| CAGR | +0.3% | +0.7% | +2.3% | +2.1% |
| Sharpe | -0.98 | -0.64 | -0.12 | -0.04 |
| Sortino | -1.12 | -0.81 | -0.19 | -0.06 |
| Corr to S&P500 | 0.38 | 0.22 | 0.65 | 0.83 |
| Capture+ | +0.09 | +0.14 | +0.18 | +0.19 |
| Capture- | +0.34 | +0.21 | +0.22 | +0.22 |
| Capture ratio | 0.28 | 0.65 | 0.86 | 0.87 |
| Beta | 0.12 | 0.14 | 0.21 | 0.22 |
| MDD | -11% | -11% | -13% | -13% |
The fund seeks to achieve its investment objective through the implementation of investment ideas that are generally derived from short-term or medium-term market views on a variety of asset classes and instruments ("Tactical Tilts") generated by the Goldman Sachs Investment Strategy Group ("Investment Strategy Group"). It may invest in derivatives for both hedging and non-hedging purposes.