Karta funduszu
GOLDMAN SACHS Multi Factor - wyniki fundusz parasolowy
Skumulowana stopa zwrotu
Procentowe miesięczne stopy zwrotu
Procentowe miesięczne stopy zwrotu
| Sty | Lut | Mar | Kwi | Maj | Cze | Lip | Sie | Wrz | Paź | Lis | Gru | Rok | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | 0.00% | +1.63% | +6.26% | +0.47% | +8.50% | ||||||||
| 2011 | -1.59% | +2.69% | -2.15% | -2.56% | +1.18% | -2.46% | -1.25% | -7.80% | -4.27% | +6.11% | -0.61% | +1.44% | -11.35% |
| 2012 | +6.87% | +3.93% | +1.35% | -1.10% | -4.30% | +2.98% | +3.21% | +0.61% | +1.34% | -1.46% | +1.17% | +0.61% | +15.81% |
| 2013 | +2.41% | +1.88% | +2.91% | -0.20% | +3.06% | -4.32% | +2.16% | -0.37% | +2.66% | +2.89% | 0.00% | -0.35% | +13.20% |
| 2014 | -0.45% | +2.94% | +0.20% | +0.22% | +3.48% | +1.89% | +1.72% | +3.02% | +0.35% | +0.06% | +1.38% | +0.05% | +15.80% |
| 2015 | +4.92% | +6.24% | +2.36% | -0.43% | +2.68% | -4.21% | +1.81% | -8.46% | -4.57% | +9.88% | +2.72% | -3.68% | +8.03% |
| 2016 | -6.96% | -2.04% | +3.52% | -1.24% | +1.13% | +0.28% | +2.88% | +0.60% | -0.56% | -0.55% | +1.28% | +1.92% | -0.16% |
| 2017 | -0.96% | +2.74% | -0.35% | +0.31% | +0.10% | -0.59% | -0.11% | -0.50% | +0.59% | +2.03% | -0.15% | 0.00% | +3.10% |
| 2018 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -4.21% | -2.51% | -6.61% |
| 2019 | +1.81% | +0.43% | +0.74% | +1.14% | -2.68% | +1.31% | +1.49% | +0.82% | -0.06% | -0.40% | +1.41% | +0.36% | +6.47% |
| 2020 | -0.19% | -2.79% | -5.56% | +2.13% | +1.05% | +0.28% | +1.12% | -0.08% | -2.73% | -3.20% | +0.47% | +1.89% | -7.65% |
| 2021 | -0.11% | +5.78% | +2.87% | +0.48% | +0.59% | +1.03% | -3.14% | +1.50% | +1.75% | -1.73% | -4.73% | +4.81% | +8.95% |
| 2022 | +0.55% | +0.39% | -0.04% | +6.05% | -0.80% | +2.10% | -1.78% | +2.94% | +1.24% | +1.96% | -4.91% | +1.65% | +9.34% |
| 2023 | +1.02% | +3.41% | -2.81% | -0.72% | -2.40% | -0.47% | -0.43% | +2.71% | +4.86% | -2.95% | +0.46% | +0.30% | +2.69% |
| 2024 | -0.88% | -1.65% | -1.29% | -3.24% | -6.89% | ||||||||
Kroczące stopy zwrotu (12 miesięcy)
Kroczące stopy zwrotu (3 lata)
Kroczące stopy zwrotu (5 lat)
Kroczące stopy zwrotu (10 lat)
| Roczna zmienność | +9.30% |
| Średniomiesięczna stopa zwrotu od początku działalności | +0.32% |
| Miesięczna zmienność | +2.68% |
| VAR99 | -6.58% |
| Maksymalna miesięczna strata | -8.46% |
| Maksymalny miesięczny zysk | +9.88% |
| Beta (do WIG20) | +0.09 |
| Beta podczas spadków (do WIG20) | — |
| Maksymalne obsunięcie (miesięcznie) | -18.00% |
| Procent mies. ze stratą | +37.20% |
| Wskaźnik Sharpe'a | +0.42 |
| Wskaźnik CALMAR | +0.22 |
| Stopa zwrotu od początku działalności | +69.85% |
| Stopa zwrotu (bieżący rok) | -6.89% |
| Stopa zwrotu (ostatnie 12 miesięcy) | -5.15% |
| Stopa zwrotu (ostatnie 3 lata) | +4.28% |
| Stopa zwrotu (ostatnie 5 lata) | +7.51% |
| Stopa zwrotu (ostatnie 10 lat) | +30.89% |
Rozkład miesięcznych stóp zwrotu
Obsunięcie (dane miesięczne)
Ryzyko / Zysk
Stress test
Web Content Display
