Goldman Sachs Multi-Strategy Alternatives Fund
Name
As of 04/24/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
-5.8%
1 yr return
-3.7%
3 Yr Avg Return
-1.3%
5 Yr Avg Return
1.4%
Net Assets
$93.8 M
Holdings in Top 10
113.7%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 1.60%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 269.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$1,000,000
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 04/24/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GSMMX - Profile
Distributions
- YTD Total Return -5.8%
- 3 Yr Annualized Total Return -1.3%
- 5 Yr Annualized Total Return 1.4%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio -0.28%
- Dividend Yield 3.7%
- Dividend Distribution Frequency Annual
Fund Details
-
Legal NameGoldman Sachs Multi-Strategy Alternatives Fund
-
Fund Family NameGoldman Sachs Fund Complex
-
Inception DateApr 30, 2013
-
Shares OutstandingN/A
-
Share ClassInstl
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerBetsy Gorton
Fund Description
GSMMX - Performance
Return Ranking - Trailing
Period | GSMMX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | -5.8% | -73.0% | 19.4% | 64.16% |
1 Yr | -3.7% | -9.1% | 86.9% | 48.73% |
3 Yr | -1.3%* | -9.5% | 16.2% | 48.19% |
5 Yr | 1.4%* | -4.9% | 14.4% | 62.33% |
10 Yr | 1.1%* | -0.9% | 7.5% | N/A |
* Annualized
Return Ranking - Calendar
Period | GSMMX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | -0.7% | -22.7% | 305.1% | 14.81% |
2022 | -5.1% | -9.8% | 27.3% | 33.87% |
2021 | 6.2% | -20.8% | 10.9% | 16.00% |
2020 | 6.5% | -12.4% | 29.4% | 83.17% |
2019 | 6.5% | -10.5% | 15.8% | 34.03% |
Total Return Ranking - Trailing
Period | GSMMX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | -5.8% | -73.0% | 19.4% | 64.16% |
1 Yr | -3.7% | -13.4% | 86.9% | 44.73% |
3 Yr | -1.3%* | -9.5% | 16.2% | 44.18% |
5 Yr | 1.4%* | -5.3% | 14.4% | 56.50% |
10 Yr | 1.1%* | -0.9% | 7.5% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | GSMMX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 2.7% | -22.7% | 305.1% | 15.19% |
2022 | -4.6% | -9.8% | 27.3% | 34.27% |
2021 | 6.2% | -20.8% | 10.9% | 21.78% |
2020 | 6.5% | -8.4% | 29.4% | 91.09% |
2019 | 7.7% | -10.2% | 18.0% | 24.61% |
NAV & Total Return History
GSMMX - Holdings
Concentration Analysis
GSMMX | Category Low | Category High | GSMMX % Rank | |
---|---|---|---|---|
Net Assets | 93.8 M | 1.5 M | 5.01 B | 56.46% |
Number of Holdings | 159 | 4 | 4478 | 24.73% |
Net Assets in Top 10 | 110 M | -398 M | 2.55 B | 44.52% |
Weighting of Top 10 | 113.70% | 13.1% | 100.0% | 65.14% |
Top 10 Holdings
- Goldman Sachs Financial Square Government Fund 89.24%
- CAYMAN COMMODITY MMA IV LTD 20.95%
- LOW SU GASOIL G APR24 0.65%
- COFFEE 'C' FUTURE DEC24 0.55%
- SUGAR 11 (WORLD) MAR24 0.46%
- PURCHASED USD / SOLD SEK 0.46%
- PURCHASED USD / SOLD AUD 0.39%
- LONG GILT FUTURE MAR24 0.39%
- NY HARB ULSD FUT APR24 0.31%
- LIVE CATTLE FUTR JUN24 0.30%
Asset Allocation
Weighting | Return Low | Return High | GSMMX % Rank | |
---|---|---|---|---|
Stocks | 110.19% | -3.75% | 97.95% | 35.69% |
Preferred Stocks | 0.00% | -0.12% | 46.97% | 19.43% |
Convertible Bonds | 0.00% | 0.00% | 87.92% | 50.88% |
Cash | 0.00% | -6278.21% | 410.43% | 36.75% |
Bonds | 0.00% | -326.45% | 6347.80% | 47.00% |
Other | -3.97% | -21.53% | 148.54% | 50.53% |
Stock Sector Breakdown
Weighting | Return Low | Return High | GSMMX % Rank | |
---|---|---|---|---|
Technology | 14.89% | 0.00% | 39.58% | 7.87% |
Energy | 12.89% | 0.00% | 100.00% | 98.43% |
Industrials | 12.29% | 0.00% | 21.45% | 71.65% |
Basic Materials | 11.55% | 0.00% | 27.46% | 81.50% |
Financial Services | 11.34% | 0.00% | 59.28% | 73.62% |
Healthcare | 10.26% | 0.00% | 45.63% | 28.74% |
Real Estate | 8.49% | 0.00% | 51.26% | 80.31% |
Communication Services | 5.95% | 0.00% | 21.78% | 14.17% |
Consumer Defense | 5.26% | 0.00% | 13.62% | 55.51% |
Consumer Cyclical | 5.07% | 0.00% | 29.09% | 28.35% |
Utilities | 2.01% | 0.00% | 9.23% | 17.72% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | GSMMX % Rank | |
---|---|---|---|---|
US | 110.19% | -8.85% | 91.88% | 49.12% |
Non US | 0.00% | -19.62% | 42.11% | 19.79% |
GSMMX - Expenses
Operational Fees
GSMMX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 1.60% | 0.29% | 31.15% | 9.71% |
Management Fee | 0.75% | 0.00% | 2.50% | 96.82% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.01% | 0.30% | N/A |
Sales Fees
GSMMX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 2.50% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
GSMMX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 1.00% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
GSMMX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 269.00% | 0.00% | 491.00% | 74.60% |
GSMMX - Distributions
Dividend Yield Analysis
GSMMX | Category Low | Category High | GSMMX % Rank | |
---|---|---|---|---|
Dividend Yield | 3.69% | 0.00% | 4.56% | 84.45% |
Dividend Distribution Analysis
GSMMX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Annual | Annually | Quarterly | Annually |
Net Income Ratio Analysis
GSMMX | Category Low | Category High | GSMMX % Rank | |
---|---|---|---|---|
Net Income Ratio | -0.28% | -2.51% | 6.83% | 61.87% |
Capital Gain Distribution Analysis
GSMMX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Dec 21, 2023 | $0.393 | OrdinaryDividend |
Dec 21, 2022 | $0.056 | OrdinaryDividend |
Dec 31, 2019 | $0.112 | OrdinaryDividend |
Dec 30, 2016 | $0.203 | OrdinaryDividend |
Dec 31, 2015 | $0.037 | OrdinaryDividend |
Dec 31, 2014 | $0.068 | OrdinaryDividend |
GSMMX - Fund Manager Analysis
Managers
Betsy Gorton
Start Date
Tenure
Tenure Rank
Apr 30, 2015
7.09
7.1%
Ms. Gorton is a Portfolio Manager and Managing Director in the Alternative Investments & Manager Selection (AIMS) Group, based in New York. She is a member of the Hedge Funds and Public Markets Investment Committee. Previously, she worked in equity research covering gaming, lodging, and leisure. Prior to that, she worked in equity research in a group covering real estate from 2001 to 2002. She joined Goldman Sachs in 2001 as an Analyst and was named Managing Director in 2012.
Peter Seok
Start Date
Tenure
Tenure Rank
Aug 02, 2021
0.83
0.8%
Mr. Seok is a Vice President in the AIMS Group. He joined the firm in 2009.
Jennifer Stack
Start Date
Tenure
Tenure Rank
Aug 02, 2021
0.83
0.8%
Ms. Stack is a Managing Director in the AIMS Group. Prior to joining the firm in 2020, she was an investment professional at GCM Grosvenor.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.02 | 17.37 | 4.48 | 1.67 |