Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMSWX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R6 SHARES) | 7.56% | 17.72% | 0.55% | 3.36% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/01/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSWX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R6 SHARES) | 05/01/2018 | 06/04/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.00 | 17.72 | 0.55 | 3.36 | NA | NA | NA | … | … | 7.56 | 1.07 | -5.09 | -3.68 | 20.46 | 5.03 | 7.07 | 2.73 | -0.33 |
| Sharpe Ratio | NA | 1.90 | -0.31 | 0.07 | NA | NA | NA | … | … | 1.60 | -0.21 | -0.83 | -0.66 | 1.68 | 0.54 | 0.79 | 0.15 | -0.26 |
| Standard Deviation(%) | NA | 7.61 | 8.98 | 10.28 | NA | NA | NA | … | … | 8.83 | 8.46 | 10.49 | 11.26 | 11.40 | 9.23 | 8.60 | 8.32 | 7.57 |
| Draw Down(%) | NA | 4.77 | 22.24 | 22.82 | NA | NA | NA | … | … | 4.77 | 11.67 | 14.51 | 11.84 | 7.94 | 5.22 | 8.47 | 9.97 | 3.28 |
| Yield(%) | 0.00 | 0.00 | 0.05 | 5.06 | 3.53 | 2.35 | 1.76 | … | … | 0.00 | 0.00 | 0.00 | 0.14 | 19.81 | 7.18 | 1.26 | 6.79 | 0.15 |
Data as of 06/04/2026, Common starting date is 05/01/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSWX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R6 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 |
|---|---|---|---|---|
| GMSWX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R6 SHARES) |
11.55%
Oct 2019 – Oct 2022 |
7.16%
Feb 2019 – Feb 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart