GMSSX
Goldman Sachs Managed Futures Strat-Inst
$10.37
0.02 (0.19%)
Currency in USD / Last Updated: 4/25/2024
| Category | Trend Following |
|---|---|
| Market Cap | 264.667M |
| 52 Week High | 10.42 |
| 52 Week Low | 9.598 |
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Key Data
| Symbol | GMSSX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 10.37 |
| Price Yesterday | 10.35 |
| Market Cap | 264.67 |
| YTD Return | 5.60% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 1000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0117 |
Overview
| 52 Week High | 10.42 |
|---|---|
| 52 Week Low | 9.60 |
| Market Cap | 264.67M |
| Shares Outstanding | 25.52M |
| 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 | 62.73% |
|---|---|
| Five Days | 15.74% |
| One Months | 38.43% |
| Three Months | 31.20% |
| Six Months | 3.02% |
| Nine Months | 3.86% |
| One Year | 6.61% |
| Three Years | 7.74% |
| Five Years | 6.74% |
| Ten Years | 4.85% |
| YTD | 18.75% |
| Since Inception | 3.61% |
Returns Total
| One Day | 0.19% |
|---|---|
| Five Days | 0.29% |
| One Month | 2.88% |
| Three Months | 7.02% |
| Six Months | 1.49% |
| Nine Months | 2.90% |
| One Year | 6.60% |
| Three Years | 25.03% |
| Five Years | 38.51% |
| Ten Years | 60.38% |
| YTD | 5.60% |
| Since Inception | 53.79% |
Yearly Returns
| 2024 | 5.60% |
|---|---|
| 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 | 1.47% |
|---|---|
| Beta | -0.01 |
| Correlation | -1.99% |
| Downside Deviation | 1.77% |
| Coefficient of determination | 0.04% |
| Standard Deviation | 2.03% |
| Sharpe Ratio | -2.76 |
| Sortino | -10.92 |
| Treynor | -103.15 |
| Ulcer Index | 2.84 |
| Ulcer Performance Index | -6.81 |