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GCCIX: GOLDMAN SACHS COMMODITY STRATEGY FUND INSTITUTIONAL SHARES (MUTUAL FUND)
Basic Info 8.74 0(0.0%) April 26
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (71%) |
Start Date: | 04/02/2007 |
Last Dividend Date: | 12/22/2023 |
12-Mo. Yield | 13.75% |
Expenses | 0.59% |
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Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 04/02/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 6.6 | 5.9 | 8.3 | 2.3 | 9.2 | 8.4 | 4.0 | -11.6 | 15.9 | 33.5 | -23.0 | 16.6 | -14.8 | 4.3 | 12.4 | 168.7 | -30.1 | -1.4 | -1.6 | -0.4 | 8.8 | 16.8 | -49.1 | 25.0 |
Sharpe Ratio | NA | 2.09 | -0.15 | 0.4 | 0.04 | 0.17 | NA | 0.08 | -1.16 | 0.66 | 1.94 | -0.71 | 0.81 | -0.9 | 0.26 | 0.53 | 1.21 | -2.51 | -0.13 | -0.1 | -0.02 | 0.43 | 0.4 | -1.22 | 1.74 |
Draw Down(%) | NA | 3.5 | 9.9 | 28.6 | 52.9 | 57.8 | NA | 77.1 | 14.3 | 18.8 | 9.6 | 52.2 | 14.6 | 27.2 | 15.8 | 15.3 | 25.4 | 34.7 | 12.6 | 22.2 | 25.3 | 18.2 | 28.7 | 68.9 | 8.4 |
Standard Deviation(%) | NA | 9.7 | 12.5 | 17.1 | 21.7 | 48.0 | NA | 40.6 | 13.8 | 22.2 | 17.3 | 32.5 | 18.7 | 17.9 | 13.9 | 23.0 | 139.4 | 12.0 | 11.3 | 16.7 | 22.2 | 20.4 | 42.3 | 40.9 | 18.2 |
Treynor Ratio | NA | 0.25 | -0.02 | 0.09 | 0.01 | 0.09 | NA | 0.03 | -0.23 | 0.2 | 0.56 | -0.2 | 0.12 | -0.14 | 0.03 | 0.1 | 1.53 | -0.49 | -0.01 | -0.02 | 0.0 | 0.09 | 0.17 | -0.48 | 0.32 |
Alpha | NA | 0.02 | 0.0 | 0.0 | -0.02 | 0.1 | NA | 0.05 | -0.05 | 0.0 | 0.03 | -0.06 | 0.01 | -0.01 | 0.0 | -0.03 | 1.16 | -0.06 | 0.03 | -0.02 | 0.01 | -0.01 | 0.02 | -0.1 | -0.01 |
Beta | NA | 0.81 | 0.78 | 0.73 | 0.86 | 0.93 | NA | 0.97 | 0.68 | 0.75 | 0.6 | 1.15 | 1.31 | 1.13 | 1.06 | 1.21 | 1.1 | 0.61 | 0.97 | 1.04 | 0.99 | 0.97 | 0.99 | 1.05 | 1.0 |
RSquared | NA | 0.83 | 0.79 | 0.76 | 0.63 | 0.03 | NA | 0.06 | 0.71 | 0.79 | 0.46 | 0.6 | 0.88 | 0.85 | 0.89 | 0.88 | 0.0 | 0.34 | 0.84 | 0.87 | 0.85 | 0.86 | 0.4 | 0.81 | 0.77 |
Yield(%) | N/A | 0.0 | 4.0 | 10.2 | 6.9 | 8.5 | 8.1 | N/A | 3.7 | 11.1 | 19.0 | 0.3 | 11.3 | 1.3 | 5.8 | 0.9 | 1.0 | 0.0 | 0.0 | 0.7 | 2.1 | 10.6 | 3.1 | 6.9 | 2.1 |
Dividend Growth(%) | N/A | -100.0 | -66.3 | 120.2 | 310.3 | N/A | N/A | N/A | -66.3 | -32.2 | 4866.7 | -97.3 | 640.0 | -77.9 | 580.0 | 150.0 | N/A | N/A | -100.0 | -69.2 | -80.6 | 346.7 | -82.8 | 314.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/02/2007
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