C000043943 Performance — Goldman Sachs Satellite Strategies Portfolio, Institutional Shares
Data updated: 2024-03-13
C000043943 returned +10.53% over one year to Dec 2023. The annualised 3-year return is +0.67%. The fund trailed its Trading - Leveraged category average: $100 invested three years ago grew to $102, against $105 for the category, and to $111 over one year, against $116. Volatility over the past three years was 12.95% a year. In the 12 months to Dec 2023 the fund lost a net $23.3M, and assets reached $65.72M.
C000043943 Growth of $100
What $100 invested in Goldman Sachs Satellite Strategies Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | C000043943 | Category average |
|---|---|---|
| 1 year (Jan 2023 – Dec 2023) | $111 | $116 |
| 3 years (Jan 2021 – Dec 2023) | $102 | $105 |
| Since data start (Jul 2019 – Dec 2023) | $111 | $112 |
C000043943 Trailing Returns
Total returns to Dec 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +10.53% |
| 3 years (annualised) | +0.67% |
C000043943 Annual Returns
Calendar-year total returns of Goldman Sachs Satellite Strategies Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 | +10.53% |
| 2022 | −14.91% |
| 2021 | +8.49% |
| 2020 | +3.84% |
| 2019 (Jul–Dec) | +5.11% |
C000043943 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +5.6% | −3.1% | +1.3% | +1.1% | −3.3% | +3.0% | +2.5% | −2.6% | −2.5% | −1.8% | +6.6% | +3.9% |
| 2022 | −2.7% | −2.1% | +1.1% | −4.4% | +0.5% | −7.7% | +4.4% | −3.0% | −9.4% | +2.3% | +8.3% | −2.0% |
| 2021 | −0.1% | +0.4% | +1.8% | +3.6% | +1.8% | +0.6% | +0.1% | +1.2% | −3.0% | +1.8% | −3.4% | +3.8% |
| 2020 | −0.5% | −4.5% | −16.5% | +6.3% | +4.8% | +2.2% | +4.3% | +1.7% | −1.6% | −0.9% | +7.4% | +3.4% |
| 2019 | — | — | — | — | — | — | 0.0% | −0.4% | +1.1% | +1.3% | −0.5% | +3.4% |
C000043943 Risk
Risk measures from monthly returns over Jan 2021 – Dec 2023.
- 3-year volatility (annualised): 12.95%
- 3-year Sharpe ratio: -0.30 (vs 4.5% risk-free rate)
- Best month: +8.27% (Nov 2022)
- Worst month: −9.36% (Sep 2022)
C000043943 Fund Flows
Monthly money in and out of Goldman Sachs Satellite Strategies Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$23.3M
- 12-month gross sales (incl. reinvestments): $5.1M
- Sales ÷ redemptions: 0.18×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2023 | $1.6M | $2.7M | −$1.1M |
| Nov 2023 | $194K | $2.7M | −$2.5M |
| Oct 2023 | $125K | $2.2M | −$2.1M |
| Sep 2023 | $650K | $2.5M | −$1.8M |
| Aug 2023 | $68K | $1.9M | −$1.8M |
| Jul 2023 | $63K | $1.0M | −$983K |
| Jun 2023 | $806K | $2.6M | −$1.8M |
| May 2023 | $101K | $3.0M | −$2.9M |
| Apr 2023 | $118K | $2.9M | −$2.8M |
| Mar 2023 | $752K | $2.6M | −$1.9M |
| Feb 2023 | $369K | $2.3M | −$1.9M |
| Jan 2023 | $245K | $2.2M | −$1.9M |
C000043943 Assets Under Management
Net assets of Goldman Sachs Satellite Strategies Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-12-31 | $65.72M |
| 2023-09-30 | $67.00M |
| 2023-06-30 | $74.06M |
| 2023-03-31 | $81.52M |
| 2022-12-31 | $84.57M |
| 2022-09-30 | $86.87M |
| 2022-06-30 | $99.22M |
| 2022-03-31 | $117.96M |
| 2021-12-31 | $127.04M |
| 2021-09-30 | $128.81M |
| 2021-06-30 | $135.79M |
| 2021-03-31 | $147.72M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.