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GCMBX: Goldman Sachs Mid Cap Value B (MUTUAL FUND)
Basic Info
Asset Class: | MID-CAP VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/15/1997 |
Last Dividend Date: | 12/05/2013 |
12-Mo. Yield | 0.00% |
Expenses | 1.91% |
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Performance Analytics (As of 12/30/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 08/15/1997 |
2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 10.0 | 19.1 | 13.8 | 7.6 | 10.1 | 8.2 | 9.6 | 31.5 | 17.2 | -7.3 | 23.4 | 31.7 | -37.2 | 2.2 | 14.8 | 11.6 | 15.8 | 26.6 | -5.8 | 11.0 | 30.4 | -1.4 | -6.5 | 2.4 |
Sharpe Ratio | NA | 0.88 | 1.49 | 0.73 | 0.3 | NA | 0.34 | 0.85 | 2.5 | 1.21 | -0.27 | 1.05 | 1.05 | -0.96 | -0.05 | 1.05 | 0.63 | 1.13 | 1.88 | -0.33 | 0.56 | 1.64 | -0.37 | -0.57 | 0.17 |
Draw Down(%) | NA | 10.5 | 10.8 | 26.0 | 56.1 | NA | 56.1 | 10.5 | 6.2 | 10.8 | 26.0 | 18.1 | 25.2 | 50.8 | 14.9 | 9.5 | 7.3 | 7.4 | 12.5 | 24.1 | 15.3 | 13.1 | 21.6 | 32.7 | 12.1 |
Standard Deviation(%) | NA | 11.4 | 12.8 | 18.8 | 22.2 | NA | 19.7 | 11.4 | 12.6 | 14.2 | 27.8 | 22.3 | 30.1 | 39.5 | 17.1 | 10.9 | 14.9 | 13.1 | 13.7 | 20.6 | 15.9 | 16.1 | 12.5 | 17.2 | 18.9 |
Treynor Ratio | NA | 0.11 | 0.2 | 0.13 | 0.07 | NA | 0.07 | 0.11 | 0.31 | 0.17 | -0.07 | 0.23 | 0.38 | -0.43 | -0.01 | 0.12 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.01 | -0.01 | -0.02 | -0.01 | NA | 0.02 | -0.01 | -0.02 | 0.0 | -0.03 | 0.0 | 0.0 | -0.03 | 0.03 | 0.02 | 0.02 | 0.02 | 0.01 | 0.05 | 0.07 | 0.12 | -0.05 | -0.09 | -0.04 |
Beta | NA | 0.89 | 0.98 | 1.02 | 0.92 | NA | 0.92 | 0.89 | 1.01 | 1.0 | 1.05 | 1.03 | 0.83 | 0.88 | 1.01 | 0.93 | 1.01 | 0.91 | 0.8 | 0.77 | 0.57 | 0.47 | 0.45 | 0.76 | 0.73 |
RSquared | NA | 0.81 | 0.93 | 0.96 | 0.89 | NA | 0.64 | 0.81 | 0.96 | 0.97 | 0.98 | 0.98 | 0.97 | 0.96 | 0.96 | 0.16 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 7.4 | 5.0 | 4.7 | 6.5 | N/A | 0.0 | 18.5 | 0.0 | 0.0 | 0.0 | 0.4 | 0.1 | 11.2 | 4.8 | 7.4 | 0.0 | 0.0 | 2.1 | 3.0 | 0.0 | 9.1 | 4.2 | 12.2 |
Dividend Growth(%) | N/A | -100.0 | 8787.5 | -14.9 | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | -100.0 | 300.0 | -99.5 | 153.0 | -30.5 | N/A | N/A | -100.0 | -21.5 | N/A | -100.0 | 94.4 | -68.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/15/1997
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