GTZHX Performance — Goldman Sachs Target Date Retirement Portfolio, Class R6
Data updated: 2023-01-25
GTZHX returned −12.48% over one year to Nov 2022. The annualised 3-year return is +1.37%. The fund trailed its Target-Date category average: $100 invested three years ago grew to $104, against $113 for the category, and to $88 over one year, against $89. Volatility over the past three years was 11.31% a year. In the 12 months to Nov 2022 the fund took in a net $3.1M, and assets reached $9.65M.
GTZHX Growth of $100
What $100 invested in Goldman Sachs Target Date Retirement Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Target-Date category average over the same months.
| Period | GTZHX | Category average |
|---|---|---|
| 1 year (Dec 2021 – Nov 2022) | $88 | $89 |
| 3 years (Dec 2019 – Nov 2022) | $104 | $113 |
| Since data start (Sep 2019 – Nov 2022) | $107 | $118 |
GTZHX Trailing Returns
Total returns to Nov 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −12.48% |
| 3 years (annualised) | +1.37% |
GTZHX Annual Returns
Calendar-year total returns of Goldman Sachs Target Date Retirement Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Nov) | −14.02% |
| 2021 | +7.35% |
| 2020 | +11.41% |
| 2019 (Sep–Dec) | +3.84% |
GTZHX 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 | −3.8% | −2.1% | −0.5% | −5.9% | +0.7% | −4.7% | +4.4% | −3.2% | −6.5% | +2.0% | +5.3% | — |
| 2021 | −0.6% | −0.2% | +0.6% | +2.4% | +1.0% | +1.4% | +1.1% | +0.9% | −2.5% | +2.3% | −0.9% | +1.8% |
| 2020 | +0.8% | −2.4% | −7.6% | +5.7% | +3.1% | +1.6% | +3.6% | +1.3% | −1.3% | −1.2% | +6.0% | +2.0% |
| 2019 | — | — | — | — | — | — | — | — | +0.4% | +1.1% | +0.9% | +1.3% |
GTZHX Risk
Risk measures from monthly returns over Dec 2019 – Nov 2022.
- 3-year volatility (annualised): 11.31%
- 3-year Sharpe ratio: -0.28 (vs 4.5% risk-free rate)
- Best month: +6.01% (Nov 2020)
- Worst month: −7.57% (Mar 2020)
GTZHX Fund Flows
Monthly money in and out of Goldman Sachs Target Date Retirement Portfolio, from SEC Form N-PORT.
- 12-month net flow: $3.1M
- 12-month gross sales (incl. reinvestments): $4.0M
- Sales ÷ redemptions: 4.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2022 | $12K | $10K | $1K |
| Oct 2022 | $17K | $3K | $14K |
| Sep 2022 | $25K | $2K | $23K |
| Aug 2022 | $267K | $12K | $255K |
| Jul 2022 | $2.0M | $568K | $1.5M |
| Jun 2022 | $25K | $12K | $13K |
| May 2022 | $10K | $2K | $8K |
| Apr 2022 | $11K | $1K | $9K |
| Mar 2022 | $11K | $2K | $9K |
| Feb 2022 | $9K | $37K | −$28K |
| Jan 2022 | $12K | $12K | −$124 |
| Dec 2021 | $1.6M | $276K | $1.3M |
GTZHX Assets Under Management
Net assets of Goldman Sachs Target Date Retirement Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-11-30 | $9.65M |
| 2022-08-31 | $9.56M |
| 2022-05-31 | $8.11M |
| 2022-02-28 | $8.58M |
| 2021-11-30 | $8.25M |
| 2021-08-31 | $8.36M |
| 2021-05-31 | $8.04M |
| 2021-02-28 | $7.69M |
| 2020-11-30 | $7.74M |
| 2020-08-31 | $7.52M |
| 2020-05-31 | $7.00M |
| 2020-02-29 | $7.00M |
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.