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GDHFX: GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS IR (MUTUAL FUND)
Basic Info
| Asset Class: | World Allocation |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 01/05/2010 |
| Last Dividend Date: | 12/30/2020 |
| 12-Mo. Yield | 0.00% |
| Expenses | 1.13% |
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Performance Analytics (As of 03/02/2022)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/05/2010 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -2.3 | 4.3 | 6.5 | 4.5 | 4.6 | -3.0 | -2.9 | -15.1 | 1.2 | -11.1 | -10.8 | 6.2 | -10.2 | -3.5 | 2.1 | 4.2 | -2.3 | 5.7 |
| Sharpe Ratio | NA | -0.3 | 0.28 | 0.31 | 0.29 | 0.31 | -2.61 | -0.39 | -1.76 | -3.36 | -4.1 | -1.27 | -3.19 | -3.22 | -2.55 | -1.97 | -2.01 | -2.24 | -1.51 |
| Draw Down(%) | NA | 9.8 | 17.7 | 25.0 | 25.0 | 25.0 | 3.4 | 9.2 | 18.4 | 6.6 | 11.9 | 21.4 | 5.5 | 14.7 | 9.4 | 9.6 | 5.7 | 9.9 | 5.7 |
| Standard Deviation(%) | NA | 7.6 | 13.9 | 18.6 | 14.2 | 13.4 | 6.6 | 7.5 | 8.7 | 6.5 | 8.0 | 23.8 | 8.7 | 8.9 | 8.7 | 8.3 | 7.2 | 9.3 | 8.6 |
| Treynor Ratio | NA | -0.09 | 4.25 | 4.8 | 0.87 | 0.61 | -3.27 | -0.17 | -36.25 | -1.33 | -8.26 | -0.35 | -0.3 | -0.3 | -0.26 | -0.19 | -0.23 | -0.4 | -0.2 |
| Alpha | NA | -0.01 | 0.02 | 0.03 | 0.02 | 0.02 | -0.06 | -0.01 | -0.06 | -0.07 | -0.12 | -0.24 | -0.07 | -0.11 | -0.03 | -0.22 | -0.03 | -0.03 | -0.28 |
| Beta | NA | 0.26 | 0.01 | 0.01 | 0.05 | 0.07 | 0.05 | 0.17 | 0.0 | 0.17 | 0.04 | 0.86 | 0.93 | 0.96 | 0.86 | 0.85 | 0.63 | 0.52 | 0.64 |
| RSquared | NA | 0.12 | 0.0 | 0.0 | 0.01 | 0.02 | 0.01 | 0.07 | 0.0 | 0.04 | 0.01 | 0.02 | 0.82 | 0.77 | 0.46 | 0.6 | 0.54 | 0.67 | 0.66 |
| Yield(%) | N/A | 0.0 | 12.8 | 14.5 | 8.6 | N/A | 0.0 | 0.0 | 6.1 | 50.0 | 4.9 | 25.0 | 0.0 | 3.0 | 6.2 | 3.3 | 3.7 | 0.8 | 1.9 |
| Dividend Growth(%) | N/A | -100.0 | -26.4 | 328.2 | N/A | N/A | N/A | -100.0 | -87.6 | 813.8 | -82.6 | N/A | -100.0 | -52.7 | 89.7 | -7.7 | 357.6 | -54.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/05/2010
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View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See World Allocation Asset Class Trend Rankings |
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