Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMQPX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS P SHARES) | -7.40% | -12.92% | -4.17% | 2.82% | NA | NA | NA | 2.24% |
Data as of 08/01/2025, AR inception is 04/23/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMQPX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS P SHARES) | 04/23/2018 | 08/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.46 | -12.92 | -4.17 | 2.82 | NA | NA | NA | 2.24 | -7.40 | -4.99 | -3.78 | 20.62 | 5.01 | 6.97 | 2.71 | -0.91 |
| Sharpe Ratio | NA | -1.47 | -0.72 | 0.07 | NA | NA | NA | 0.03 | -1.68 | -0.82 | -0.66 | 1.69 | 0.54 | 0.78 | 0.15 | -0.38 |
| Standard Deviation(%) | NA | 10.95 | 10.41 | 10.25 | NA | NA | NA | 9.70 | 9.23 | 10.49 | 11.38 | 11.43 | 9.23 | 8.54 | 8.33 | 7.45 |
| Draw Down(%) | NA | 17.10 | 22.77 | 22.77 | NA | NA | NA | 22.77 | 11.68 | 14.53 | 11.95 | 7.95 | 5.32 | 8.48 | 9.99 | 3.56 |
| Yield(%) | 0.00 | 0.00 | 5.79 | 5.95 | 3.51 | 2.34 | 1.75 | 5.01 | 0.00 | 0.00 | 0.14 | 19.84 | 7.16 | 1.26 | 6.77 | 0.15 |
Data as of 08/01/2025, AR inception is 04/23/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMQPX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS P SHARES) |
-5.47%
Jun 2022 - Jun 2025 |
2.34%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMQPX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS P SHARES) |
11.51%
Oct 2019 - Oct 2022 |
7.14%
Feb 2019 - Feb 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart