Find A Portfolio/Ticker
Comparison Box
GMSCX: GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS C (MUTUAL FUND)
Basic Info 9.01 0.02(0.22%) April 18
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (93%) |
Start Date: | 03/06/2012 |
Last Dividend Date: | 12/20/2022 |
12-Mo. Yield | 12.66% |
Expenses | 2.29% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/06/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.8 | 4.9 | 5.6 | 6.4 | 5.8 | 3.7 | 2.5 | -4.8 | 19.3 | 3.7 | 5.9 | 1.5 | -3.1 | 1.4 | -1.6 | 9.2 | -3.7 | -5.6 | 6.3 |
Sharpe Ratio | NA | 2.18 | 0.42 | 0.42 | 0.44 | 0.31 | 0.2 | -0.81 | 1.56 | 0.41 | 0.68 | 0.01 | -0.57 | 0.14 | -0.22 | 1.21 | -0.53 | -0.74 | 1.15 |
Draw Down(%) | NA | 2.0 | 6.4 | 14.0 | 14.0 | 14.0 | 15.3 | 11.5 | 8.1 | 5.4 | 8.6 | 10.3 | 9.6 | 3.9 | 9.8 | 6.4 | 9.2 | 13.2 | 5.3 |
Standard Deviation(%) | NA | 7.2 | 7.0 | 10.6 | 9.7 | 8.7 | 8.4 | 11.2 | 11.5 | 9.2 | 8.3 | 8.3 | 7.7 | 6.0 | 8.3 | 7.5 | 6.9 | 7.7 | 6.7 |
Treynor Ratio | NA | 0.66 | 0.33 | 2.09 | -1.92 | -1.96 | -12.53 | -0.66 | -1.83 | 0.1 | -0.84 | -0.01 | -0.52 | 0.02 | 0.09 | -2.23 | -0.11 | -0.21 | -1.32 |
Alpha | NA | 0.03 | 0.0 | 0.02 | 0.02 | 0.01 | 0.01 | -0.04 | 0.06 | -0.02 | 0.03 | 0.02 | -0.02 | -0.03 | 0.0 | 0.04 | -0.03 | -0.05 | 0.03 |
Beta | NA | 0.24 | 0.09 | 0.02 | -0.02 | -0.01 | 0.0 | 0.14 | -0.1 | 0.37 | -0.07 | -0.16 | 0.08 | 0.4 | -0.21 | -0.04 | 0.32 | 0.27 | -0.06 |
RSquared | NA | 0.14 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.03 | 0.04 | 0.29 | 0.08 | 0.06 | 0.03 | 0.2 | 0.11 | 0.01 | 0.28 | 0.15 | 0.01 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/06/2012
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 Managed Futures Asset Class Trend Rankings |
Top Rated Funds in Managed Futures
Best Mutual Funds
- RYMTX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS A) 0.32% (100%)
- GMSCX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS C) 0.22% (93%)
- AQMIX (AQR MANAGED FUTURES STRATEGY FUND CLASS I) 0.43% (90%)
- AMFAX (ASG MANAGED FUTURES STRATEGY FUND CLASS A) 0.91% (83%)
- EVOAX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS) 0.25% (77%)
- EVOCX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS) 0.25% (73%)
- EVOIX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS) 0.25% (70%)
- LCSAX (LOCORR LONG/SHORT COMMODITIES STRATEGY FUND CLASS A) 0.10% (63%)
- LFMAX (LOCORR MACRO STRATEGIES FUND CLASS A) 0.50% (53%)
- MFTTX (ARROW MANAGED FUTURES STRATEGY FUND ARROW MANAGED FUTURES STRATEGY FUND CLASS C SHARES) 0.82% (43%)