Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMQPX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS P SHARES) | 5.33% | 15.96% | -0.12% | 3.06% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 04/23/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMQPX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS P SHARES) | 04/23/2018 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.56 | 15.96 | -0.12 | 3.06 | NA | NA | NA | … | … | 5.33 | 1.07 | -4.99 | -3.78 | 20.62 | 5.01 | 6.97 | 2.71 | -0.91 |
| Sharpe Ratio | NA | 1.93 | -0.30 | 0.08 | NA | NA | NA | … | … | 1.80 | -0.21 | -0.82 | -0.66 | 1.69 | 0.54 | 0.78 | 0.15 | -0.38 |
| Standard Deviation(%) | NA | 7.80 | 9.02 | 10.33 | NA | NA | NA | … | … | 8.90 | 8.48 | 10.49 | 11.38 | 11.43 | 9.23 | 8.54 | 8.33 | 7.45 |
| Draw Down(%) | NA | 4.88 | 22.26 | 22.77 | NA | NA | NA | … | … | 4.88 | 11.68 | 14.53 | 11.95 | 7.95 | 5.32 | 8.48 | 9.99 | 3.56 |
| Yield(%) | 0.00 | 0.00 | 0.05 | 5.09 | 3.51 | 2.34 | 1.75 | … | … | 0.00 | 0.00 | 0.00 | 0.14 | 19.84 | 7.16 | 1.26 | 6.77 | 0.15 |
Data as of 06/10/2026, Common starting date is 04/23/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMQPX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS P SHARES) |
-5.47%
Jun 2022 – Jun 2025 |
2.34%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMQPX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS P SHARES) |
11.51%
Oct 2019 – Oct 2022 |
7.14%
Feb 2019 – Feb 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart