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(July 20, 2018)
 
 
Spot
Excess Return
Total Return
GS Enh Strat E50
on DJUBSCI
290.3494
179.6413
313.7533
GS Enh Strat E85
on DJUBSCI
324.1266
165.975
289.8487
GS Enh Strat E95
on DJUBSCI
327.9907
239.8964
418.9322
GS Enh Strat E137
on DJUBSCI
 
237.3419
414.4759
GS Enh Strat E143
on DJUBSCI
329.3071
237.1717
414.1786

S&P GSCI® E96 Enhanced Strategy Value
Table 2: S&P GSCI® E96, Light and Reduced Energy E96 Enhanced Strategy Values (July 20, 2018)
 
 
Spot
Excess Return
Total Return
S&P GSCI®
E96 Enh Strat
258.541
268.7159
469.2597
S&P GSCI® Redu Ener
E96 Enh Strat
224.6113
202.0985
352.9343
S&P GSCI® Light Ene
E96 Enh Strat
190.4951
155.1697
270.999

S&P GSCIĀ® Agriculture Enhanced Strategy
Table 3: S&P GSCI® Agriculture E90 Enhanced Strategy (July 20, 2018)
 
 
Spot
Excess Return
Total Return
S&P GSCI® Agric E90 Enh Strat

126.0354
66.17712
115.585

S&P GSCIĀ® Brent Crude Strategy
Table 4: S&P GSCI® Brent Crude A124 Strategy Values (July 20, 2018)
 
 
Spot
Excess Return
Total Return
S&P GSCI® Brent Crude A124 Strat

626.7343
798.4233
1126.512