GMSAX
Goldman Sachs Managed Futures Strat-A
$9.97
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 302.743M |
| 52 Week High | 10.15 |
| 52 Week Low | 9.24 |
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Key Data
| Symbol | GMSAX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.97 |
| Price Yesterday | 9.97 |
| Market Cap | 302.74 |
| YTD Return | 5.95% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0.055 |
| Initial Purchase Amount | 1000 |
| Redeption Fee | 0 |
| Prospectus | 0.0155 |
Overview
| 52 Week High | 10.15 |
|---|---|
| 52 Week Low | 9.24 |
| Market Cap | 302.74M |
| Shares Outstanding | 30.37M |
| 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 | 0.00% |
| Three Months | 7.69% |
| Six Months | 14.20% |
| Nine Months | 4.65% |
| One Year | 1.84% |
| Three Years | 7.48% |
| Five Years | 5.65% |
| Ten Years | 4.27% |
| YTD | 11.87% |
| Since Inception | 3.21% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.00% |
| One Month | 0.00% |
| Three Months | 1.84% |
| Six Months | 6.75% |
| Nine Months | 3.42% |
| One Year | 1.84% |
| Three Years | 24.02% |
| Five Years | 31.55% |
| Ten Years | 51.75% |
| YTD | 5.95% |
| Since Inception | 47.51% |
Yearly Returns
| 2024 | 5.95% |
|---|---|
| 2023 | -4.18% |
| 2022 | 20.08% |
| 2021 | 4.64% |
| 2020 | 6.63% |
| 2019 | 2.27% |
| 2018 | -2.36% |
| 2017 | 2.29% |
| 2016 | -0.88% |
| 2015 | 9.68% |
Risk against SP-DA
| Alpha | -3.07% |
|---|---|
| Beta | -0.02 |
| Correlation | -2.91% |
| Downside Deviation | 1.65% |
| Coefficient of determination | 0.08% |
| Standard Deviation | 2.23% |
| Sharpe Ratio | -3.48 |
| Sortino | -16.26 |
| Treynor | 175.3 |
| Ulcer Index | 3.02 |
| Ulcer Performance Index | -8.89 |