GTREX Performance — Goldman Sachs Target Date 2045 Portfolio, Class R
Data updated: 2023-01-25
GTREX returned −12.54% over one year to Nov 2022. The annualised 3-year return is +4.76%. 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 $115, against $113 for the category, and to $87 over one year, against $89. Volatility over the past three years was 18.84% a year. In the 12 months to Nov 2022 the fund took in a net $1.1M, and assets reached $9.61M.
GTREX Growth of $100
What $100 invested in Goldman Sachs Target Date 2045 Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Target-Date category average over the same months.
| Period | GTREX | Category average |
|---|---|---|
| 1 year (Dec 2021 – Nov 2022) | $87 | $89 |
| 3 years (Dec 2019 – Nov 2022) | $115 | $113 |
| Since data start (Sep 2019 – Nov 2022) | $122 | $118 |
GTREX Trailing Returns
Total returns to Nov 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −12.54% |
| 3 years (annualised) | +4.76% |
GTREX Annual Returns
Calendar-year total returns of Goldman Sachs Target Date 2045 Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Nov) | −15.66% |
| 2021 | +17.23% |
| 2020 | +13.09% |
| 2019 (Sep–Dec) | +9.38% |
GTREX 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 | −5.5% | −2.8% | +1.5% | −7.7% | +0.6% | −8.0% | +6.6% | −3.8% | −8.8% | +5.8% | +6.9% | — |
| 2021 | −0.2% | +1.7% | +2.7% | +3.8% | +1.5% | +1.6% | +0.9% | +2.2% | −4.2% | +4.8% | −2.1% | +3.7% |
| 2020 | −1.2% | −7.3% | −13.8% | +9.5% | +5.2% | +2.4% | +4.9% | +5.0% | −2.5% | −2.2% | +10.9% | +4.4% |
| 2019 | — | — | — | — | — | — | — | — | +1.8% | +2.3% | +2.2% | +2.8% |
GTREX Risk
Risk measures from monthly returns over Dec 2019 – Nov 2022.
- 3-year volatility (annualised): 18.84%
- 3-year Sharpe ratio: 0.01 (vs 4.5% risk-free rate)
- Best month: +10.87% (Nov 2020)
- Worst month: −13.78% (Mar 2020)
GTREX Fund Flows
Monthly money in and out of Goldman Sachs Target Date 2045 Portfolio, from SEC Form N-PORT.
- 12-month net flow: $1.1M
- 12-month gross sales (incl. reinvestments): $2.1M
- Sales ÷ redemptions: 2.06×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2022 | $33K | $404K | −$371K |
| Oct 2022 | $31K | $14K | $17K |
| Sep 2022 | $38K | $42K | −$3K |
| Aug 2022 | $90K | $5K | $84K |
| Jul 2022 | $58K | $331K | −$273K |
| Jun 2022 | $33K | $3K | $30K |
| May 2022 | $29K | $17K | $13K |
| Apr 2022 | $151K | $13K | $138K |
| Mar 2022 | $37K | $3K | $34K |
| Feb 2022 | $14K | $2K | $12K |
| Jan 2022 | $21K | $157K | −$136K |
| Dec 2021 | $1.5M | $17K | $1.5M |
GTREX Assets Under Management
Net assets of Goldman Sachs Target Date 2045 Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-11-30 | $9.61M |
| 2022-08-31 | $9.67M |
| 2022-05-31 | $10.41M |
| 2022-02-28 | $10.84M |
| 2021-11-30 | $10.38M |
| 2021-08-31 | $10.65M |
| 2021-05-31 | $10.11M |
| 2021-02-28 | $8.95M |
| 2020-11-30 | $8.39M |
| 2020-08-31 | $7.76M |
| 2020-05-31 | $6.87M |
| 2020-02-29 | $6.88M |
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.