- ISIN
- US38145N1138
- Issuer
- Goldman Sachs
- Inception Date
- May 29, 2008
- Category
- Multistrategy
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
Share Price Chart
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Performance
GSRTX Performance Chart
Goldman Sachs Absolute Return Tracker Fund (GSRTX) is up 6.6% since the beginning of the year. GSRTX is currently trading at $11 per share. Investors who bought $1,000 worth of GSRTX shares 5 years ago would now be looking at an investment worth $1,327.
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Returns By Period
Goldman Sachs Absolute Return Tracker Fund (GSRTX) has returned 6.64% so far this year and 14.61% over the past 12 months. Over the last ten years, GSRTX has returned 5.53% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Goldman Sachs Absolute Return Tracker Fund
- 1D
- 0.63%
- 1M
- 1.08%
- YTD
- 6.64%
- 6M
- 6.56%
- 1Y
- 14.61%
- 3Y*
- 9.05%
- 5Y*
- 5.82%
- 10Y*
- 5.53%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GSRTX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2009, GSRTX's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +5.1%, while the worst month was Mar 2020 at -6.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GSRTX closed higher 47% of trading days. The best single day was Mar 13, 2020 with a return of +2.2%, while the worst single day was Mar 12, 2020 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.52% | 0.75% | -2.97% | 4.68% | 2.19% | 0.45% | 6.64% | ||||||
| 2025 | 2.75% | -0.00% | -1.88% | -1.01% | 1.73% | 1.91% | 0.69% | 1.37% | 2.03% | 1.13% | 0.09% | 0.45% | 9.55% |
| 2024 | 0.22% | 1.94% | 1.69% | -1.04% | 1.26% | 0.52% | 0.93% | 0.41% | 1.83% | -1.90% | 2.34% | -1.36% | 6.93% |
| 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% | 10.69% |
| 2022 | -2.07% | -1.37% | 1.50% | -3.06% | 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% |
Benchmark Metrics
Goldman Sachs Absolute Return Tracker Fund has an annualized alpha of 0.26%, beta of 0.29, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 02, 2009.
- This fund participated in 41.52% of S&P 500 Index downside but only 30.36% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.29 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.26%
- Beta
- 0.29
- R²
- 0.72
- Upside Capture
- 30.36%
- Downside Capture
- 41.52%
Expense Ratio
GSRTX has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GSRTX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund (GSRTX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSRTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.37 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 2.78 | +0.58 |
| Martin ratioReturn relative to average drawdown | 14.21 | 12.44 | +1.77 |
Dividends
Dividend History
Goldman Sachs Absolute Return Tracker Fund provided a 1.94% dividend yield over the last twelve months, with an annual payout of $0.22 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.22 | $0.22 | $0.10 | $0.25 | $0.45 | $0.87 | $0.06 | $0.34 | $0.24 | $0.33 | $0.05 | $0.15 |
Dividend yield | 1.94% | 2.07% | 1.05% | 2.69% | 5.18% | 9.00% | 0.61% | 3.52% | 2.62% | 3.51% | 0.54% | 1.66% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 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 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 13.27%, occurring on Mar 23, 2020. Recovery took 176 trading sessions.
The current Goldman Sachs Absolute Return Tracker Fund drawdown is 0.09%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -13.27%Mar 2020 | 1mo 2d | 8mo 13d | 9mo 15dFeb 2020 - Dec 2020 |
Bear market2022 | -10.96%Sep 2022 | 10mo 17d | 10mo 1d | 1y 8moNov 2021 - Jul 2023 |
2011 pullback2011 | -8.99%Oct 2011 | 5mo 4d | 1y 10mo | 2y 3moMay 2011 - Aug 2013 |
2025 selloff2025 | -8.51%Apr 2025 | 1mo 18d | 3mo 10d | 4mo 28dFeb 2025 - Jul 2025 |
2016 pullback2016 | -8.11%Feb 2016 | 9mo 20d | 10mo 1d | 1y 7moApr 2015 - Dec 2016 |
Drawdown Indicators
| GSRTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -56.78% | +43.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.35% | -9.10% | +4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -8.51% | -18.90% | +10.39% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -25.43% | +14.47% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | -33.92% | +20.65% |
Current DrawdownCurrent decline from peak | -0.09% | -1.80% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -10.71% | +8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 2.03% | -1.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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