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GSRTX: GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND CLASS IR SHARES (MUTUAL FUND)
Basic Info 9.6 0.04(0.42%) May 03
Asset Class: | Multialternative |
MyPlanIQ Rating: | (93%) |
Start Date: | 06/02/2008 |
Last Dividend Date: | 12/28/2023 |
12-Mo. Yield | 2.64% |
Expenses | 1.09% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/03/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.2 | 3.4 | 10.4 | 3.1 | 4.2 | 3.7 | 3.5 | 2.4 | 10.7 | -6.5 | 6.4 | 3.5 | 10.7 | -2.6 | 7.1 | 4.8 | -2.4 | 3.1 | 8.2 | 2.5 | -3.6 | 3.1 | 6.1 | -13.6 |
Sharpe Ratio | NA | 1.53 | 1.55 | 0.11 | 0.35 | 0.42 | NA | 0.25 | 1.38 | -0.91 | 0.99 | 0.33 | 2.29 | -0.65 | 1.17 | 0.91 | -0.44 | 0.55 | 1.67 | 0.57 | -0.51 | 0.69 | 0.95 | -1.5 |
Draw Down(%) | NA | 1.9 | 4.0 | 11.0 | 13.3 | 13.3 | NA | 18.9 | 4.0 | 10.1 | 3.3 | 13.3 | 2.1 | 7.1 | 3.5 | 3.7 | 6.0 | 4.6 | 3.3 | 4.3 | 9.0 | 3.9 | 6.7 | 18.6 |
Standard Deviation(%) | NA | 4.4 | 4.4 | 6.6 | 7.2 | 6.4 | NA | 6.7 | 4.7 | 8.7 | 6.5 | 10.1 | 4.0 | 5.9 | 5.6 | 5.0 | 5.6 | 5.5 | 4.9 | 4.3 | 7.2 | 4.3 | 6.4 | 15.1 |
Treynor Ratio | NA | 0.19 | 0.2 | 0.02 | 0.08 | 0.09 | NA | 0.07 | 0.2 | -0.23 | 0.15 | 0.12 | 0.3 | -0.12 | 0.17 | 0.13 | -0.07 | 0.08 | 0.21 | 0.08 | -0.13 | 0.14 | 0.47 | -1.47 |
Alpha | NA | 0.0 | 0.0 | -0.01 | -0.01 | 0.0 | NA | 0.0 | 0.0 | -0.01 | -0.02 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.02 | 0.0 | 0.01 | -0.06 |
Beta | NA | 0.35 | 0.33 | 0.34 | 0.3 | 0.31 | NA | 0.25 | 0.32 | 0.34 | 0.42 | 0.27 | 0.3 | 0.31 | 0.39 | 0.34 | 0.34 | 0.4 | 0.39 | 0.31 | 0.28 | 0.21 | 0.13 | 0.15 |
RSquared | NA | 0.83 | 0.81 | 0.82 | 0.81 | 0.76 | NA | 0.59 | 0.8 | 0.88 | 0.72 | 0.84 | 0.88 | 0.81 | 0.22 | 0.81 | 0.86 | 0.69 | 0.79 | 0.83 | 0.85 | 0.75 | 0.3 | 0.26 |
Yield(%) | N/A | 0.0 | 2.8 | 5.1 | 4.1 | 3.3 | 3.0 | N/A | 2.9 | 4.7 | 8.8 | 0.6 | 3.8 | 2.4 | 3.6 | 0.6 | 1.6 | 3.8 | 5.8 | 0.4 | 1.2 | 0.7 | 0.3 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -44.4 | 149.2 | 77.5 | N/A | N/A | N/A | -44.4 | -48.3 | 1350.0 | -82.4 | 47.8 | -30.3 | 560.0 | -66.7 | -57.1 | -34.0 | 1225.0 | -63.6 | 83.3 | 100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/03/2008
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