Goldman Sachs Funds II - Goldman Sachs Strategic Factor Allocation Portfolio I USD Acc
- -Buona relazione rischio/rendimento
ISIN: LU1460673368
Categoria Morningstar: USD Moderate Allocation
Società: Goldman Sachs Asset Management
ISIN: LU1460673368
Categoria Morningstar: USD Moderate Allocation
Società: Goldman Sachs Asset Management
The Portfolio seeks total returns consisting of income and capital appreciation by investing in a range of strategic factors offering exposure to various asset classes and instruments either indirectly through financial derivative instruments or directly. The Portfolio will, under normal circumstances, invest primarily in the underlying assets comprised in certain strategic factors through the implementation of the Strategic Factor Allocation process (“Strategic Allocation”, as further described below). The Portfolio may have exposure to a diversified range of asset classes including, but not limited to, equity, fixed income, currency and such exposures may be achieved directly through Transferable Securities or Permitted Funds or indirectly, through the use of financial derivative instruments.
Rendimento annuo | 1 anno | 3 anni | 5 anni | Inizio | 2025 | 2024 | 2023 | 2022 | 2021 |
---|---|---|---|---|---|---|---|---|---|
Rendimento annuo: Fondo | 1 anno: 16,69 | 3 anni: 7,30 | 5 anni: 8,56 | Inizio: 7,76 | 2025: 0,12 | 2024: 17,19 | 2023: 10,62 | 2022: -5,95 | 2021: 22,69 |
Rendimento annuo: Categoria | 1 anno: 15,75 | 3 anni: 4,62 | 5 anni: 5,00 | Inizio: - | 2025: 0,56 | 2024: 14,65 | 2023: 6,60 | 2022: -8,53 | 2021: 15,46 |
Rendimento annuo: Percentile | 1 anno: 22,00 | 3 anni: 6,00 | 5 anni: 3,00 | Inizio:- | 2025: 22,00 | 2024: 22,00 | 2023: 12,00 | 2022: 26,00 | 2021: 5,00 |
Rischio | Volatilità | Sharpe Ratio | Correlazione | Beta | Alfa | Tracking error | Info Ratio |
---|---|---|---|---|---|---|---|
Rischio: 3 anni | 1 Volatilità: 9,53 | 3 Sharpe Ratio: -0,05 | 5 Correlazione: 96,66 | Beta: 1,02 | Alfa: 1,18 | Tracking error: 2,80 | Info Ratio: 0,40 |