GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class C Hedged (EURHedged)/ LU0397156604 /
Стоимость чистых активов24.06.2024 | Изменение+0.0544 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
---|---|---|---|---|
9.1092EUR | +0.60% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Ежемесячная эффективность работы
янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2010 | -6.60 | 3.33 | 0.37 | 2.20 | -7.01 | -1.25 | 5.93 | -1.39 | 6.42 | 4.59 | 0.19 | 9.80 | +16.27% |
2011 | 1.76 | 2.72 | 1.75 | 2.13 | -3.78 | -4.89 | 3.20 | 0.79 | -14.68 | 6.27 | -2.07 | -3.88 | -11.76% |
2012 | 3.02 | 2.26 | -2.99 | -0.55 | -8.67 | 4.31 | 5.21 | 1.79 | 1.77 | -4.47 | 0.74 | -1.94 | -0.42% |
2013 | 2.13 | -4.30 | -0.31 | -2.54 | -1.75 | -5.08 | 1.60 | 2.92 | -1.90 | -1.47 | -1.45 | 1.29 | -10.66% |
2014 | -1.09 | 6.76 | 0.72 | 2.38 | -2.68 | 0.56 | -4.27 | -0.36 | -6.34 | -1.21 | -2.97 | -4.69 | -13.02% |
2015 | -4.53 | 1.76 | -4.60 | 4.55 | -3.01 | 1.01 | -9.54 | -2.71 | -1.82 | -0.24 | -7.06 | -2.61 | -25.93% |
2016 | -0.86 | -0.35 | 3.30 | 8.33 | -0.22 | 3.78 | -4.43 | -1.95 | 3.06 | -0.52 | 1.13 | 0.53 | +11.82% |
2017 | 1.41 | -0.08 | -2.83 | -0.88 | -1.63 | -0.93 | 2.68 | -0.31 | 0.47 | 1.67 | -0.72 | 2.89 | +1.58% |
2018 | 1.65 | -1.33 | -1.20 | 2.34 | 1.01 | -4.17 | -2.15 | -1.86 | 1.28 | -2.60 | -1.38 | -2.91 | -10.94% |
2019 | 4.94 | 0.97 | -0.48 | -0.73 | -3.48 | 1.92 | -1.05 | -2.05 | 0.25 | 1.83 | -2.22 | 5.52 | +5.11% |
2020 | -7.07 | -4.57 | -10.23 | -0.32 | 3.14 | 2.51 | 5.44 | 5.19 | -2.06 | 0.37 | 3.25 | 5.27 | -0.58% |
2021 | 2.33 | 5.93 | -1.85 | 7.93 | 2.94 | 1.89 | 2.13 | -0.19 | 4.83 | 2.35 | -6.21 | 4.68 | +29.33% |
2022 | 7.26 | 6.26 | 8.45 | 4.80 | 1.02 | -10.56 | 3.07 | 0.12 | -8.29 | 1.49 | 3.78 | -0.89 | +15.64% |
2023 | 0.39 | -4.58 | 0.01 | -1.16 | -6.13 | 3.01 | 5.67 | -0.75 | -1.35 | 0.42 | -2.62 | -3.21 | -10.34% |
2024 | 0.76 | -1.04 | 4.06 | 1.80 | 1.24 | -0.66 | - | - | - | - | - | - | - |
Рассчетные значения
C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
---|---|---|---|---|---|
Волатильность | 9.30% | 9.31% | 10.30% | 16.51% | 15.34% |
Коэффициент Шарпа | 1.06 | 0.64 | -0.03 | 0.17 | 0.26 |
Лучший месяц | +4.06% | +4.06% | +5.67% | +8.45% | +8.45% |
Худший месяц | -3.21% | -3.21% | -3.21% | -10.56% | -10.56% |
Максимальный убыток | -4.62% | -4.62% | -10.07% | -25.62% | -25.62% |
Outperformance | -2.63% | - | -3.14% | -3.30% | -5.59% |
Все котировки в EUR
Транши
Название | Тип доходности | Цена выкупа | 1 год | 3 года | |
---|---|---|---|---|---|
GSQuartix Modified Strategy on t... | reinvestment | 9.1092 | +3.31% | +20.49% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.6491 | +0.95% | +15.78% | |
GSQuartix Modified Strategy on t... | reinvestment | 10.5507 | +5.40% | +28.43% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.0017 | +5.30% | +28.04% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.5460 | +5.46% | +28.62% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.7765 | +3.49% | +21.04% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.0567 | +1.07% | +16.05% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.5980 | +5.07% | +22.17% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.3817 | +5.35% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9903 | +4.70% | +23.79% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.5692 | +4.57% | +25.38% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.5084 | +5.03% | +36.27% | |
GSQuartix Modified Strategy on t... | reinvestment | 9.2831 | +2.62% | +18.01% | |
GSQuartix Modified Strategy on t... | reinvestment | 11.6993 | +4.57% | +25.38% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.3512 | +4.90% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.8057 | +0.23% | +13.36% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 8.9935 | +3.97% | +21.56% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.3151 | +3.39% | +21.10% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.8567 | +3.32% | +20.61% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.8541 | +5.21% | - | |
GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.9392 | +5.42% | +40.99% | |
GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.1495 | +6.19% | +41.66% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.5272 | +5.51% | +28.82% | |
GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.9154 | +5.30% | +28.04% |
Результат
C начала года на сегодняшний день | +6.23% | ||
---|---|---|---|
6 месяцев | +4.63% | ||
1 год | +3.31% | ||
3 года | +20.49% | ||
5 лет | +44.24% | ||
10 лет | -10.46% | ||
С самого начала | -8.91% | ||
Год | |||
2023 | -10.34% | ||
2022 | +15.64% | ||
2021 | +29.33% | ||
2020 | -0.58% | ||
2019 | +5.11% | ||
2018 | -10.94% | ||
2017 | +1.58% | ||
2016 | +11.82% | ||
2015 | -25.93% |