GFIRX
Goldman Sachs Managed Futures Strat-Inv
$10.19
0.00 (0.00%)
Currency in USD / Last Updated: 4/25/2024
| Category | Trend Following |
|---|---|
| Market Cap | 263.883M |
| 52 Week High | 10.27 |
| 52 Week Low | 9.47 |
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Key Data
| Symbol | GFIRX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 10.19 |
| Price Yesterday | 10.19 |
| Market Cap | 263.88 |
| YTD Return | 5.27% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0129 |
Overview
| 52 Week High | 10.27 |
|---|---|
| 52 Week Low | 9.47 |
| Market Cap | 263.88M |
| Shares Outstanding | 25.90M |
| 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 | 34.49% |
| Three Months | 30.20% |
| Six Months | 2.42% |
| Nine Months | 3.49% |
| One Year | 6.26% |
| Three Years | 7.52% |
| Five Years | 6.56% |
| Ten Years | 4.68% |
| YTD | 17.57% |
| Since Inception | 3.45% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.00% |
| One Month | 2.62% |
| Three Months | 6.81% |
| Six Months | 1.19% |
| Nine Months | 2.62% |
| One Year | 6.26% |
| Three Years | 24.27% |
| Five Years | 37.33% |
| Ten Years | 57.89% |
| YTD | 5.27% |
| Since Inception | 50.94% |
Yearly Returns
| 2024 | 5.27% |
|---|---|
| 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 | 0.95% |
|---|---|
| Beta | 0 |
| Correlation | -0.53% |
| Downside Deviation | 1.73% |
| Coefficient of determination | 0.00% |
| Standard Deviation | 2.03% |
| Sharpe Ratio | -2.8 |
| Sortino | -11.38 |
| Treynor | -276.86 |
| Ulcer Index | 2.86 |
| Ulcer Performance Index | -6.88 |