GMSSX
Goldman Sachs Managed Futures Strat-Inst
$10.42
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 302.439M |
| 52 Week High | 10.61 |
| 52 Week Low | 9.64 |
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Key Data
| Symbol | GMSSX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 10.42 |
| Price Yesterday | 10.42 |
| Market Cap | 302.44 |
| YTD Return | 6.11% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 1000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0119 |
Overview
| 52 Week High | 10.61 |
|---|---|
| 52 Week Low | 9.64 |
| Market Cap | 302.44M |
| Shares Outstanding | 29.02M |
| Income Dividend Yield | 0.11% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.11% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | -4.72% |
| One Months | 0.00% |
| Three Months | 7.77% |
| Six Months | 14.48% |
| Nine Months | 5.03% |
| One Year | 2.18% |
| Three Years | 7.87% |
| Five Years | 6.03% |
| Ten Years | 4.66% |
| YTD | 12.20% |
| Since Inception | 3.60% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | -0.10% |
| One Month | 0.00% |
| Three Months | 1.86% |
| Six Months | 6.87% |
| Nine Months | 3.70% |
| One Year | 2.18% |
| Three Years | 25.39% |
| Five Years | 33.93% |
| Ten Years | 57.54% |
| YTD | 6.11% |
| Since Inception | 54.55% |
Yearly Returns
| 2024 | 6.11% |
|---|---|
| 2023 | -3.80% |
| 2022 | 20.59% |
| 2021 | 5.00% |
| 2020 | 6.97% |
| 2019 | 2.81% |
| 2018 | -2.12% |
| 2017 | 2.73% |
| 2016 | -0.56% |
| 2015 | 10.24% |
Risk against SP-DA
| Alpha | -2.82% |
|---|---|
| Beta | -0.02 |
| Correlation | -2.36% |
| Downside Deviation | 1.67% |
| Coefficient of determination | 0.06% |
| Standard Deviation | 2.22% |
| Sharpe Ratio | -3.45 |
| Sortino | -15.88 |
| Treynor | 196.44 |
| Ulcer Index | 2.96 |
| Ulcer Performance Index | -8.97 |