Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMSSX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND INSTITUTIONAL) | 5.32% | 15.94% | -0.13% | 0.35% | 1.68% | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 03/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSSX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND INSTITUTIONAL) | 03/01/2012 | 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 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.56 | 15.94 | -0.13 | 0.35 | 1.68 | NA | NA | … | … | 5.32 | 1.07 | -5.09 | -3.70 | 12.16 | -1.14 | 5.67 | 2.83 | -2.13 | 2.73 | -0.57 | 10.47 | -2.62 | -4.44 | 5.91 |
| Sharpe Ratio | NA | 1.90 | -0.30 | -0.17 | 0.03 | NA | NA | … | … | 1.74 | -0.21 | -0.83 | -0.65 | 0.79 | -0.11 | 0.63 | 0.16 | -0.45 | 0.35 | -0.10 | 1.37 | -0.38 | -0.58 | 1.05 |
| Standard Deviation(%) | NA | 7.85 | 9.03 | 11.11 | 9.54 | NA | NA | … | … | 9.04 | 8.50 | 10.47 | 11.35 | 13.66 | 10.68 | 8.64 | 8.36 | 7.75 | 5.95 | 8.07 | 7.62 | 6.94 | 7.67 | 6.79 |
| Draw Down(%) | NA | 4.78 | 22.34 | 28.26 | 28.26 | NA | NA | … | … | 4.78 | 11.78 | 14.51 | 11.94 | 12.75 | 9.70 | 8.48 | 10.05 | 9.16 | 3.61 | 9.46 | 6.37 | 8.40 | 12.81 | 5.21 |
| Yield(%) | 0.00 | 0.00 | 0.04 | 2.40 | 2.06 | 1.74 | 1.31 | … | … | 0.00 | 0.00 | 0.00 | 0.12 | 11.59 | 1.14 | 0.00 | 6.79 | 0.15 | 0.50 | 0.11 | 4.20 | 0.92 | 0.00 | 0.00 |
Data as of 06/10/2026, Common starting date is 03/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSSX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND INSTITUTIONAL) |
-7.73%
Jun 2022 – Jun 2025 |
-0.59%
Mar 2020 – Mar 2025 |
0.15%
Jul 2015 – Jul 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSSX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND INSTITUTIONAL) |
8.88%
Oct 2019 – Oct 2022 |
6.13%
Sep 2017 – Sep 2022 |
4.00%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart