3.63 | 1.79 | - |
2010 | -6.59 | 3.36 | 0.32 | 2.21 | -6.96 | -1.25 | 5.81 | -1.35 | 6.37 | 4.55 | 0.07 | 9.71 | +15.93% |
2011 | 1.78 | 2.66 | 1.83 | 2.11 | -3.77 | -4.93 | 3.06 | 1.03 | -15.00 | 6.23 | -2.12 | -3.90 | -12.09% |
2012 | 2.93 | 2.26 | -3.00 | -0.59 | -8.73 | 4.30 | 5.21 | 1.70 | 1.82 | -4.50 | 0.67 | -1.93 | -0.75% |
2013 | 2.07 | -4.30 | -0.31 | -2.55 | -1.74 | -5.07 | 1.56 | 2.91 | -1.92 | -1.46 | -1.46 | 1.23 | -10.83% |
2014 | -1.13 | 6.73 | 0.70 | 2.35 | -2.63 | 0.54 | -4.28 | -0.36 | -6.34 | -1.21 | -2.96 | -4.72 | -13.11% |
2015 | -4.55 | 1.65 | -4.67 | 4.47 | -3.07 | 0.95 | -9.65 | -2.74 | -1.88 | -0.30 | -7.10 | -2.70 | -26.52% |
2016 | -0.90 | -0.39 | 3.28 | 8.32 | -0.27 | 3.77 | -4.49 | -2.02 | 2.97 | -0.57 | 1.12 | 0.48 | +11.25% |
2017 | 1.37 | -0.11 | -2.88 | -0.92 | -1.69 | -0.96 | 2.66 | -0.34 | 0.42 | 1.61 | -0.78 | 2.84 | +1.06% |
2018 | 1.73 | -1.46 | -1.24 | 2.32 | 0.99 | -4.22 | -2.21 | -1.85 | 1.17 | -2.63 | -1.39 | -3.00 | -11.39% |
2019 | 4.92 | 0.93 | -0.51 | -0.77 | -3.49 | 1.86 | -1.10 | -2.08 | 0.21 | 1.81 | -2.23 | 5.46 | +4.71% |
2020 | -7.08 | -4.60 | -10.20 | -0.30 | 3.14 | 2.50 | 5.43 | 5.20 | -2.08 | 0.35 | 3.23 | 5.23 | -0.67% |
2021 | 2.29 | 5.95 | -1.91 | 7.91 | 2.93 | 1.85 | 2.10 | -0.22 | 4.84 | 2.35 | -6.21 | 4.66 | +29.06% |
2022 | 7.22 | 6.22 | 8.04 | 4.83 | 1.01 | -10.54 | 3.19 | 0.04 | -8.32 | 1.40 | 3.65 | -1.00 | +14.78% |
2023 | 0.27 | -4.70 | -0.16 | -1.30 | -6.30 | 2.83 | 5.49 | -0.92 | -1.53 | 0.20 | -2.82 | -3.39 | -12.15% |
2024 | 0.54 | -1.23 | 3.86 | 1.56 | 1.05 | -1.90 | -3.44 | -1.14 | 4.14 | - | - | - | - |
Рассчетные значения
C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
---|---|---|---|---|---|
Волатильность | 9.84% | 10.73% | 10.65% | 16.24% | 15.23% |
Коэффициент Шарпа | 0.10 | -0.19 | -0.71 | -0.12 | 0.21 |
Лучший месяц | +4.14% | +4.14% | +4.14% | +8.04% | +8.04% |
Худший месяц | -3.44% | -3.44% | -3.44% | -10.54% | -10.54% |
Максимальный убыток | -11.40% | -11.40% | -11.40% | -28.24% | -28.24% |
Outperformance | -0.66% | - | +1.67% | -1.94% | -9.11% |
Все котировки в CHF
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 | +3.22% | ||
---|---|---|---|
6 месяцев | +0.66% | ||
1 год | -4.19% | ||
3 года | +4.49% | ||
5 лет | +37.31% | ||
10 лет | -7.03% | ||
С самого начала | +4.67% | ||
Год | |||
2023 | -12.15% | ||
2022 | +14.78% | ||
2021 | +29.06% | ||
2020 | -0.67% | ||
2019 | +4.71% | ||
2018 | -11.39% | ||
2017 | +1.06% | ||
2016 | +11.25% | ||
2015 | -26.52% |