Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GFFRX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R) | 7.19% | 16.96% | -0.07% | -0.16% | 1.21% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 03/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFFRX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R) | 03/01/2012 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.09 | 16.96 | -0.07 | -0.16 | 1.21 | NA | NA | … | … | 7.19 | 0.46 | -5.59 | -4.30 | 10.86 | -2.11 | 4.97 | 2.15 | -2.70 | 2.11 | -1.19 | 9.70 | -3.26 | -5.13 | 5.41 |
| Sharpe Ratio | NA | 1.78 | -0.38 | -0.25 | -0.05 | NA | NA | … | … | 1.48 | -0.28 | -1.16 | -0.76 | 0.68 | -0.20 | 0.55 | 0.09 | -0.51 | 0.25 | -0.17 | 0.22 | -0.47 | -0.67 | 0.96 |
| Standard Deviation(%) | NA | 7.72 | 9.03 | 11.21 | 9.60 | NA | NA | … | … | 8.90 | 8.55 | 10.52 | 11.30 | 13.90 | 10.90 | 8.61 | 8.28 | 7.83 | 6.01 | 8.19 | 44.43 | 6.91 | 7.69 | 6.79 |
| Draw Down(%) | NA | 4.87 | 22.76 | 29.74 | 29.74 | NA | NA | … | … | 4.87 | 11.83 | 14.84 | 11.89 | 13.36 | 10.07 | 8.57 | 10.16 | 9.39 | 3.81 | 9.51 | 27.48 | 8.81 | 13.10 | 5.41 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.29 | 1.92 | 1.58 | 1.19 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 11.74 | 0.60 | 0.00 | 6.39 | 0.16 | 0.51 | 0.00 | 3.94 | 0.94 | 0.00 | 0.00 |
Data as of 06/05/2026, Common starting date is 03/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFFRX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R) |
-8.44%
Jun 2022 – Jun 2025 |
-1.38%
Mar 2020 – Mar 2025 |
-0.56%
Jul 2015 – Jul 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFFRX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R) |
9.93%
Aug 2015 – Aug 2018 |
6.42%
Aug 2015 – Aug 2020 |
3.29%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart