Nasdaq - Delayed Quote USD
Goldman Sachs Absolute Ret Trckr C (GCRTX)
8.50
+0.06
+(0.71%)
At close: 8:01:02 PM EDT
Fund Summary
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.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 9.69% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 12 |
| Number of Years Down | 4 |
Performance & Risk
| YTD Return | -0.47% |
| 5y Average Return | 4.78% |
| Rank in Category (ytd) | 47 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.39 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| GCRTX | Category Average | GCRTX | Category Average | GCRTX | Category Average | |
| Alpha | -2.22 | -0.01 | -2.22 | -0.02 | -2.03 | -0 |
| BETA | 0.39 | 0 | 0.38 | 0 | 0.38 | 0 |
| Mean Annual Return | 0.31 | 0 | 0.45 | 0 | 0.24 | 0 |
| R-squared | 93.99 | 0.61 | 92.91 | 0.6 | 92.31 | 0.58 |
| Standard Deviation | 6.63 | 0.08 | 6.31 | 0.06 | 5.88 | 0.06 |
| Sharpe Ratio | -0.13 | 0 | 0.42 | 0 | 0.15 | 0 |
| Treynor Ratio | -2.86 | 0.06 | 6.65 | 0.07 | 1.88 | 0.1 |
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