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GMSCX: GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS C (MUTUAL FUND)
Basic Info 7.39 0.02(0.27%) July 03
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (93%) |
| Start Date: | 03/06/2012 |
| Last Dividend Date: | 12/20/2022 |
| 12-Mo. Yield | 0.00% |
| Expenses | 2.29% |
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Performance Analytics (As of 07/03/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/06/2012 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.7 | -8.3 | -18.6 | -8.6 | -1.4 | -0.9 | -0.4 | -6.2 | -4.8 | 9.9 | -3.0 | 4.5 | 1.5 | -3.1 | 1.4 | -1.6 | 9.2 | -3.7 | -5.6 | 6.3 |
| Sharpe Ratio | NA | -1.95 | -1.96 | -1.04 | -0.31 | -0.24 | -0.16 | -1.21 | -0.81 | 0.61 | -0.27 | 0.49 | 0.01 | -0.57 | 0.14 | -0.22 | 1.21 | -0.53 | -0.74 | 1.15 |
| Draw Down(%) | NA | 12.0 | 22.0 | 30.9 | 31.1 | 31.1 | 31.1 | 15.0 | 11.9 | 13.9 | 10.5 | 8.6 | 10.3 | 9.6 | 3.9 | 9.8 | 6.4 | 9.2 | 13.2 | 5.3 |
| Standard Deviation(%) | NA | 9.7 | 11.1 | 11.5 | 11.2 | 9.7 | 9.2 | 10.5 | 11.3 | 14.2 | 11.1 | 8.6 | 8.3 | 7.7 | 6.0 | 8.3 | 7.5 | 6.9 | 7.7 | 6.7 |
| Treynor Ratio | NA | 4.13 | -2.69 | -9.46 | -0.44 | 2.98 | -1.29 | -0.37 | -0.57 | -0.8 | -0.07 | -0.69 | -0.01 | -0.53 | 0.02 | 0.09 | -2.23 | -0.11 | -0.21 | -1.32 |
| Alpha | NA | -0.08 | -0.1 | -0.05 | -0.02 | -0.01 | 0.0 | -0.07 | -0.05 | 0.03 | -0.05 | 0.02 | 0.02 | -0.02 | -0.03 | 0.0 | 0.04 | -0.03 | -0.05 | 0.03 |
| Beta | NA | -0.05 | 0.08 | 0.01 | 0.08 | -0.01 | 0.01 | 0.35 | 0.16 | -0.11 | 0.44 | -0.06 | -0.16 | 0.08 | 0.4 | -0.21 | -0.04 | 0.32 | 0.27 | -0.06 |
| RSquared | NA | 0.01 | 0.02 | 0.0 | 0.02 | 0.0 | 0.0 | 0.17 | 0.04 | 0.03 | 0.27 | 0.06 | 0.06 | 0.03 | 0.2 | 0.11 | 0.01 | 0.28 | 0.15 | 0.01 |
| Yield(%) | N/A | 0.0 | 0.0 | 3.3 | 2.5 | 2.1 | N/A | 0.0 | 0.0 | 11.7 | 0.3 | 0.0 | 6.2 | 0.2 | 0.5 | 0.0 | 3.6 | 0.9 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | 74.6 | 10.2 | N/A | N/A | N/A | -100.0 | 4433.3 | N/A | -100.0 | 3667.3 | -68.8 | N/A | -100.0 | 268.8 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/06/2012
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