See what your fund actually adds
Goldman Sachs Real Estate Securities Fund Investor Class GRETX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GRETX | Replication |
|---|---|---|
| Annualized growth | 1.4% | 0.7% |
| Annualized volatility | 18.7% | 18.6% |
| Sharpe ratio | 0.17 | 0.13 |
| Maximum drawdown | 33.5% | 34.3% |
| Replication fit (R²) | 0.98 · Tracking error 2.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model GRETX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VNQ | Sector · Real Estate | 100.0% |