Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMSAX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS A) | -7.63% | -13.28% | -6.92% | -0.60% | -0.31% | NA | NA | 0.37% |
Data as of 08/01/2025, AR inception is 03/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSAX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS A) | 03/01/2012 | 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 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.48 | -13.28 | -6.92 | -0.60 | -0.31 | NA | NA | 0.37 | -7.63 | -5.41 | -4.07 | 11.36 | -1.68 | 5.31 | 2.29 | -2.37 | 2.29 | -0.88 | 9.91 | -2.94 | -4.83 | 5.61 |
| Sharpe Ratio | NA | -1.49 | -0.91 | -0.24 | -0.18 | NA | NA | -0.08 | -1.70 | -1.14 | -0.74 | 0.73 | -0.15 | 0.58 | 0.11 | -0.47 | 0.28 | -0.13 | 1.31 | -0.43 | -0.63 | 1.00 |
| Standard Deviation(%) | NA | 11.06 | 11.31 | 11.22 | 9.70 | NA | NA | 9.13 | 9.31 | 10.51 | 11.35 | 13.78 | 11.33 | 8.70 | 8.29 | 7.81 | 6.03 | 8.21 | 7.56 | 6.93 | 7.78 | 6.73 |
| Draw Down(%) | NA | 17.35 | 29.13 | 29.13 | 29.13 | NA | NA | 29.13 | 11.88 | 14.68 | 11.94 | 13.06 | 9.95 | 8.51 | 10.07 | 9.26 | 3.76 | 9.52 | 6.35 | 8.66 | 12.95 | 5.31 |
| Yield(%) | 0.00 | 0.00 | 3.34 | 2.57 | 2.20 | 1.64 | 1.23 | 1.89 | 0.00 | 0.00 | 0.00 | 11.50 | 0.88 | 0.00 | 6.55 | 0.15 | 0.50 | 0.00 | 4.10 | 0.93 | 0.00 | 0.00 |
Data as of 08/01/2025, AR inception is 03/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSAX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS A) |
-8.14%
Jun 2022 - Jun 2025 |
-1.07%
Mar 2020 - Mar 2025 |
-0.28%
Jul 2015 - Jul 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSAX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS A) |
8.40%
Oct 2019 - Oct 2022 |
5.66%
Sep 2017 - Sep 2022 |
3.57%
Jun 2012 - Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart