GSMMX
Goldman Sachs Multi-Strategy Alternatives Fund
Goldman Sachs Trust II

Average annual returns

Through 2025
1 year
15.42%
3 year
4.15%
5 year
2.74%
10 year
2.80%

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

Calendar-year returns

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
4.86%
Sharpe
1.00
Sortino
1.88
Max drawdown
-11.41%
Best month
3.55%
Worst month
-5.70%
Beta vs VTSAX
0.01
Correlation
0.02

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

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