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GSLAX: GOLDMAN SACHS LARGE CAP VALUE FUND CLASS A (MUTUAL FUND)
Basic Info 16.16 0.12(0.75%) May 03
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (93%) |
Start Date: | 01/06/2000 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 4.94% |
Expenses | 1.29% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/07/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.4 | 6.4 | 21.3 | 7.0 | 9.7 | 7.6 | 10.7 | 7.3 | 6.7 | 12.9 | -6.3 | 23.6 | 4.0 | 25.6 | -8.9 | 9.4 | 11.3 | -4.6 | 12.2 | 32.6 | 19.2 | -7.8 | 12.1 | 24.7 | -37.3 | 3.5 | 18.4 | 6.5 | 18.2 | 24.9 | -12.3 | -5.4 | 12.3 |
Sharpe Ratio | NA | 1.65 | 1.49 | 0.32 | 0.38 | 0.38 | NA | NA | 0.29 | 0.67 | -0.38 | 1.8 | 0.1 | 2.17 | -0.64 | 1.07 | 0.75 | -0.29 | 1.03 | 2.77 | 1.36 | -0.3 | 0.59 | 0.89 | -0.96 | 0.03 | 1.48 | 0.28 | 1.64 | 1.65 | -0.61 | -0.51 | 0.5 |
Draw Down(%) | NA | 5.7 | 11.2 | 17.5 | 37.0 | 37.0 | NA | NA | 54.4 | 11.2 | 17.5 | 6.3 | 37.0 | 5.9 | 19.3 | 4.5 | 13.3 | 16.1 | 8.8 | 5.7 | 11.7 | 25.7 | 17.6 | 25.3 | 47.6 | 11.1 | 8.2 | 8.3 | 6.4 | 13.4 | 25.9 | 19.0 | 13.9 |
Standard Deviation(%) | NA | 10.8 | 11.7 | 15.5 | 20.8 | 17.6 | NA | NA | 19.1 | 13.1 | 20.3 | 13.1 | 35.9 | 11.2 | 15.9 | 8.3 | 14.8 | 16.3 | 11.8 | 11.8 | 14.2 | 26.6 | 20.4 | 27.7 | 39.7 | 16.5 | 10.3 | 15.8 | 10.5 | 14.6 | 22.0 | 15.4 | 16.9 |
Treynor Ratio | NA | 0.17 | 0.16 | 0.05 | 0.08 | 0.07 | NA | NA | 0.06 | 0.08 | -0.08 | 0.26 | 0.04 | 0.25 | -0.1 | 0.08 | 0.1 | -0.04 | 0.12 | 0.32 | 0.18 | -0.07 | 0.11 | 0.29 | -0.43 | 0.01 | 0.15 | 0.05 | 0.18 | 0.29 | -0.18 | -0.11 | 0.1 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.0 | -0.01 | NA | NA | 0.0 | 0.01 | -0.02 | 0.0 | 0.01 | 0.0 | -0.01 | -0.03 | -0.02 | -0.01 | -0.01 | 0.0 | 0.01 | -0.04 | -0.01 | 0.03 | -0.03 | 0.01 | -0.02 | 0.0 | 0.01 | -0.01 | 0.01 | 0.01 | 0.01 |
Beta | NA | 1.02 | 1.06 | 0.96 | 0.99 | 1.0 | NA | NA | 0.93 | 1.04 | 0.95 | 0.89 | 1.0 | 0.96 | 0.99 | 1.09 | 1.09 | 1.04 | 1.06 | 1.03 | 1.1 | 1.1 | 1.1 | 0.86 | 0.89 | 0.96 | 1.05 | 0.96 | 0.95 | 0.84 | 0.75 | 0.72 | 0.88 |
RSquared | NA | 0.74 | 0.88 | 0.79 | 0.92 | 0.93 | NA | NA | 0.92 | 0.9 | 0.78 | 0.76 | 0.99 | 0.97 | 0.97 | 0.88 | 0.96 | 0.96 | 0.95 | 0.95 | 0.97 | 0.99 | 0.98 | 0.96 | 0.97 | 0.97 | 0.94 | 0.41 | 0.94 | 0.95 | 0.87 | 0.89 | 0.94 |
Yield(%) | N/A | 0.0 | 6.4 | 8.2 | 7.6 | 7.4 | 10.3 | 7.1 | N/A | 6.4 | 7.8 | 13.6 | 3.3 | 6.6 | 10.5 | 15.3 | 1.9 | 8.9 | 6.6 | 0.8 | 1.3 | 1.1 | 0.6 | 1.1 | 0.7 | 7.8 | 4.8 | 8.4 | 0.8 | 1.0 | 0.9 | 0.4 | 0.6 |
Dividend Growth(%) | N/A | -100.0 | -30.5 | 42.1 | -21.9 | 259.2 | N/A | N/A | N/A | -30.5 | -35.5 | 306.0 | -40.5 | -49.1 | -35.8 | 817.9 | -82.1 | 41.8 | 1000.0 | -28.6 | 7.7 | 85.7 | -30.0 | 0.0 | -91.1 | 80.6 | -42.6 | 1100.0 | 0.0 | 0.0 | 125.0 | -33.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/07/2000
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