Find A Portfolio/Ticker

Comparison Box

GMSSX: GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND INSTITUTIONAL (MUTUAL FUND)


Basic Info     10.15 0(0.0%) March 28

See more info about GMSSX
Asset Class:Managed Futures
MyPlanIQ Rating: (20%)
Start Date:03/01/2012
Last Dividend Date:12/20/2023
12-Mo. Yield 12.10%
Expenses 1.14%
Sign up to get fund ranking change alerts

Performance Analytics (As of 03/22/2024)

Not up-to-date? Try
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(%) 0.7 3.3 8.3 7.1 6.6 4.5 3.5 -3.7 20.1 5.4 7.0 2.8 -2.1 2.7 -0.6 10.5 -2.6 -4.4 5.9
Sharpe Ratio NA 1.35 0.52 0.39 0.5 0.37 0.29 -0.6 1.57 0.59 0.8 0.17 -0.44 0.35 -0.1 1.37 -0.38 -0.58 1.05
Draw Down(%) NA 1.9 6.1 13.4 13.4 13.4 13.9 11.6 8.0 5.2 8.5 10.1 9.2 3.6 9.5 6.4 8.4 12.8 5.2
Standard Deviation(%) NA 6.0 6.7 11.5 10.4 9.0 8.7 13.4 12.0 9.2 8.4 8.4 7.8 6.0 8.1 7.6 6.9 7.7 6.8
Treynor Ratio NA 0.26 0.42 -9.15 -1.43 -1.75 -3.89 -0.79 -1.37 0.14 -0.96 -0.09 -0.42 0.05 0.05 -2.59 -0.08 -0.16 -1.46
Alpha NA -0.02 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 0.31 0.08 0.0 -0.04 -0.02 -0.01 0.1 -0.14 0.39 -0.07 -0.15 0.08 0.41 -0.16 -0.04 0.32 0.28 -0.05
RSquared NA 0.34 0.02 0.0 0.01 0.0 0.0 0.01 0.08 0.32 0.08 0.05 0.03 0.21 0.07 0.01 0.28 0.16 0.01

*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2012

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

* Day change on 03/28/2024.


Latest Articles Related to GMSSX

View all related articles

Register for FREE No Credit Card Required
Or Start FREE 30-day trial now >>

Members enjoy Free features

  • Customize and follow a diversified strategic allocation portfolio for your 401k, IRA and brokerage investments within minutes
  • Receive monthly or quarterly re-balance emails
  • Enter funds and percentages in your portfolio, see its historical performance and receive ongoing rebalance emails
  • Real time fund ranking and selection for your plans
  • Quality retirement investing newsletter emails
  • Fund ranking and selection for your plans

Tens of thousands of users have signed up!

Join Now (Free)
No Credit Card Required

User names can only consist of alphabetic and
numeric characters.(eg: 0-9a-zA-Z)
I agree to the Terms of use

Login With Facebook:

You have created an account on MyPlanIQ.com by using this email "", please login MyPlanIQ account or reset your password.