GMSAX
Goldman Sachs Managed Futures Strategy Fund
Goldman Sachs Trust

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
0.22%
3 year
-3.12%
5 year
2.70%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2020 onward derived from N-PORT monthly returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
9.22%
Sharpe
-0.06
Sortino
-0.08
Max drawdown
-20.08%
Best month
9.65%
Worst month
-8.26%

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.