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Goldman Sachs Absolute Return Tracker Fund (GSRTX) Sharpe Ratio: 2.59

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

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.

GSRTX's Sharpe Ratio of 2.59 indicates that for each unit of volatility, it generates 2.59 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

GSRTX Sharpe Ratio Rank

GSRTX Sharpe Ratio Rank: 79.479
Above Average

GSRTX ranks above 79.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

GSRTX Sharpe Ratio Market Positioning

The chart shows GSRTX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Goldman Sachs Absolute Return Tracker Fund's Sharpe Ratio with other mutual funds in the Multistrategy category across multiple time periods, showing how GSRTX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SRRIXStone Ridge Reinsurance Risk Premium Interval Fund14.45
ARBIXAbsolute Convertible Arbitrage Fund Institutional Shares7.84
FSLTXStrategic Advisers Alternatives Fund5.59
SHRIXStone Ridge High Yield Reinsurance Risk Premium Fund Class I5.33
BXMIXBlackstone Alternative Multi-Strategy Fund5.22
ADAIXAQR Diversified Arbitrage Fund Class I5.01
ADANXAQR Diversified Arbitrage Fund Class N4.74
RMDFXAspiriant Defensive Allocation Fund4.36
QRPRXAQR Alternative Risk Premia R64.07
QRPIXAQR Alternative Risk Premia Fund4.05
GSRTXGoldman Sachs Absolute Return Tracker Fund2.59

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GSRTX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GSRTX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does GSRTX fit in your portfolio?

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