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GMSAX: GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS A (MUTUAL FUND)
Basic Info 8.41 0(0.0%) March 17
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (28%) |
| Start Date: | 03/01/2012 |
| Last Dividend Date: | 12/20/2022 |
| 12-Mo. Yield | 0.00% |
| Expenses | 2.29% |
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Performance Analytics (As of 03/14/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/01/2012 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.1 | -5.6 | -11.5 | -4.7 | -0.9 | 0.2 | 0.5 | -5.4 | -4.1 | 11.4 | -1.7 | 5.3 | 2.3 | -2.4 | 2.3 | -0.9 | 9.9 | -2.9 | -4.8 | 5.6 |
| Sharpe Ratio | NA | -3.6 | -1.7 | -0.8 | -0.3 | -0.17 | -0.09 | -1.14 | -0.74 | 0.73 | -0.15 | 0.58 | 0.11 | -0.47 | 0.28 | -0.13 | 1.31 | -0.43 | -0.63 | 1.0 |
| Draw Down(%) | NA | 6.3 | 17.6 | 24.6 | 24.6 | 24.6 | 24.6 | 14.7 | 11.9 | 13.1 | 9.9 | 8.5 | 10.1 | 9.3 | 3.8 | 9.5 | 6.4 | 8.7 | 13.0 | 5.3 |
| Standard Deviation(%) | NA | 8.5 | 10.8 | 11.6 | 11.2 | 9.6 | 9.1 | 10.5 | 11.3 | 13.8 | 11.3 | 8.7 | 8.3 | 7.8 | 6.0 | 8.2 | 7.6 | 6.9 | 7.8 | 6.7 |
| Treynor Ratio | NA | -2.81 | -0.64 | -3.36 | -1.41 | 14.81 | -0.48 | -0.34 | -0.54 | -0.92 | -0.04 | -0.78 | -0.06 | -0.47 | 0.04 | 0.06 | -2.28 | -0.09 | -0.18 | -1.19 |
| Alpha | NA | -0.13 | -0.08 | -0.04 | -0.01 | 0.0 | 0.0 | -0.07 | -0.04 | 0.03 | -0.05 | 0.03 | 0.02 | -0.01 | -0.02 | 0.01 | 0.04 | -0.03 | -0.05 | 0.03 |
| Beta | NA | 0.11 | 0.29 | 0.03 | 0.02 | 0.0 | 0.02 | 0.35 | 0.16 | -0.11 | 0.42 | -0.06 | -0.15 | 0.08 | 0.42 | -0.19 | -0.04 | 0.32 | 0.27 | -0.06 |
| RSquared | NA | 0.04 | 0.13 | 0.0 | 0.0 | 0.0 | 0.0 | 0.18 | 0.03 | 0.04 | 0.24 | 0.07 | 0.05 | 0.03 | 0.21 | 0.09 | 0.01 | 0.28 | 0.15 | 0.01 |
| Yield(%) | N/A | 0.0 | 0.0 | 3.5 | 2.4 | 2.2 | N/A | 0.0 | 0.0 | 11.5 | 0.9 | 0.0 | 6.6 | 0.2 | 0.5 | 0.0 | 4.1 | 0.9 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | 51.7 | 9.2 | N/A | N/A | N/A | -100.0 | 1183.1 | N/A | -100.0 | 4076.1 | -68.8 | N/A | -100.0 | 325.8 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2012
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