GMSWX — Goldman Sachs Managed Futures Strategy Fund
Data updated: 2026-08-27
GMSWX — Goldman Sachs Managed Futures Strategy Fund. Commodity · $183.50M AUM · 0.79% expense ratio. Holdings, fees, performance and SEC filings.
GMSWX Fund Overview
GMSWX — 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: $183.50M
- 1-year return: 15.5%
- Ticker: GMSWX
- SEC CIK: 0000822977
- SEC series ID: S000034856
- Share class ID: C000200310
GMSWX 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 | 75.69% |
| Chicago Mercantile Exchange | 0.46% |
| Bank of America, National Association | 0.22% |
| Board Of Trade Of The City Of Chicago, Inc. | 0.22% |
| Osaka Exchange,Inc | 0.11% |
| Barclays Capital Inc. | 0.08% |
| Cboe Futures Exchange | 0.07% |
| Meff Sociedad Rectora Del Mercado De Productos Derivados, S.a.u. | 0.04% |
| Nasdaq Holding AB | 0.03% |
| Thailand Futures Exchange | 0.03% |
GMSWX 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 | 75.7% |
GMSWX Performance
Total returns for GMSWX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 5.5% |
| 1 year | 15.5% |
| 3 years (annualised) | -0.9% |
| 5 years (annualised) | 3.5% |
GMSWX Risk Information
Risk metrics for GMSWX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.3%
GMSWX Costs and Fees
GMSWX 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)
GMSWX Cashflows
Over the 12 months to 2026-06, Goldman Sachs Managed Futures Strategy Fund had net outflows of $12.01M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $2.08M |
| 2026-05 | $2.47M |
| 2026-04 | $4.27K |
| 2026-03 | −$850.71K |
| 2026-02 | $3.93M |
| 2026-01 | $1.96M |
GMSWX Debt Constituents
No individual debt constituents are reported in Goldman Sachs Managed Futures Strategy Fund's latest SEC N-PORT filing.
GMSWX Prospectus and SEC Filings
Official Goldman Sachs Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-29
- Prospectus (485BPOS) — filed 2025-04-29
- Prospectus supplement (497) — filed 2025-08-05
- Portfolio holdings (N-PORT) — filed 2026-08-27
- Portfolio holdings (N-PORT) — filed 2026-05-29
- Portfolio holdings (N-PORT) — filed 2026-02-23
- Annual census (N-CEN) — filed 2026-03-13
- Annual census (N-CEN) — filed 2025-03-14
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.