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GDIFX: GOLDMAN SACHS DYNAMIC ALLOCATION FUND INSTITUTIONAL (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 | 1.01% |
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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 | -2.1 | -20.2 | -11.1 | -4.5 | -2.8 | -3.0 | -2.7 | -53.5 | 16.4 | -5.7 | 9.9 | 6.4 | -7.1 | 2.9 | 5.7 | 8.1 | -1.4 | 7.8 |
| Sharpe Ratio | NA | -0.29 | -0.59 | -0.39 | -0.22 | -0.15 | -2.62 | -0.39 | -0.89 | 1.48 | -1.1 | 0.31 | 0.71 | -0.85 | 0.43 | 0.74 | 1.22 | -0.15 | 0.94 |
| Draw Down(%) | NA | 9.7 | 54.6 | 58.4 | 58.4 | 58.4 | 3.4 | 9.2 | 55.3 | 3.7 | 7.2 | 20.9 | 5.5 | 12.8 | 5.4 | 9.6 | 4.8 | 9.9 | 5.7 |
| Standard Deviation(%) | NA | 7.3 | 35.1 | 30.5 | 22.3 | 20.5 | 6.5 | 7.1 | 60.1 | 10.2 | 6.4 | 29.8 | 8.7 | 8.3 | 6.7 | 7.5 | 6.7 | 9.1 | 8.3 |
| Treynor Ratio | NA | -0.07 | 19.38 | 18.72 | -1.67 | -0.6 | -3.18 | -0.13 | 28.96 | 1.19 | -0.35 | 0.09 | 0.07 | -0.07 | 0.04 | 0.07 | 0.13 | -0.03 | 0.12 |
| Alpha | NA | 0.0 | -0.07 | -0.03 | -0.01 | -0.01 | -0.06 | -0.01 | -0.25 | 0.05 | -0.02 | 0.0 | 0.01 | -0.03 | 0.01 | -0.02 | 0.01 | 0.0 | 0.01 |
| Beta | NA | 0.3 | -0.01 | -0.01 | 0.03 | 0.05 | 0.05 | 0.22 | -0.02 | 0.13 | 0.2 | 1.07 | 0.92 | 0.95 | 0.8 | 0.84 | 0.65 | 0.52 | 0.64 |
| RSquared | NA | 0.17 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.12 | 0.0 | 0.01 | 0.07 | 0.02 | 0.8 | 0.87 | 0.64 | 0.69 | 0.66 | 0.69 | 0.69 |
| Yield(%) | N/A | 0.0 | 5.4 | 9.0 | 6.0 | N/A | 0.0 | 0.0 | 6.6 | 14.7 | 4.8 | 25.0 | 0.0 | 3.3 | 6.4 | 3.3 | 3.9 | 0.9 | 1.9 |
| Dividend Growth(%) | N/A | -100.0 | -60.4 | 159.5 | N/A | N/A | N/A | -100.0 | -55.2 | 172.2 | -82.6 | N/A | -100.0 | -50.7 | 94.5 | -11.5 | 334.0 | -49.7 | 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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