GTIMX Performance — Goldman Sachs Target Date 2040 Portfolio, Institutional Shares
Data updated: 2023-01-25
GTIMX returned −12.25% over one year to Nov 2022. The annualised 3-year return is +5.09%. Against its Target-Date category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $116, against $113 for the category, and to $88 over one year, against $89. Volatility over the past three years was 17.30% a year. In the 12 months to Nov 2022 the fund took in a net $2.4M, and assets reached $10.49M.
GTIMX Growth of $100
What $100 invested in Goldman Sachs Target Date 2040 Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Target-Date category average over the same months.
| Period | GTIMX | Category average |
|---|---|---|
| 1 year (Dec 2021 – Nov 2022) | $88 | $89 |
| 3 years (Dec 2019 – Nov 2022) | $116 | $113 |
| Since data start (Sep 2019 – Nov 2022) | $122 | $118 |
GTIMX Trailing Returns
Total returns to Nov 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −12.25% |
| 3 years (annualised) | +5.09% |
GTIMX Annual Returns
Calendar-year total returns of Goldman Sachs Target Date 2040 Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Nov) | −15.25% |
| 2021 | +16.63% |
| 2020 | +14.59% |
| 2019 (Sep–Dec) | +8.06% |
GTIMX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −5.1% | −2.6% | +1.3% | −7.5% | +0.7% | −7.5% | +6.3% | −3.7% | −8.5% | +5.1% | +6.7% | — |
| 2021 | −0.2% | +1.4% | +2.6% | +3.8% | +1.5% | +1.6% | +1.0% | +2.1% | −4.0% | +4.5% | −2.0% | +3.5% |
| 2020 | −0.5% | −5.9% | −12.0% | +8.6% | +4.7% | +2.3% | +4.6% | +4.0% | −2.2% | −2.0% | +10.2% | +4.1% |
| 2019 | — | — | — | — | — | — | — | — | +1.4% | +2.1% | +1.9% | +2.5% |
GTIMX Risk
Risk measures from monthly returns over Dec 2019 – Nov 2022.
- 3-year volatility (annualised): 17.30%
- 3-year Sharpe ratio: 0.03 (vs 4.5% risk-free rate)
- Best month: +10.22% (Nov 2020)
- Worst month: −12.05% (Mar 2020)
GTIMX Fund Flows
Monthly money in and out of Goldman Sachs Target Date 2040 Portfolio, from SEC Form N-PORT.
- 12-month net flow: $2.4M
- 12-month gross sales (incl. reinvestments): $2.9M
- Sales ÷ redemptions: 5.47×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2022 | $39K | $5K | $35K |
| Oct 2022 | $43K | $106K | −$63K |
| Sep 2022 | $68K | $100K | −$32K |
| Aug 2022 | $60K | $13K | $47K |
| Jul 2022 | $240K | $68K | $172K |
| Jun 2022 | $43K | $997 | $42K |
| May 2022 | $25K | $988 | $24K |
| Apr 2022 | $77K | $1K | $76K |
| Mar 2022 | $156K | $8K | $148K |
| Feb 2022 | $15K | $24K | −$9K |
| Jan 2022 | $149K | $12K | $137K |
| Dec 2021 | $2.0M | $194K | $1.8M |
GTIMX Assets Under Management
Net assets of Goldman Sachs Target Date 2040 Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-11-30 | $10.49M |
| 2022-08-31 | $10.27M |
| 2022-05-31 | $10.57M |
| 2022-02-28 | $10.95M |
| 2021-11-30 | $10.05M |
| 2021-08-31 | $10.24M |
| 2021-05-31 | $9.50M |
| 2021-02-28 | $8.59M |
| 2020-11-30 | $8.08M |
| 2020-08-31 | $7.76M |
| 2020-05-31 | $6.95M |
| 2020-02-29 | $6.94M |
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.