GMSAX
Goldman Sachs Managed Futures Strat-A
$9.85
-0.05 (-0.51%)
Currency in USD / Last Updated: 4/19/2024
| Category | Trend Following |
|---|---|
| Market Cap | 262.512M |
| 52 Week High | 9.98 |
| 52 Week Low | 9.22 |
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Key Data
| Symbol | GMSAX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 9.85 |
| Price Yesterday | 9.9 |
| Market Cap | 262.51 |
| YTD Return | 4.68% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0.055 |
| Initial Purchase Amount | 1000 |
| Redeption Fee | 0 |
| Prospectus | 0.0154 |
Overview
| 52 Week High | 9.98 |
|---|---|
| 52 Week Low | 9.22 |
| Market Cap | 262.51M |
| Shares Outstanding | 26.65M |
| 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 | -72.12% |
|---|---|
| Five Days | -30.04% |
| One Months | 34.28% |
| Three Months | 24.79% |
| Six Months | 1.66% |
| Nine Months | 2.34% |
| One Year | 5.58% |
| Three Years | 7.01% |
| Five Years | 6.37% |
| Ten Years | 4.35% |
| YTD | 16.38% |
| Since Inception | 3.16% |
Returns Total
| One Day | -0.51% |
|---|---|
| Five Days | -0.71% |
| One Month | 2.60% |
| Three Months | 5.69% |
| Six Months | 0.82% |
| Nine Months | 1.76% |
| One Year | 5.57% |
| Three Years | 22.53% |
| Five Years | 36.11% |
| Ten Years | 52.90% |
| YTD | 4.68% |
| Since Inception | 45.73% |
Yearly Returns
| 2024 | 4.68% |
|---|---|
| 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 | -1.08% |
|---|---|
| Beta | 0.08 |
| Correlation | 13.32% |
| Downside Deviation | 1.75% |
| Coefficient of determination | 1.77% |
| Standard Deviation | 2.04% |
| Sharpe Ratio | -2.25 |
| Sortino | -9.07 |
| Treynor | 2.51 |
| Ulcer Index | 2.91 |
| Ulcer Performance Index | -5.47 |