GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class Y (USD)/ LU0454946830 /
Стоимость чистых активов19.09.2024 | Изменение+0.0735 | Тип доходности | Инвестиционная направленность | Инвестиционная компания |
---|---|---|---|---|
10.2597USD | +0.72% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Ежемесячная эффективность работы
янв | фев | мар | апр | май | июн | июл | авг | сен | окт | ноя | дек | Итого | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2012 | - | - | - | -0.50 | -8.54 | 4.40 | 5.26 | 1.90 | 1.86 | -4.43 | 0.91 | -1.90 | - |
2013 | 2.16 | -4.24 | -0.28 | -2.52 | -1.70 | -5.02 | 1.65 | 2.92 | -1.85 | -1.42 | -1.40 | 1.32 | -10.20% |
2014 | -1.06 | 6.78 | 0.73 | 2.38 | -2.59 | 0.57 | -4.23 | -0.33 | -6.26 | -1.16 | -2.94 | -4.64 | -12.62% |
2015 | -4.41 | 1.82 | -4.42 | 4.71 | -2.89 | 1.10 | -9.49 | -2.73 | -1.76 | -0.16 | -7.00 | -2.48 | -25.10% |
2016 | -0.76 | -0.34 | 3.49 | 8.43 | -0.10 | 4.04 | -4.29 | -1.77 | 3.22 | -0.41 | 1.24 | 0.79 | +13.74% |
2017 | 1.64 | 0.02 | -2.71 | -0.80 | -1.44 | -0.72 | 2.86 | -0.11 | 0.65 | 1.84 | -0.60 | 3.20 | +3.72% |
2018 | 2.03 | -1.22 | -0.91 | 2.60 | 1.29 | -3.95 | -1.89 | -1.57 | 1.50 | -2.32 | -1.11 | -2.59 | -8.06% |
2019 | 5.28 | 1.22 | -0.20 | -0.46 | -3.22 | 2.15 | -0.76 | -1.83 | 0.52 | 2.07 | -2.05 | 5.82 | +8.44% |
2020 | -6.87 | -4.44 | -9.66 | -0.05 | 3.26 | 2.65 | 5.59 | 5.35 | -1.94 | 0.52 | 3.33 | 5.42 | +1.74% |
2021 | 2.42 | 6.02 | -1.74 | 8.04 | 3.02 | 2.06 | 2.23 | -0.07 | 4.91 | 2.43 | -6.17 | 4.83 | +30.88% |
2022 | 7.36 | 6.30 | 8.24 | 4.92 | 1.20 | -10.36 | 3.46 | 0.39 | -7.94 | 1.73 | 4.08 | -0.51 | +18.43% |
2023 | 0.68 | -4.35 | 0.25 | -0.99 | -5.89 | 3.25 | 5.87 | -0.56 | -1.19 | 0.59 | -2.48 | -3.00 | -8.05% |
2024 | 0.96 | -0.90 | 4.19 | 1.98 | 1.37 | -1.58 | -3.02 | -0.78 | 2.15 | - | - | - | - |
Рассчетные значения
C начала года на сегодняшний день | 6 месяцев | 1 год | 3 года | 5 лет | |
---|---|---|---|---|---|
Волатильность | 9.85% | 10.64% | 10.66% | 16.25% | 15.20% |
Коэффициент Шарпа | 0.26 | -0.25 | -0.63 | 0.17 | 0.39 |
Лучший месяц | +4.19% | +4.19% | +4.19% | +8.24% | +8.24% |
Худший месяц | -3.02% | -3.02% | -3.02% | -10.36% | -10.36% |
Максимальный убыток | -10.22% | -10.22% | -10.22% | -22.21% | -24.40% |
Outperformance | +0.40% | - | +1.17% | +5.79% | +2.35% |
Все котировки в USD
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 | +4.24% | ||
---|---|---|---|
6 месяцев | +0.38% | ||
1 год | -3.25% | ||
3 года | +19.91% | ||
5 лет | +56.64% | ||
10 лет | +21.49% | ||
С самого начала | +2.60% | ||
Год | |||
2023 | -8.05% | ||
2022 | +18.43% | ||
2021 | +30.88% | ||
2020 | +1.74% | ||
2019 | +8.44% | ||
2018 | -8.06% | ||
2017 | +3.72% | ||
2016 | +13.74% | ||
2015 | -25.10% |