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 9, 2020)
 
 
Spot
Excess Return
Total Return
GS Enh Strat E50
on DJUBSCI
273.7821
156.8943
283.682
GS Enh Strat E85
on DJUBSCI
305.2196
143.6162
259.6417
GS Enh Strat E95
on DJUBSCI
309.7833
206.4103
373.1592
GS Enh Strat E137
on DJUBSCI
 
203.6486
368.1706
GS Enh Strat E143
on DJUBSCI
310.9675
203.1181
367.2116

S&P GSCI® E96 Enhanced Strategy Value
Table 2: S&P GSCI® E96, Light and Reduced Energy E96 Enhanced Strategy Values (July 9, 2020)
 
 
Spot
Excess Return
Total Return
S&P GSCI®
E96 Enh Strat
192.1382
171.946
310.8541
S&P GSCI® Redu Ener
E96 Enh Strat
182.2494
142.8477
258.2544
S&P GSCI® Light Ene
E96 Enh Strat
167.22
119.1773
215.4749

S&P GSCIĀ® Agriculture Enhanced Strategy
Table 3: S&P GSCI® Agriculture E90 Enhanced Strategy (July 9, 2020)
 
 
Spot
Excess Return
Total Return
S&P GSCI® Agric E90 Enh Strat

120.607
57.16849
103.3683

S&P GSCIĀ® Brent Crude Strategy
Table 4: S&P GSCI® Brent Crude A124 Strategy Values (July 9, 2020)
 
 
Spot
Excess Return
Total Return
S&P GSCI® Brent Crude A124 Strat

364.6097
382.154
558.1969