Goldman Sachs Absolute Return Tracker Fund (GSRTX)
The fund's Investment Adviser believes that hedge funds derive a large portion of their returns from exposure to sources of market risk and "Trading Strategies" involving long and/or short positions in Market Exposures and/or individual securities or baskets of securities. It uses a dynamic investment process to seek to identify the appropriate weights to Market Exposures and Trading Strategies that approximate the return and risk patterns of specific hedge fund sub-strategies.
Fund Info
ISIN | US38145N1138 |
---|---|
Issuer | Goldman Sachs |
Inception Date | May 29, 2008 |
Category | Multistrategy |
Min. Investment | $0 |
Asset Class | Alternatives |
Expense Ratio
GSRTX has a high expense ratio of 0.75%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs Absolute Return Tracker Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Goldman Sachs Absolute Return Tracker Fund had a return of 4.63% year-to-date (YTD) and 11.04% in the last 12 months. Over the past 10 years, Goldman Sachs Absolute Return Tracker Fund had an annualized return of 3.84%, while the S&P 500 had an annualized return of 10.84%, indicating that Goldman Sachs Absolute Return Tracker Fund did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 4.63% | 10.00% |
1 month | 1.68% | 2.41% |
6 months | 7.92% | 16.70% |
1 year | 11.04% | 26.85% |
5 years (annualized) | 4.58% | 12.81% |
10 years (annualized) | 3.84% | 10.84% |
Monthly Returns
The table below presents the monthly returns of GSRTX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.22% | 1.94% | 1.69% | -1.04% | 4.63% | ||||||||
2023 | 3.37% | -1.12% | 1.36% | 0.67% | -0.22% | 2.57% | 1.63% | -1.07% | -1.19% | -1.20% | 3.22% | 2.36% | 10.68% |
2022 | -2.07% | -1.37% | 1.39% | -2.96% | 0.11% | -2.72% | 2.12% | -1.42% | -3.33% | 2.30% | 3.59% | -1.89% | -6.36% |
2021 | -0.30% | 0.81% | 1.50% | 1.78% | 0.78% | 0.48% | -0.19% | 0.96% | -1.71% | 2.03% | -1.90% | 2.00% | 6.32% |
2020 | -0.31% | -2.81% | -6.85% | 2.30% | 1.12% | 0.89% | 2.31% | 1.83% | -1.06% | -0.96% | 5.07% | 2.48% | 3.55% |
2019 | 2.99% | 0.86% | 1.17% | 1.37% | -1.98% | 2.65% | 0.52% | -0.31% | 0.21% | 0.72% | 1.02% | 1.03% | 10.66% |
2018 | 2.53% | -2.16% | -0.52% | 0.53% | 0.31% | 0.00% | 1.15% | 0.72% | -0.10% | -2.88% | 0.21% | -2.26% | -2.57% |
2017 | 0.65% | 1.08% | 0.43% | 0.64% | 0.42% | -0.10% | 0.84% | 0.31% | 0.84% | 0.93% | 0.31% | 0.67% | 7.25% |
2016 | -1.70% | -0.12% | 1.97% | 0.23% | 0.45% | 0.45% | 1.57% | 0.33% | 0.44% | -0.88% | 0.99% | 0.98% | 4.77% |
2015 | -1.20% | 2.21% | 0.22% | 0.22% | 0.32% | -0.75% | -0.11% | -2.71% | -1.34% | 2.14% | 0.22% | -1.37% | -2.23% |
2014 | -2.16% | 1.77% | 0.33% | -0.11% | 1.30% | 0.96% | -1.48% | 1.29% | -1.28% | 0.65% | 1.50% | 0.14% | 2.85% |
2013 | 1.55% | -0.44% | 0.87% | 0.54% | 0.32% | -1.29% | 1.96% | -1.17% | 1.84% | 2.02% | 1.04% | 0.68% | 8.14% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of GSRTX is 91, placing it in the top 9% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
GSRTX (Goldman Sachs Absolute Return Tracker Fund)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund (GSRTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Goldman Sachs Absolute Return Tracker Fund granted a 2.57% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.25 | $0.25 | $0.45 | $0.87 | $0.06 | $0.34 | $0.24 | $0.33 | $0.05 | $0.15 | $0.35 | $0.53 |
Dividend yield | 2.57% | 2.69% | 5.18% | 9.00% | 0.61% | 3.52% | 2.62% | 3.51% | 0.54% | 1.66% | 3.85% | 5.71% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs Absolute Return Tracker Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.87 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
2013 | $0.53 | $0.53 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Goldman Sachs Absolute Return Tracker Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Goldman Sachs Absolute Return Tracker Fund was 19.00%, occurring on Mar 9, 2009. Recovery took 1209 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-19% | Jun 2, 2008 | 193 | Mar 9, 2009 | 1209 | Dec 26, 2013 | 1402 |
-13.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 178 | Dec 3, 2020 | 201 |
-10.96% | Nov 17, 2021 | 219 | Sep 30, 2022 | 206 | Jul 28, 2023 | 425 |
-8.11% | Apr 27, 2015 | 202 | Feb 11, 2016 | 209 | Dec 8, 2016 | 411 |
-7.13% | Jan 29, 2018 | 229 | Dec 24, 2018 | 79 | Apr 18, 2019 | 308 |
Volatility
Volatility Chart
The current Goldman Sachs Absolute Return Tracker Fund volatility is 1.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.