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GMSCX: GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS C (MUTUAL FUND)
Basic Info 9.03 0(0.0%) May 02
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (93%) |
Start Date: | 03/06/2012 |
Last Dividend Date: | 12/20/2022 |
12-Mo. Yield | 12.66% |
Expenses | 2.29% |
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Performance Analytics (As of 05/01/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/06/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.0 | 5.1 | 5.7 | 6.2 | 5.6 | 3.5 | 2.6 | -4.8 | 19.3 | 3.7 | 5.9 | 1.5 | -3.1 | 1.4 | -1.6 | 9.2 | -3.7 | -5.6 | 6.3 |
Sharpe Ratio | NA | 1.87 | 0.27 | 0.39 | 0.4 | 0.3 | 0.2 | -0.81 | 1.56 | 0.41 | 0.68 | 0.01 | -0.57 | 0.14 | -0.22 | 1.21 | -0.53 | -0.74 | 1.15 |
Draw Down(%) | NA | 2.0 | 6.4 | 14.0 | 14.0 | 14.0 | 15.3 | 11.5 | 8.1 | 5.4 | 8.6 | 10.3 | 9.6 | 3.9 | 9.8 | 6.4 | 9.2 | 13.2 | 5.3 |
Standard Deviation(%) | NA | 7.0 | 7.0 | 10.6 | 9.7 | 8.7 | 8.4 | 11.2 | 11.5 | 9.2 | 8.3 | 8.3 | 7.7 | 6.0 | 8.3 | 7.5 | 6.9 | 7.7 | 6.7 |
Treynor Ratio | NA | 0.64 | 0.24 | 2.11 | -1.74 | -1.83 | -12.75 | -0.66 | -1.83 | 0.1 | -0.84 | -0.01 | -0.52 | 0.02 | 0.09 | -2.23 | -0.11 | -0.21 | -1.32 |
Alpha | NA | 0.03 | 0.0 | 0.02 | 0.02 | 0.01 | 0.01 | -0.04 | 0.06 | -0.02 | 0.03 | 0.02 | -0.02 | -0.03 | 0.0 | 0.04 | -0.03 | -0.05 | 0.03 |
Beta | NA | 0.21 | 0.08 | 0.02 | -0.02 | -0.01 | 0.0 | 0.14 | -0.1 | 0.37 | -0.07 | -0.16 | 0.08 | 0.4 | -0.21 | -0.04 | 0.32 | 0.27 | -0.06 |
RSquared | NA | 0.12 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.03 | 0.04 | 0.29 | 0.08 | 0.06 | 0.03 | 0.2 | 0.11 | 0.01 | 0.28 | 0.15 | 0.01 |
Yield(%) | N/A | 0.0 | 0.0 | 8.7 | 6.9 | 4.0 | N/A | 0.0 | 20.9 | 6.8 | 1.3 | 6.2 | 0.2 | 0.5 | 0.0 | 3.6 | 0.9 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | 250.0 | 562.0 | N/A | N/A | -100.0 | 198.5 | 441.7 | -80.0 | 2900.0 | -60.0 | N/A | -100.0 | 277.8 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/06/2012
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