Goldman Sachs Managed Futures Strategy Fund
Name
As of 04/22/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
4.7%
1 yr return
5.1%
3 Yr Avg Return
7.4%
5 Yr Avg Return
6.4%
Net Assets
$266 M
Holdings in Top 10
70.1%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 1.36%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover N/A
Redemption Fee N/A
Min Investment
Standard (Taxable)
$1,000,000
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 04/22/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GMSSX - Profile
Distributions
- YTD Total Return 4.7%
- 3 Yr Annualized Total Return 7.4%
- 5 Yr Annualized Total Return 6.4%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio -1.42%
- Dividend Yield 0.1%
- Dividend Distribution Frequency Annual
Fund Details
-
Legal NameGoldman Sachs Managed Futures Strategy Fund
-
Fund Family NameGoldman Sachs Fund Complex
-
Inception DateFeb 29, 2012
-
Shares OutstandingN/A
-
Share ClassInstl
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerJames Park
Fund Description
GMSSX - Performance
Return Ranking - Trailing
Period | GMSSX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 4.7% | -7.4% | 14.6% | 70.21% |
1 Yr | 5.1% | -16.1% | 36.5% | 45.16% |
3 Yr | 7.4%* | -7.9% | 13.3% | 41.57% |
5 Yr | 6.4%* | -5.3% | 10.0% | 27.71% |
10 Yr | 4.7%* | -2.4% | 4.3% | N/A |
* Annualized
Return Ranking - Calendar
Period | GMSSX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -3.9% | -16.4% | 12.9% | 20.43% |
2022 | 0.3% | -9.3% | 17.5% | 61.96% |
2021 | -2.3% | -25.8% | 2.2% | 20.93% |
2020 | 5.7% | -5.1% | 21.0% | 47.37% |
2019 | -4.0% | -20.3% | 4.6% | 25.35% |
Total Return Ranking - Trailing
Period | GMSSX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 4.7% | -7.4% | 14.6% | 70.21% |
1 Yr | 5.1% | -20.3% | 36.5% | 39.78% |
3 Yr | 7.4%* | -9.0% | 11.1% | 41.57% |
5 Yr | 6.4%* | -5.7% | 8.7% | 22.89% |
10 Yr | 4.7%* | -2.4% | 4.3% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | GMSSX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -3.8% | -16.4% | 12.9% | 20.43% |
2022 | 20.6% | -9.3% | 17.5% | 61.96% |
2021 | 5.0% | -20.3% | 2.5% | 20.93% |
2020 | 7.0% | -5.1% | 21.0% | 53.95% |
2019 | 2.8% | -20.3% | 6.7% | 22.54% |
NAV & Total Return History
GMSSX - Holdings
Concentration Analysis
GMSSX | Category Low | Category High | GMSSX % Rank | |
---|---|---|---|---|
Net Assets | 266 M | 2.12 M | 1.74 B | 31.91% |
Number of Holdings | 225 | 3 | 876 | 9.57% |
Net Assets in Top 10 | 204 M | -100 M | 2.04 B | 28.72% |
Weighting of Top 10 | 70.12% | 20.3% | 94.0% | 9.26% |
Top 10 Holdings
- Goldman Sachs Financial Square Government Fund 66.23%
- IRS GBP 0.71%
- SP500 EMINI 0.71%
- CURRENCY CONTRACT - NOK 0.69%
- IRS EUR 0.61%
- CURRENCY CONTRACT - AUD 0.34%
- LME PRI ALUM 0.27%
- IRS GBP 0.22%
- IRS ZAR 0.18%
- KOSPI2 INX 0.16%
Asset Allocation
Weighting | Return Low | Return High | GMSSX % Rank | |
---|---|---|---|---|
Cash | 99.36% | -687.11% | 117.03% | 78.72% |
Other | 0.64% | 0.00% | 58.63% | 47.87% |
Stocks | 0.00% | -1.78% | 72.26% | 7.45% |
Preferred Stocks | 0.00% | 0.00% | 0.13% | 19.15% |
Convertible Bonds | 0.00% | 0.00% | 2.27% | 35.11% |
Bonds | 0.00% | -50.36% | 717.59% | 18.09% |
GMSSX - Expenses
Operational Fees
GMSSX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 1.36% | 0.75% | 12.88% | 88.17% |
Management Fee | 1.00% | 0.65% | 2.99% | 19.15% |
12b-1 Fee | 0.00% | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.09% | 0.45% | N/A |
Sales Fees
GMSSX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 3.50% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
GMSSX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 1.00% | 1.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
GMSSX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | N/A | 0.00% | 198.00% | 93.98% |
GMSSX - Distributions
Dividend Yield Analysis
GMSSX | Category Low | Category High | GMSSX % Rank | |
---|---|---|---|---|
Dividend Yield | 0.11% | 0.00% | 0.00% | 12.77% |
Dividend Distribution Analysis
GMSSX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Annual | Annually | Quarterly | Annually |
Net Income Ratio Analysis
GMSSX | Category Low | Category High | GMSSX % Rank | |
---|---|---|---|---|
Net Income Ratio | -1.42% | -3.14% | 1.55% | 65.59% |
Capital Gain Distribution Analysis
GMSSX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Dec 21, 2023 | $0.012 | OrdinaryDividend |
Dec 21, 2022 | $1.190 | OrdinaryDividend |
Dec 21, 2021 | $0.120 | OrdinaryDividend |
Dec 23, 2019 | $0.630 | OrdinaryDividend |
Dec 13, 2019 | $0.075 | OrdinaryDividend |
Dec 23, 2016 | $0.011 | OrdinaryDividend |
Dec 24, 2015 | $0.410 | OrdinaryDividend |
GMSSX - Fund Manager Analysis
Managers
James Park
Start Date
Tenure
Tenure Rank
Oct 03, 2014
7.66
7.7%
James Park joined Goldman Sachs Asset Management as a member of the QIS Team in 2004. He is a senior member of the QIS research and portfolio management team.
Momoko Ono
Start Date
Tenure
Tenure Rank
Apr 28, 2017
5.09
5.1%
Ms. Ono is a portfolio manager and researcher on the Quantitative Investment Strategies (QIS) Team She originally joined Goldman Sachs in April 2002.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.16 | 14.09 | 5.41 | 5.06 |