Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMSWX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS R6 SHARES) | -7.18% | -7.97% | -4.37% | 2.74% | NA | NA | NA | 2.35% |
Data as of 08/07/2025, AR inception 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 | 08/07/2025 |
| 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 (%) | 0.23 | -7.97 | -4.37 | 2.74 | NA | NA | NA | 2.35 | -7.18 | -5.09 | -3.68 | 20.46 | 5.03 | 7.07 | 2.73 | -0.33 |
| Sharpe Ratio | NA | -1.46 | -0.73 | 0.07 | NA | NA | NA | 0.04 | -1.67 | -0.83 | -0.66 | 1.68 | 0.54 | 0.79 | 0.15 | -0.26 |
| Standard Deviation(%) | NA | 11.02 | 10.37 | 10.23 | NA | NA | NA | 9.71 | 9.29 | 10.49 | 11.26 | 11.40 | 9.23 | 8.60 | 8.32 | 7.57 |
| Draw Down(%) | NA | 17.09 | 22.82 | 22.82 | NA | NA | NA | 22.82 | 11.67 | 14.51 | 11.84 | 7.94 | 5.22 | 8.47 | 9.97 | 3.28 |
| Yield(%) | 0.00 | 0.00 | 5.73 | 5.91 | 3.53 | 2.35 | 1.76 | 5.04 | 0.00 | 0.00 | 0.14 | 19.81 | 7.18 | 1.26 | 6.79 | 0.15 |
Data as of 08/07/2025, AR inception 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