Find A Portfolio/Ticker
Comparison Box
GDAFX: Goldman Sachs Dynamic Allocation A (MUTUAL FUND)
Basic Info
Asset Class: | World Allocation |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/06/2010 |
Last Dividend Date: | 12/30/2020 |
12-Mo. Yield | 7.32% |
Expenses | 1.38% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 03/02/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -2.5 | -18.9 | -11.2 | -4.7 | -3.1 | -2.9 | -3.1 | -46.2 | 1.6 | -6.2 | 9.3 | 5.9 | -7.4 | 2.5 | 5.2 | 7.7 | -1.7 | 7.1 |
Sharpe Ratio | NA | -0.34 | -0.72 | -0.48 | -0.28 | -0.2 | -2.47 | -0.44 | -1.01 | 0.03 | -1.17 | 0.29 | 0.66 | -0.89 | 0.37 | 0.69 | 1.18 | -0.19 | 0.87 |
Draw Down(%) | NA | 9.9 | 47.9 | 58.7 | 58.7 | 58.7 | 3.4 | 9.3 | 48.2 | 5.8 | 7.7 | 21.3 | 5.5 | 12.8 | 5.3 | 9.6 | 4.7 | 10.0 | 5.7 |
Standard Deviation(%) | NA | 7.3 | 26.8 | 25.0 | 18.5 | 17.1 | 6.8 | 7.1 | 45.9 | 6.8 | 6.4 | 30.4 | 8.6 | 8.4 | 6.6 | 7.5 | 6.5 | 9.2 | 8.1 |
Treynor Ratio | NA | -0.1 | 28.43 | 51.83 | -1.58 | -0.63 | -3.24 | -0.17 | 32.99 | 0.01 | -0.4 | 0.08 | 0.06 | -0.08 | 0.03 | 0.06 | 0.12 | -0.03 | 0.11 |
Alpha | NA | -0.01 | -0.07 | -0.04 | -0.01 | -0.01 | -0.06 | -0.01 | -0.21 | -0.02 | -0.02 | 0.0 | 0.01 | -0.03 | 0.0 | -0.02 | 0.01 | 0.0 | 0.01 |
Beta | NA | 0.25 | -0.01 | 0.0 | 0.03 | 0.06 | 0.05 | 0.18 | -0.01 | 0.32 | 0.19 | 1.08 | 0.88 | 0.95 | 0.81 | 0.83 | 0.63 | 0.51 | 0.63 |
RSquared | NA | 0.12 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.09 | 0.0 | 0.08 | 0.06 | 0.02 | 0.75 | 0.86 | 0.67 | 0.69 | 0.66 | 0.68 | 0.7 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/05/2010
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See World Allocation Asset Class Trend Rankings |
Top Rated Funds in World Allocation
Best Mutual Funds
- IVAEX (IVY ASSET STRATEGY FUND CLASS I) (99%)
- PAUIX (PIMCO ALL ASSET ALL AUTHORITY FUND INSTITUTIONAL) (97%)
- PAAIX (ALL ASSET FUND INSTITUTIONAL) (96%)
- PATRX (PIMCO ALL ASSET FUND R) (95%)
- WARCX (WELLS FARGO ADVANTAGE ABSOLUTE RETURN FUND CLASS C) (94%)
- RSSCX (COLUMBIA GLOBAL OPPORTUNITIES FUND COLUMBIA GLOBAL OPPORTUNITIES FUND CLASS C) (93%)
- PALPX (PIMCO ALL ASSET FUND CLASS P) (92%)
- JSPCX (JANUS GLOBAL ALLOCATION FUND - CONSERVATIVE CLASS T) (92%)
- GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) (92%)
- GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) (91%)
Best ETFs
- RLY (SPDR® SSgA Multi-Asset Real Return ETF) (44%)
- INKM (SPDR® SSgA Income Allocation ETF) (43%)
- GAL (SPDR® SSgA Global Allocation ETF) (43%)
- GYLD (Arrow Dow Jones Global Yield ETF) (42%)
- GMOM (Cambria Global Momentum ETF) (2%)
- GAA (Cambria Global Asset Allocation ETF) (1%)
Best Closed End Funds
- CHW (Calamos Global Dynamic Income Closed Fund) (100%)
- CGO (Calamos Global Total Return Closed Fund) (100%)
- RCG (RENN Fund Inc) (99%)