GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class C Hedged (CHF Hedged)/ LU0397156786 /
| Стоимость чистых активов19.09.2024 | Изменение+0.0710 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
|---|---|---|---|---|
| 10.2420CHF | +0.70% | 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 | 1.90 | - | - | - | - |
Рассчетные значения
| C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
|---|---|---|---|---|---|
| Волатильность | 9.81% | 10.57% | 10.62% | 16.27% | 15.22% |
| Коэффициент Шарпа | -0.21 | -0.66 | -1.03 | -0.07 | 0.17 |
| Лучший месяц | +3.86% | +3.86% | +3.86% | +8.04% | +8.04% |
| Худший месяц | -3.44% | -3.44% | -3.44% | -10.54% | -10.54% |
| Максимальный убыток | -11.40% | -11.40% | -11.51% | -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 | 8.8148 | -5.15% | +12.26% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.2420 | -7.45% | +7.27% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.2597 | -3.25% | +19.91% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.6401 | -3.35% | +19.55% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.1465 | -3.20% | +20.09% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.3363 | -4.98% | +12.77% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.5578 | -7.37% | +7.49% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.1810 | -3.64% | +14.00% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.9558 | -3.30% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.6935 | -3.96% | +15.57% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.1994 | -4.02% | +17.07% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.6006 | -9.74% | +20.10% | |
| GSQuartix Modified Strategy on t... | reinvestment | 8.9678 | -5.80% | +9.94% | |
| GSQuartix Modified Strategy on t... | reinvestment | 11.3550 | -4.02% | +17.07% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.0773 | -3.78% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.5344 | -8.12% | +5.04% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 8.7112 | -4.64% | +13.48% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.8903 | -5.09% | +12.82% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.3761 | -5.15% | +12.37% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 8.9825 | -11.78% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.0530 | -9.35% | +24.03% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 13.2651 | -8.39% | +25.53% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.2120 | -3.15% | +20.27% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.5284 | -3.35% | +19.55% |
Результат
| C начала года на сегодняшний день | +1.00% | ||
|---|---|---|---|
| 6 месяцев | -1.81% | ||
| 1 год | -7.45% | ||
| 3 года | +7.27% | ||
| 5 лет | +34.08% | ||
| 10 лет | -8.85% | ||
| С самого начала | +2.42% | ||
| 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% | ||
