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Gs Absolute Return Tracker Ptf Oc Cap Sgd Hdg
13.13
+0.31%
Currency: SGD
Date: 25/12/22
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 13.13 | 13.09 | SGD | 25/12/22 | +0.31 |
Terms
| Isin | LU2147132760 |
| Contract Type | N.D. |
| Currency | SGD |
| Class | OCH |
| Risk Class | 3 |
| Assogestioni Category | Altri |
| Declared Benchmark | 100% ICE BofAML 3 Months US Treasury Bill |
| Start Date | 20/04/22 |
| Advisor Name | N.Av. |
| Fund Asset Under Management | N.Av. |
Performance
| Cumulatives | |
|---|---|
| 1 month | +1.21 |
| Ytd | -0.46 |
| 1 year | -0.69 |
| 3 years | +14.13 |
| 5 years | +26.23 |
| Yearly | |
|---|---|
| 11/30/2024 | +7.29 |
| 11/30/2023 | +6.19 |
| 11/30/2022 | -1.22 |
| 11/30/2021 | +11.44 |
| 11/30/2020 | N.Av. |
| Rating |
|---|
|
| Score |
|---|
| 35.0254 |
Company
Goldman Sachs Asset Management
Prinses Beatrixlaan 35 2595-AK - 'S GRAVENHAGE
Tel. N.Av.
Prinses Beatrixlaan 35 2595-AK - 'S GRAVENHAGE
Tel. N.Av.
Costs
| Entrance (ACP) | Min: 5,5000 - Max: 5,5000 |
| Management | 0 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Subscription
| One Solution | |
|---|---|
| Initial | 5000,0000 SGD |
| Integrative | 0,0000 SGD |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 5000,0000 |
Costs
| Entrance (ACP) | Min: 5,5000 - Max: 5,5000 |
| Management | 0 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Performance
| Cumulatives | |
|---|---|
| 1 day | +0.29 |
| 1 week | -0.09 |
| 1 month | +1.21 |
| 3 months | +0.59 |
| 6 months | +2.92 |
| From the beginning of the year | -0.46 |
| 1 year | -0.69 |
| 2 years | +7.24 |
| 3 years | +14.13 |
| 4 years | +14.51 |
| 5 years | +26.23 |
| Yearly | |
|---|---|
| 11/30/2024 | +7.29 |
| 11/30/2023 | +6.19 |
| 11/30/2022 | -1.22 |
| 11/30/2021 | +11.44 |
| 11/30/2020 | N.Av. |
| Rating |
|---|
|
|
| Score |
|---|
| 35.0254 |
Efficiency Indicators
| Sharpe 1 year | 0.0394 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 0.246 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.6123 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 0.0668 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 0.332 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 0.9461 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +9.00 |
| 3 years | +7.02 |
| 5 years | +7.18 |
| Negative Volatility | |
|---|---|
| 1 year | +7.02 |
| 3 years | +5.15 |
| 5 years | +4.60 |
Benchmark
| Standard Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
| Negative Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
Updated Monthly - 25/11/28
Relative
| Sharpe | 0.246 |
| Sortino | 0.332 |
| Bull Market | N.Av. |
| Bear Market | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 3 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
16,886
-1.12
3 years 15,635
13,522
+11.25
5 years 13,875
6,300
+27.25
|
16,886 | -1.12 | 13,522 | +11.25 | 6,300 | +27.25 |
|
Total Volatility
1 year 17,746
10,505
+9.00
3 years 15,635
7,399
+7.02
5 years 13,875
5,677
+7.18
|
10,505 | +9.00 | 7,399 | +7.02 | 5,677 | +7.18 |
|
Negative Volatility
1 year 17,746
12,867
+7.02
3 years 15,635
8,487
+5.15
5 years 13,875
3,981
+4.60
|
12,867 | +7.02 | 8,487 | +5.15 | 3,981 | +4.60 |
|
Sharpe Index
1 year 17,746
16,664
+0.04
3 years 15,635
13,469
+0.25
5 years 13,875
4,644
+0.61
|
16,664 | +0.04 | 13,469 | +0.25 | 4,644 | +0.61 |
|
Sortino Index
1 year 17,746
16,745
+0.07
3 years 15,635
13,698
+0.33
5 years 13,875
4,895
+0.95
|
16,745 | +0.07 | 13,698 | +0.33 | 4,644 | +0.95 |
By Category
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
5,827
-1.12
3 years 15,635
4,778
+11.25
5 years 13,875
2,564
+27.25
|
5,827 | -1.12 | 4,778 | +11.25 | 2,564 | +27.25 |
|
Total Volatility
1 year 17,746
3,247
+9.00
3 years 15,635
2,199
+7.02
5 years 13,875
1,675
+7.18
|
3,247 | +9.00 | 2,199 | +7.02 | 1,675 | +7.18 |
|
Negative Volatility
1 year 17,746
4,186
+7.02
3 years 15,635
2,551
+5.15
5 years 13,875
1,256
+4.60
|
4,186 | +7.02 | 2,551 | +5.15 | 1,256 | +4.60 |
|
Sharpe Index
1 year 17,746
5,823
+0.04
3 years 15,635
4,725
+0.25
5 years 13,875
1,892
+0.61
|
5,823 | +0.04 | 4,725 | +0.25 | 1,892 | +0.61 |
|
Sortino Index
1 year 17,746
5,842
+0.07
3 years 15,635
4,806
+0.33
5 years 13,875
2,003
+0.95
|
5,842 | +0.07 | 4,806 | +0.33 | 2,003 | +0.95 |
Data provided by 