GMQPX — Goldman Sachs Managed Futures Strategy Fund
Data updated: 2026-05-29
GMQPX — Goldman Sachs Managed Futures Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $170.06M AUM · 0.79% expense ratio · 7.7% 1-yr return. From SEC regulatory filings.
GMQPX Fund Overview
GMQPX — Goldman Sachs Managed Futures Strategy Fund is a US mutual fund managed by Goldman Sachs Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Goldman Sachs Trust
- Category: Commodity
- Assets under management: $170.06M
- 1-year return: 7.7%
- Ticker: GMQPX
- SEC CIK: 0000822977
- SEC series ID: S000034856
- Share class ID: C000201775
GMQPX Holdings
Top 10 holdings of Goldman Sachs Managed Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Goldman Sachs Trust | 84.88% |
| UK Clearing House Limited | 0.65% |
| UK Clearing House Limited | 0.57% |
| UK Clearing House Limited | 0.39% |
| New York Mercantile Exchange, Inc. | 0.15% |
| Ice Futures Europe | 0.13% |
| The London Metal Exchange | 0.13% |
| New York Mercantile Exchange, Inc. | 0.11% |
| Morgan Stanley & Co. LLC | 0.11% |
| UK Clearing House Limited | 0.10% |
GMQPX Portfolio Allocation
Asset-class allocation of Goldman Sachs Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 84.9% |
| Real Estate | 1.8% |
GMQPX Performance
Total returns for GMQPX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.2% |
| 1 year | 7.7% |
| 3 years (annualised) | -0.2% |
| 5 years (annualised) | 2.6% |
GMQPX Risk Information
Risk metrics for GMQPX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.1%
GMQPX Costs and Fees
GMQPX costs about $79 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.79%
- Gross expense ratio: 1.53%
- Portfolio turnover: 0%
- Brokerage commissions: 4.65 bps of average net assets (SEC N-CEN)
GMQPX Cashflows
Over the 12 months to 2026-03, Goldman Sachs Managed Futures Strategy Fund had net outflows of $43.21M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$850.71K |
| 2026-02 | $3.93M |
| 2026-01 | $1.96M |
| 2025-12 | −$11.18M |
| 2025-11 | −$496.25K |
| 2025-10 | $942.04K |
GMQPX Debt Constituents
No individual debt constituents are reported in Goldman Sachs Managed Futures Strategy Fund's latest SEC N-PORT filing.
GMQPX Prospectus and SEC Filings
Official Goldman Sachs Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.