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(December 13, 2019)
 
 
Spot
Excess Return
Total Return
GS Enh Strat E50
on DJUBSCI
290.8777
177.2305
319.1125
GS Enh Strat E85
on DJUBSCI
325.7151
162.7208
292.9509
GS Enh Strat E95
on DJUBSCI
327.9372
231.8952
417.4797
GS Enh Strat E137
on DJUBSCI
 
229.3562
412.9134
GS Enh Strat E143
on DJUBSCI
329.5433
229.1917
412.6173

S&P GSCI® E96 Enhanced Strategy Value
Table 2: S&P GSCI® E96, Light and Reduced Energy E96 Enhanced Strategy Values (December 13, 2019)
 
 
Spot
Excess Return
Total Return
S&P GSCI®
E96 Enh Strat
241.4113
248.2807
446.9796
S&P GSCI® Redu Ener
E96 Enh Strat
215.8519
187.9488
338.3718
S&P GSCI® Light Ene
E96 Enh Strat
188.1741
145.2318
261.4846

S&P GSCIĀ® Agriculture Enhanced Strategy
Table 3: S&P GSCI® Agriculture E90 Enhanced Strategy (December 13, 2019)
 
 
Spot
Excess Return
Total Return
S&P GSCI® Agric E90 Enh Strat

126.5335
62.28222
112.1448

S&P GSCIĀ® Brent Crude Strategy
Table 4: S&P GSCI® Brent Crude A124 Strategy Values (December 13, 2019)
 
 
Spot
Excess Return
Total Return
S&P GSCI® Brent Crude A124 Strat

550.5561
762.5075
1109.094