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GMSSX: GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND INSTITUTIONAL (MUTUAL FUND)
Basic Info 8.48 0(0.0%) May 09
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (17%) |
| Start Date: | 03/01/2012 |
| Last Dividend Date: | 12/20/2023 |
| 12-Mo. Yield | 0.00% |
| Expenses | 1.14% |
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Performance Analytics (As of 05/09/2025)
| 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(%) | -0.7 | -9.1 | -17.1 | -8.2 | -1.0 | 0.4 | 0.7 | -5.1 | -3.7 | 12.2 | -1.1 | 5.7 | 2.8 | -2.1 | 2.7 | -0.6 | 10.5 | -2.6 | -4.4 | 5.9 |
| Sharpe Ratio | NA | -2.69 | -2.11 | -1.09 | -0.33 | -0.14 | -0.07 | -1.11 | -0.71 | 0.79 | -0.11 | 0.63 | 0.17 | -0.45 | 0.35 | -0.1 | 1.37 | -0.38 | -0.58 | 1.05 |
| Draw Down(%) | NA | 9.4 | 20.3 | 26.3 | 26.3 | 26.3 | 26.3 | 14.5 | 11.9 | 12.8 | 9.7 | 8.5 | 10.1 | 9.2 | 3.6 | 9.5 | 6.4 | 8.4 | 12.8 | 5.2 |
| Standard Deviation(%) | NA | 9.9 | 11.1 | 11.5 | 11.0 | 9.5 | 9.1 | 10.5 | 11.4 | 13.7 | 10.7 | 8.6 | 8.4 | 7.8 | 6.0 | 8.1 | 7.6 | 6.9 | 7.7 | 6.8 |
| Treynor Ratio | NA | 8.15 | -2.27 | 22.97 | -0.52 | 2.67 | -0.44 | -0.33 | -0.55 | -1.0 | -0.03 | -0.84 | -0.09 | -0.42 | 0.05 | 0.05 | -2.59 | -0.08 | -0.16 | -1.46 |
| Alpha | NA | -0.12 | -0.1 | -0.05 | -0.02 | 0.0 | 0.0 | -0.07 | -0.04 | 0.04 | -0.05 | 0.03 | 0.02 | -0.01 | -0.02 | 0.01 | 0.04 | -0.03 | -0.05 | 0.03 |
| Beta | NA | -0.03 | 0.1 | -0.01 | 0.07 | 0.0 | 0.01 | 0.35 | 0.15 | -0.11 | 0.44 | -0.06 | -0.15 | 0.08 | 0.41 | -0.16 | -0.04 | 0.32 | 0.28 | -0.05 |
| RSquared | NA | 0.01 | 0.03 | 0.0 | 0.01 | 0.0 | 0.0 | 0.18 | 0.03 | 0.04 | 0.29 | 0.07 | 0.05 | 0.03 | 0.21 | 0.07 | 0.01 | 0.28 | 0.16 | 0.01 |
| Yield(%) | N/A | 0.0 | 0.0 | 3.3 | 2.6 | 2.4 | N/A | 0.0 | 0.1 | 11.6 | 1.1 | 0.0 | 6.8 | 0.2 | 0.5 | 0.1 | 4.2 | 0.9 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | -100.0 | 45.7 | 10.8 | N/A | N/A | -100.0 | -99.0 | 891.7 | N/A | -100.0 | 4334.0 | -68.8 | 363.6 | -97.3 | 340.9 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2012
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