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GMSCX: GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS C (MUTUAL FUND)
Basic Info 8.59 0(0.0%) June 05
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (93%) |
| Start Date: | 03/06/2012 |
| Last Dividend Date: | 12/20/2022 |
| 12-Mo. Yield | 0.00% |
| Expenses | 2.29% |
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Performance Analytics (As of 06/05/2026)
| Last 1 Week* | YTD*(2026) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.2 | 7.1 | 16.4 | -0.5 | -0.8 | 0.6 | 0.7 | -0.1 | -6.2 | -4.8 | 9.9 | -3.0 | 4.5 | 1.5 | -3.1 | 1.4 | -1.6 | 9.2 | -3.7 | -5.6 | 6.3 |
| Sharpe Ratio | NA | 1.64 | 1.77 | -0.42 | -0.29 | -0.11 | -0.06 | -0.35 | -0.93 | -0.75 | 0.6 | -0.27 | 0.49 | 0.01 | -0.58 | 0.13 | -0.22 | 1.21 | -0.53 | -0.74 | 1.15 |
| Draw Down(%) | NA | 4.9 | 4.9 | 23.1 | 31.1 | 31.1 | 31.1 | 12.0 | 15.0 | 11.9 | 13.9 | 10.5 | 8.6 | 10.3 | 9.6 | 3.9 | 9.8 | 6.4 | 9.2 | 13.2 | 5.3 |
| Standard Deviation(%) | NA | 9.0 | 7.8 | 9.0 | 11.3 | 9.7 | 9.1 | 8.3 | 10.5 | 11.3 | 14.2 | 11.1 | 8.6 | 8.3 | 7.7 | 6.0 | 8.3 | 7.5 | 6.9 | 7.7 | 6.7 |
| Treynor Ratio | NA | 1.07 | 0.51 | -0.34 | -0.53 | -0.57 | -0.25 | -0.88 | -0.28 | -0.54 | -0.8 | -0.07 | -0.69 | 0.0 | -0.53 | 0.02 | 0.09 | -2.23 | -0.11 | -0.21 | -1.32 |
| Alpha | NA | 0.05 | 0.03 | -0.02 | -0.01 | 0.0 | 0.0 | -0.01 | -0.06 | -0.04 | 0.03 | -0.05 | 0.02 | 0.02 | -0.02 | -0.03 | 0.0 | 0.04 | -0.03 | -0.05 | 0.03 |
| Beta | NA | 0.14 | 0.27 | 0.11 | 0.06 | 0.02 | 0.02 | 0.03 | 0.35 | 0.16 | -0.11 | 0.44 | -0.06 | -0.16 | 0.08 | 0.4 | -0.21 | -0.04 | 0.32 | 0.27 | -0.06 |
| RSquared | NA | 0.05 | 0.18 | 0.03 | 0.01 | 0.0 | 0.0 | 0.01 | 0.17 | 0.04 | 0.03 | 0.27 | 0.06 | 0.06 | 0.03 | 0.2 | 0.11 | 0.01 | 0.28 | 0.15 | 0.01 |
| Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.0 | 0.0 | 0.0 | 11.7 | 0.3 | 0.0 | 6.2 | 0.2 | 0.5 | 0.0 | 3.6 | 0.9 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 4433.3 | N/A | -100.0 | 3667.3 | -68.8 | N/A | -100.0 | 268.8 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/29/2012
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