Goldman Sachs Enhanced Strategy on the DJ-UBSCI, DJ-UBSCI E85 and DJ-UBSCI E95 Values
Table 1: Goldman Sachs Enhanced Strategy on the DJ-UBSCI, DJ-UBSCI E85 and DJ-UBSCI E95 Values(January 19, 2018)
 
 
Spot
Excess Return
Total Return
GS Enh Strat E50
on DJUBSCI
300.2158
188.5639
326.4129
GS Enh Strat E85
on DJUBSCI
335.6426
174.4849
302.0044
GS Enh Strat E95
on DJUBSCI
339.1145
251.4775
435.2573
GS Enh Strat E137
on DJUBSCI
 
248.9345
430.8605
GS Enh Strat E143
on DJUBSCI
340.9354
248.7559
430.5514

S&P GSCI® E96 Enhanced Strategy Value
Table 2: S&P GSCI® E96, Light and Reduced Energy E96 Enhanced Strategy Values (January 19, 2018)
 
 
Spot
Excess Return
Total Return
S&P GSCI®
E96 Enh Strat
253.3376
262.4436
454.2424
S&P GSCI® Redu Ener
E96 Enh Strat
224.884
203.0646
351.4763
S&P GSCI® Light Ene
E96 Enh Strat
194.705
160.2059
277.3129

S&P GSCIĀ® Agriculture Enhanced Strategy
Table 3: S&P GSCI® Agriculture E90 Enhanced Strategy (January 19, 2018)
 
 
Spot
Excess Return
Total Return
S&P GSCI® Agric E90 Enh Strat

123.3679
67.85025
117.4562

S&P GSCIĀ® Brent Crude Strategy
Table 4: S&P GSCI® Brent Crude A124 Strategy Values (January 19, 2018)
 
 
Spot
Excess Return
Total Return
S&P GSCI® Brent Crude A124 Strat

584.7464
722.4816
1010.328