GSQuartix Modified Strategy on the Bloomberg Commodity Index Total Return Portfolio Class A Hedged (EURHedged)/ LU0397155978 /
| NAV1/9/2025 | Chg.+0.0443 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 9.1722EUR | +0.49% | reinvestment | Alternative Investments Worldwide | Goldman Sachs AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | -1.76 | 3.32 | 1.43 | -1.05 | 3.74 | 3.60 | 1.77 | - |
| 2010 | -6.65 | 3.27 | 0.31 | 2.14 | -7.06 | -1.30 | 5.88 | -1.46 | 6.36 | 4.53 | 0.13 | 9.74 | +15.47% |
| 2011 | 1.70 | 2.67 | 1.68 | 2.08 | -3.84 | -4.98 | 3.14 | 0.73 | -14.72 | 6.21 | -2.13 | -3.94 | -12.40% |
| 2012 | 2.96 | 2.20 | -3.05 | -0.60 | -8.73 | 4.25 | 5.14 | 1.73 | 1.71 | -4.53 | 0.69 | -1.99 | -1.12% |
| 2013 | 2.07 | -4.35 | -0.36 | -2.60 | -1.81 | -5.13 | 1.54 | 2.86 | -1.96 | -1.50 | -1.50 | 1.23 | -11.25% |
| 2014 | -1.15 | 6.70 | 0.66 | 2.32 | -2.66 | 0.51 | -4.32 | -0.41 | -6.40 | -1.26 | -3.02 | -4.75 | -13.54% |
| 2015 | -4.58 | 1.70 | -4.65 | 4.50 | -3.06 | 0.94 | -9.60 | -2.76 | -1.89 | -0.29 | -7.12 | -2.67 | -26.44% |
| 2016 | -0.92 | -0.41 | 3.25 | 8.27 | -0.28 | 3.73 | -4.48 | -2.01 | 2.99 | -0.58 | 1.07 | 0.47 | +11.05% |
| 2017 | 1.34 | -0.14 | -2.88 | -0.93 | -1.69 | -0.99 | 2.61 | -0.37 | 0.41 | 1.61 | -0.79 | 2.83 | +0.86% |
| 2018 | 1.71 | -1.49 | -1.25 | 2.29 | 0.96 | -4.20 | -2.21 | -1.92 | 1.22 | -2.66 | -1.43 | -2.99 | -11.55% |
| 2019 | 4.88 | 0.91 | -0.54 | -0.79 | -3.54 | 1.85 | -1.13 | -2.11 | 0.19 | 1.76 | -2.28 | 5.43 | +4.31% |
| 2020 | -7.13 | -4.63 | -10.29 | -0.34 | 3.09 | 2.45 | 5.38 | 5.15 | -2.13 | 0.32 | 3.18 | 5.19 | -1.25% |
| 2021 | 2.27 | 5.87 | -1.91 | 7.87 | 2.89 | 1.83 | 2.07 | -0.25 | 4.77 | 2.29 | -6.27 | 4.62 | +28.43% |
| 2022 | 7.18 | 6.21 | 8.40 | 4.77 | 0.97 | -10.61 | 2.99 | 0.05 | -8.36 | 1.42 | 3.71 | -0.93 | +14.83% |
| 2023 | 0.33 | -4.64 | -0.05 | -1.21 | -6.18 | 2.95 | 5.61 | -0.81 | -1.41 | 0.36 | -2.68 | -3.25 | -10.96% |
| 2024 | 0.72 | -1.10 | 4.00 | 1.74 | 1.18 | -1.79 | -3.27 | -0.98 | 4.34 | -2.22 | -0.06 | 0.73 | - |
| 2025 | 1.56 | - | - | - | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 8.18% | 11.44% | 10.50% | 15.89% | 15.30% |
| Sharpe ratio | 14.79 | -0.26 | 0.21 | -0.06 | 0.24 |
| Best month | +1.56% | +4.34% | +4.34% | +8.40% | +8.40% |
| Worst month | +0.73% | -3.27% | -3.27% | -10.61% | -10.61% |
| Maximum loss | -0.80% | -6.59% | -10.92% | -26.42% | -26.42% |
| Outperformance | -0.26% | - | +0.55% | -2.90% | -6.49% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GSQuartix Modified Strategy on t... | reinvestment | 9.0357 | +5.79% | +7.72% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.4122 | +3.12% | +2.08% | |
| GSQuartix Modified Strategy on t... | reinvestment | 10.5756 | +7.77% | +15.34% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.0253 | +7.66% | +14.99% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 14.5843 | +7.82% | +15.51% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.6765 | +5.95% | +8.21% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 12.7130 | +2.73% | +2.01% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 14.6270 | +7.57% | +9.74% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 15.2691 | +8.85% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9852 | +7.19% | +11.38% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 12.5442 | +6.91% | +12.61% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.9210 | +10.56% | +22.95% | |
| GSQuartix Modified Strategy on t... | reinvestment | 9.1722 | +5.03% | +5.49% | |
| GSQuartix Modified Strategy on t... | reinvestment | 11.6760 | +6.91% | +12.61% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.3562 | +7.40% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 6.6287 | +2.40% | -0.04% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 8.9542 | +6.42% | +9.33% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.2207 | +5.82% | +8.25% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.7357 | +5.77% | +7.82% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 9.9702 | +8.36% | - | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.Pf... | reinvestment | 13.3853 | +11.43% | +27.75% | |
| GS Quartix Mo.S.o.t.B.C.I.T.R.P.... | reinvestment | 14.7309 | +12.60% | +28.85% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 11.5607 | +7.88% | +15.69% | |
| GS Quartix Mo.St.o.t.B.C.I.T.R.P... | reinvestment | 13.9407 | +7.66% | +14.99% |
Performance
| YTD | +1.56% | ||
|---|---|---|---|
| 6 Months | -0.10% | ||
| 1 Year | +5.03% | ||
| 3 Years | +5.49% | ||
| 5 Years | +36.67% | ||
| Since start | -8.28% | ||
| Year | |||
| 2023 | -10.96% | ||
| 2022 | +14.83% | ||
| 2021 | +28.43% | ||
| 2020 | -1.25% | ||
| 2019 | +4.31% | ||
| 2018 | -11.55% | ||
| 2017 | +0.86% | ||
| 2016 | +11.05% | ||