GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class C Hedged (EURHedged)/ LU0397156604 /
| NAV6/17/2024 | Chg.-0.0085 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 9.0602EUR | -0.09% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | -1.19 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.28% | 9.18% | 10.47% | 16.63% | 15.35% |
| Sharpe ratio | 0.98 | 0.72 | -0.24 | 0.20 | 0.28 |
| Best month | +4.06% | +4.06% | +5.67% | +8.45% | +8.45% |
| Worst month | -3.21% | -3.21% | -3.21% | -10.56% | -10.56% |
| Maximum loss | -4.62% | -4.62% | -10.07% | -25.62% | -25.62% |
| Outperformance | -2.63% | - | -3.14% | -3.30% | -5.59% |
All quotes in EUR
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GSQuartix Modified Strategy on t... | reinvestment | 9.0602 | +1.14% | +22.67% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.5972 | -1.15% | +17.93% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.4892 | +3.19% | +30.75% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.9262 | +3.08% | +30.36% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.4611 | +3.24% | +30.94% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.7017 | +1.31% | +23.23% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.9928 | -1.03% | +18.21% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.5130 | +2.84% | +24.36% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.2923 | +3.14% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9330 | +2.48% | +25.99% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.4979 | +2.37% | +27.65% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.4373 | +3.09% | +39.26% | |
| GSQuartix Modified Strategy on t... | reinvestment | 9.2343 | +0.46% | +20.14% | |
| GSQuartix Modified Strategy on t... | reinvestment | 11.6329 | +2.37% | +27.65% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.2972 | +2.69% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.7735 | -1.85% | +15.47% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 8.9431 | +1.77% | +23.71% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.2428 | +1.21% | +23.29% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.7766 | +1.15% | +22.80% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.8023 | +3.26% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.8690 | +3.46% | +44.18% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.0748 | +4.23% | +44.88% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.4599 | +3.29% | +31.14% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.8346 | +3.08% | +30.36% |
Performance
| YTD | +5.66% | ||
|---|---|---|---|
| 6 Months | +5.01% | ||
| 1 Year | +1.14% | ||
| 3 Years | +22.67% | ||
| 5 Years | +47.39% | ||
| 10 Years | -9.92% | ||
| Since start | -9.40% | ||
| Year | |||
| 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% | ||
