GFIRX
Goldman Sachs Managed Futures Strat-Inv
$10.27
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 302.734M |
| 52 Week High | 10.45 |
| 52 Week Low | 9.5 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | GFIRX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 10.27 |
| Price Yesterday | 10.27 |
| Market Cap | 302.73 |
| YTD Return | 6.10% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.013 |
Overview
| 52 Week High | 10.45 |
|---|---|
| 52 Week Low | 9.50 |
| Market Cap | 302.73M |
| Shares Outstanding | 29.48M |
| Income Dividend Yield | 0.00% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.00% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 0.00% |
| One Months | 1.24% |
| Three Months | 7.89% |
| Six Months | 14.47% |
| Nine Months | 5.07% |
| One Year | 2.19% |
| Three Years | 7.76% |
| Five Years | 5.93% |
| Ten Years | 4.54% |
| YTD | 12.17% |
| Since Inception | 3.46% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.00% |
| One Month | 0.10% |
| Three Months | 1.88% |
| Six Months | 6.87% |
| Nine Months | 3.74% |
| One Year | 2.19% |
| Three Years | 25.00% |
| Five Years | 33.29% |
| Ten Years | 55.70% |
| YTD | 6.10% |
| Since Inception | 52.13% |
Yearly Returns
| 2024 | 6.10% |
|---|---|
| 2023 | -3.87% |
| 2022 | 20.43% |
| 2021 | 4.84% |
| 2020 | 6.93% |
| 2019 | 2.60% |
| 2018 | -2.25% |
| 2017 | 2.57% |
| 2016 | -0.68% |
| 2015 | 10.09% |
Risk against SP-DA
| Alpha | -2.78% |
|---|---|
| Beta | -0.02 |
| Correlation | -2.54% |
| Downside Deviation | 1.64% |
| Coefficient of determination | 0.06% |
| Standard Deviation | 2.23% |
| Sharpe Ratio | -3.43 |
| Sortino | -16.18 |
| Treynor | 181.27 |
| Ulcer Index | 2.97 |
| Ulcer Performance Index | -8.94 |