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GSCAX: GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS A SHARES (MUTUAL FUND)
Basic Info 8.53 0.04(0.47%) April 24
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (51%) |
Start Date: | 04/02/2007 |
Last Dividend Date: | 12/22/2023 |
12-Mo. Yield | 13.55% |
Expenses | 0.59% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 04/02/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.1 | 5.8 | 2.1 | 8.2 | 1.6 | 8.8 | 8.1 | 3.7 | -9.9 | 15.5 | 32.9 | -23.2 | 16.2 | -15.1 | 3.9 | 11.9 | 167.3 | -30.3 | -1.6 | -1.9 | -0.6 | 9.1 | 17.1 | -49.3 | 24.3 |
Sharpe Ratio | NA | 2.07 | -0.17 | 0.31 | 0.02 | 0.16 | NA | 0.07 | -1.05 | 0.63 | 1.2 | -0.72 | 0.79 | -0.92 | 0.24 | 0.51 | 1.2 | -2.47 | -0.14 | -0.12 | -0.03 | 0.44 | 0.4 | -1.23 | 1.69 |
Draw Down(%) | NA | 3.4 | 10.0 | 28.8 | 53.1 | 58.0 | NA | 77.3 | 14.3 | 18.8 | 14.5 | 52.3 | 14.8 | 27.2 | 15.9 | 15.3 | 25.5 | 34.7 | 12.6 | 22.1 | 25.3 | 17.9 | 28.9 | 69.0 | 8.4 |
Standard Deviation(%) | NA | 9.8 | 12.5 | 21.1 | 23.7 | 48.4 | NA | 40.9 | 13.6 | 22.5 | 27.4 | 32.4 | 18.8 | 17.9 | 13.8 | 23.0 | 139.3 | 12.3 | 11.3 | 16.6 | 22.2 | 20.4 | 42.5 | 40.8 | 18.2 |
Treynor Ratio | NA | 0.25 | -0.03 | 0.09 | 0.01 | 0.08 | NA | 0.03 | -0.19 | 0.19 | 0.51 | -0.2 | 0.11 | -0.14 | 0.03 | 0.1 | 1.51 | -0.49 | -0.02 | -0.02 | -0.01 | 0.09 | 0.17 | -0.48 | 0.31 |
Alpha | NA | 0.02 | 0.0 | 0.0 | -0.02 | 0.1 | NA | 0.05 | -0.03 | 0.0 | 0.03 | -0.06 | 0.01 | -0.01 | 0.0 | -0.03 | 1.16 | -0.06 | 0.02 | -0.02 | 0.01 | -0.01 | 0.02 | -0.1 | -0.02 |
Beta | NA | 0.81 | 0.77 | 0.73 | 0.87 | 0.93 | NA | 0.97 | 0.77 | 0.74 | 0.65 | 1.14 | 1.31 | 1.13 | 1.05 | 1.21 | 1.11 | 0.62 | 0.98 | 1.02 | 0.99 | 0.97 | 1.0 | 1.05 | 0.99 |
RSquared | NA | 0.82 | 0.79 | 0.5 | 0.54 | 0.03 | NA | 0.06 | 0.79 | 0.75 | 0.22 | 0.6 | 0.88 | 0.85 | 0.89 | 0.88 | 0.0 | 0.34 | 0.84 | 0.83 | 0.85 | 0.86 | 0.4 | 0.81 | 0.77 |
Yield(%) | N/A | 0.0 | 3.6 | 10.0 | 6.6 | 7.9 | 7.6 | N/A | 3.4 | 10.9 | 18.9 | 0.2 | 11.0 | 0.9 | 5.5 | 0.6 | 0.3 | 0.0 | 0.0 | 0.7 | 2.1 | 11.0 | 2.9 | 6.6 | 1.8 |
Dividend Growth(%) | N/A | -100.0 | -68.0 | 131.1 | 374.1 | N/A | N/A | N/A | -68.0 | -34.0 | 7250.0 | -98.1 | 970.0 | -84.4 | 966.7 | 500.0 | N/A | N/A | -100.0 | -69.2 | -81.4 | 400.0 | -83.1 | 361.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/02/2007
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