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GS: The Goldman Sachs Group (UNDEFINED)
Basic Info 430.81 3.24(0.76%) April 29
Asset Class: | EQUITY |
MyPlanIQ Rating: | (100%) |
Start Date: | 05/04/1999 |
Last Dividend Date: | 02/28/2024 |
12-Mo. Yield | 2.76% |
Expenses | - |
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Performance Analytics (As of 04/29/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/04/1999 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.2 | 12.5 | 30.1 | 10.3 | 19.1 | 12.4 | 9.7 | 8.6 | 8.3 | 15.9 | -7.9 | 47.6 | 17.5 | 40.5 | -33.5 | 7.7 | 34.3 | -7.0 | 9.3 | 39.0 | 41.1 | -46.2 | -0.4 | 102.1 | -60.8 | 7.9 | 56.1 | 22.8 | 5.4 | 45.0 | -26.6 | -13.3 | 13.5 | 33.8 |
Sharpe Ratio | NA | 1.83 | 1.24 | 0.32 | 0.53 | 0.4 | NA | NA | 0.19 | 0.49 | -0.31 | 1.89 | 0.33 | 1.66 | -1.35 | 0.36 | 1.27 | -0.32 | 0.54 | 1.81 | 1.46 | -1.21 | -0.02 | 1.69 | -0.79 | 0.14 | 2.27 | 1.11 | 0.23 | 1.71 | -0.74 | -0.35 | 0.16 | 1.15 |
Draw Down(%) | NA | 6.8 | 18.6 | 32.8 | 45.6 | 48.7 | NA | NA | 79.0 | 20.9 | 30.5 | 11.9 | 45.6 | 12.0 | 42.2 | 16.2 | 22.3 | 21.3 | 14.9 | 12.6 | 28.9 | 49.9 | 29.1 | 33.3 | 75.8 | 29.4 | 17.8 | 15.9 | 23.1 | 16.1 | 38.7 | 44.6 | 42.5 | 24.7 |
Standard Deviation(%) | NA | 20.2 | 21.9 | 25.7 | 32.5 | 28.2 | NA | NA | 36.2 | 24.1 | 29.6 | 25.1 | 52.2 | 23.5 | 25.8 | 19.7 | 26.9 | 22.4 | 17.3 | 21.5 | 28.4 | 38.1 | 31.2 | 60.2 | 77.9 | 34.7 | 23.4 | 18.5 | 19.5 | 25.9 | 37.2 | 45.3 | 58.4 | 45.0 |
Treynor Ratio | NA | 0.5 | 0.26 | 0.08 | 0.15 | 0.1 | NA | NA | 0.05 | 0.11 | -0.1 | 0.51 | 0.14 | 0.32 | -0.3 | 0.04 | 0.23 | -0.06 | 0.09 | 0.28 | 0.26 | -0.38 | -0.01 | 0.6 | -0.44 | 0.03 | 0.33 | 0.18 | 0.04 | 0.35 | -0.23 | -0.1 | 0.06 | 0.3 |
Alpha | NA | 0.08 | 0.01 | 0.02 | 0.03 | 0.0 | NA | NA | 0.01 | -0.03 | 0.05 | 0.08 | -0.01 | 0.01 | -0.13 | -0.09 | 0.06 | -0.03 | -0.01 | -0.02 | 0.05 | -0.24 | -0.05 | 0.16 | -0.04 | 0.02 | 0.1 | 0.06 | -0.03 | 0.02 | 0.0 | 0.05 | 0.17 | 0.07 |
Beta | NA | 0.74 | 1.06 | 0.97 | 1.13 | 1.17 | NA | NA | 1.33 | 1.07 | 0.93 | 0.94 | 1.27 | 1.23 | 1.16 | 1.72 | 1.47 | 1.23 | 1.08 | 1.38 | 1.58 | 1.23 | 0.9 | 1.69 | 1.41 | 1.72 | 1.59 | 1.13 | 1.24 | 1.28 | 1.18 | 1.54 | 1.47 | 1.74 |
RSquared | NA | 0.19 | 0.34 | 0.46 | 0.57 | 0.56 | NA | NA | 0.52 | 0.37 | 0.62 | 0.26 | 0.71 | 0.44 | 0.59 | 0.38 | 0.55 | 0.71 | 0.54 | 0.53 | 0.53 | 0.62 | 0.3 | 0.61 | 0.53 | 0.63 | 0.52 | 0.42 | 0.53 | 0.67 | 0.63 | 0.56 | 0.36 | 0.4 |
Yield(%) | N/A | 0.7 | 3.2 | 2.6 | 3.6 | 2.9 | 2.4 | 2.3 | N/A | 3.0 | 2.3 | 2.5 | 2.1 | 2.4 | 1.2 | 1.2 | 1.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -73.8 | 13.2 | 114.8 | 321.6 | N/A | N/A | N/A | N/A | 16.7 | 38.5 | 30.0 | 20.5 | 31.7 | 8.6 | 48.7 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/04/1999
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