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GMSAX: GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS A (MUTUAL FUND)
Basic Info 9.93 0(0.0%) April 26
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (30%) |
Start Date: | 03/01/2012 |
Last Dividend Date: | 12/20/2022 |
12-Mo. Yield | 12.12% |
Expenses | 2.29% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/01/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 6.2 | 7.3 | 7.5 | 6.5 | 4.5 | 3.2 | -4.2 | 20.1 | 4.7 | 6.6 | 2.3 | -2.4 | 2.3 | -0.9 | 9.9 | -2.9 | -4.8 | 5.6 |
Sharpe Ratio | NA | 2.36 | 0.49 | 0.49 | 0.5 | 0.4 | 0.29 | -0.75 | 1.62 | 0.51 | 0.76 | 0.11 | -0.47 | 0.28 | -0.13 | 1.31 | -0.43 | -0.63 | 1.0 |
Draw Down(%) | NA | 1.9 | 6.2 | 13.6 | 13.6 | 13.6 | 14.4 | 11.5 | 8.0 | 5.3 | 8.5 | 10.1 | 9.3 | 3.8 | 9.5 | 6.4 | 8.7 | 13.0 | 5.3 |
Standard Deviation(%) | NA | 7.1 | 7.1 | 10.6 | 9.8 | 8.7 | 8.4 | 11.3 | 11.6 | 9.1 | 8.4 | 8.3 | 7.8 | 6.0 | 8.2 | 7.6 | 6.9 | 7.8 | 6.7 |
Treynor Ratio | NA | 0.7 | 0.4 | 3.15 | -1.98 | -2.27 | -10.99 | -0.62 | -1.87 | 0.13 | -0.92 | -0.06 | -0.47 | 0.04 | 0.06 | -2.28 | -0.09 | -0.18 | -1.19 |
Alpha | NA | 0.04 | 0.01 | 0.02 | 0.02 | 0.02 | 0.01 | -0.04 | 0.06 | -0.02 | 0.03 | 0.02 | -0.01 | -0.02 | 0.01 | 0.04 | -0.03 | -0.05 | 0.03 |
Beta | NA | 0.24 | 0.09 | 0.02 | -0.02 | -0.02 | 0.0 | 0.14 | -0.1 | 0.36 | -0.07 | -0.15 | 0.08 | 0.42 | -0.19 | -0.04 | 0.32 | 0.27 | -0.06 |
RSquared | NA | 0.15 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.03 | 0.04 | 0.27 | 0.08 | 0.05 | 0.03 | 0.21 | 0.09 | 0.01 | 0.28 | 0.15 | 0.01 |
Yield(%) | N/A | 0.0 | 0.0 | 8.7 | 6.8 | 4.3 | N/A | 0.0 | 20.0 | 7.1 | 1.2 | 6.6 | 0.2 | 0.5 | 0.0 | 4.1 | 0.9 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | 234.6 | 525.0 | N/A | N/A | -100.0 | 176.4 | 500.0 | -82.1 | 3250.0 | -60.0 | N/A | -100.0 | 344.4 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2012
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