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GMSCX: Goldman Sachs Managed Futures Strat C (MUTUAL FUND)
Basic Info 10.8 0(0.0%) December 02
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (94%) |
| Start Date: | 03/06/2012 |
| Last Dividend Date: | 12/20/2021 |
| 12-Mo. Yield | 1.29% |
| Expenses | 2.29% |
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Performance Analytics (As of 12/02/2022)
| Last 1 Week* | YTD*(2022) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | -0.4 | 17.3 | 19.5 | 4.6 | 2.5 | 1.3 | 1.6 | -2.8 | -5.5 | 1.5 | -3.1 | 1.4 | -1.6 | 9.2 | -3.7 | -5.6 | 6.3 |
| SR | NA | 1.48 | 1.58 | 0.36 | 0.17 | 0.09 | 0.13 | -0.26 | -0.43 | 0.01 | -0.57 | 0.14 | -0.22 | 1.21 | -0.53 | -0.74 | 1.15 |
| DD(%) | NA | 8.1 | 8.1 | 15.6 | 19.6 | 19.6 | 19.6 | 10.7 | 15.6 | 10.3 | 9.6 | 3.9 | 9.8 | 6.4 | 9.2 | 13.2 | 5.3 |
| SD(%) | NA | 11.9 | 11.6 | 11.4 | 10.2 | 8.9 | 8.8 | 11.0 | 13.3 | 8.3 | 7.7 | 6.0 | 8.3 | 7.5 | 6.9 | 7.7 | 6.7 |
| TR | NA | -1.72 | -2.12 | -0.68 | -0.35 | -0.37 | -0.48 | -0.07 | 0.56 | -0.01 | -0.53 | 0.02 | 0.09 | -2.23 | -0.11 | -0.21 | -1.32 |
| Alpha(%) | NA | 0.06 | 0.07 | 0.02 | 0.01 | 0.01 | 0.01 | -0.05 | -0.01 | 0.02 | -0.02 | -0.03 | 0.0 | 0.04 | -0.03 | -0.05 | 0.03 |
| Beta(%) | NA | -0.1 | -0.09 | -0.06 | -0.05 | -0.02 | -0.02 | 0.41 | -0.1 | -0.16 | 0.08 | 0.4 | -0.21 | -0.04 | 0.32 | 0.27 | -0.06 |
| RS | NA | 0.04 | 0.03 | 0.02 | 0.01 | 0.0 | 0.0 | 0.24 | 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
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