Find A Portfolio/Ticker
Comparison Box
GARTX: GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND CLASS A (MUTUAL FUND)
Basic Info 9.31 0.03(0.32%) May 03
Asset Class: | Multialternative |
MyPlanIQ Rating: | (76%) |
Start Date: | 06/03/2008 |
Last Dividend Date: | 12/28/2023 |
12-Mo. Yield | 3.41% |
Expenses | 0.71% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/03/2024)
Last 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 | 3.3 | 10.0 | 2.8 | 3.9 | 3.4 | 3.3 | 2.1 | 10.5 | -6.7 | 6.2 | 3.3 | 10.4 | -2.8 | 6.8 | 4.5 | -2.7 | 2.8 | 7.9 | 2.3 | -3.8 | 2.8 | 5.7 | -13.7 |
Sharpe Ratio | NA | 1.38 | 1.4 | 0.08 | 0.32 | 0.37 | NA | 0.21 | 1.32 | -0.93 | 0.94 | 0.3 | 2.27 | -0.67 | 1.1 | 0.85 | -0.49 | 0.5 | 1.59 | 0.53 | -0.53 | 0.63 | 0.88 | -1.51 |
Draw Down(%) | NA | 1.9 | 3.9 | 11.1 | 13.2 | 13.2 | NA | 19.1 | 3.9 | 10.2 | 3.2 | 13.2 | 2.1 | 7.4 | 3.5 | 3.8 | 6.0 | 4.7 | 3.4 | 4.3 | 9.0 | 4.1 | 6.8 | 18.7 |
Standard Deviation(%) | NA | 4.6 | 4.5 | 6.7 | 7.3 | 6.4 | NA | 6.7 | 4.7 | 8.8 | 6.5 | 10.2 | 4.0 | 6.1 | 5.7 | 5.0 | 5.5 | 5.6 | 4.9 | 4.3 | 7.2 | 4.3 | 6.4 | 15.2 |
Treynor Ratio | NA | 0.18 | 0.18 | 0.02 | 0.08 | 0.08 | NA | 0.06 | 0.2 | -0.24 | 0.15 | 0.11 | 0.31 | -0.13 | 0.16 | 0.12 | -0.08 | 0.07 | 0.2 | 0.07 | -0.13 | 0.13 | 0.42 | -1.46 |
Alpha | NA | 0.0 | 0.0 | -0.01 | -0.01 | -0.01 | NA | -0.01 | 0.0 | -0.01 | -0.02 | -0.01 | 0.0 | -0.01 | -0.01 | 0.0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.02 | 0.0 | 0.01 | -0.06 |
Beta | NA | 0.36 | 0.34 | 0.34 | 0.3 | 0.31 | NA | 0.25 | 0.32 | 0.33 | 0.42 | 0.27 | 0.29 | 0.32 | 0.39 | 0.35 | 0.33 | 0.41 | 0.39 | 0.31 | 0.28 | 0.2 | 0.13 | 0.16 |
RSquared | NA | 0.83 | 0.8 | 0.79 | 0.8 | 0.75 | NA | 0.59 | 0.79 | 0.84 | 0.7 | 0.84 | 0.83 | 0.82 | 0.21 | 0.82 | 0.85 | 0.7 | 0.78 | 0.83 | 0.84 | 0.72 | 0.33 | 0.27 |
Yield(%) | N/A | 0.0 | 2.5 | 5.0 | 4.0 | 3.2 | 2.9 | N/A | 2.6 | 4.5 | 9.0 | 0.6 | 3.5 | 2.2 | 3.7 | 0.5 | 1.3 | 3.9 | 5.9 | 0.5 | 1.2 | 0.8 | 0.1 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -47.6 | 160.3 | 79.0 | N/A | N/A | N/A | -47.6 | -51.7 | 1350.0 | -80.6 | 47.6 | -36.4 | 725.0 | -66.7 | -65.7 | -34.0 | 1225.0 | -63.6 | 57.1 | 600.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/03/2008
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Multialternative Asset Class Trend Rankings |
Top Rated Funds in Multialternative
Best Mutual Funds
- PDPCX (VIRTUS ALTERNATIVES DIVERSIFIER FUND CLASS C) 0.52% (100%)
- JHAAX (GLOBAL ABSOLUTE RETURN STRATEGIES FUND CLASS A) 0.0% (99%)
- DVRIX (MFS GLOBAL ALTERNATIVE STRATEGY FUND I) 0.23% (96%)
- GSRTX (GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND CLASS IR SHARES) 0.42% (93%)
- ASFIX (ABSOLUTE STRATEGIES FUND INSTITUTIONAL SHARES) 1.06% (91%)
- AAASX (DEUTSCHE REAL ASSETS FUND CLASS S) 0.53% (90%)
- AAAZX (DEUTSCHE REAL ASSETS FUND INSTITUTIONAL CLASS) 0.53% (88%)
- AVGRX (DYNAMIC TOTAL RETURN FUND CLASS I) 0.20% (87%)
- DNMDX (DUNHAM MONTHLY DISTRIBUTION FUND DUNHAM MONTHLY DISTRIBUTION FUND CLASS N) 0.24% (85%)
- GAFYX (ASG GLOBAL ALTERNATIVES FUND CLASS Y) 0.39% (84%)
Best ETFs
- QAI (IQ Hedge Multi-Strategy Tracker ETF) 0.49% (78%)
- HDG (ProShares Hedge Replication ETF) 0.22% (60%)