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GHTMX: GOLDMAN SACHS INTERNATIONAL TAX-MANAGED EQUITY FUND INSTITUTIONAL (MUTUAL FUND)
Basic Info 13 0.06(0.46%) May 17
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (65%) |
Start Date: | 02/04/2008 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 2.49% |
Expenses | 0.97% |
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Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 02/04/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 9.8 | 19.9 | 5.6 | 8.7 | 5.7 | 8.0 | 4.0 | 20.0 | -14.9 | 12.3 | 10.1 | 19.0 | -16.5 | 29.4 | 1.3 | 4.3 | -5.5 | 22.7 | 17.7 | -12.9 | 9.2 | 24.5 | -38.0 |
Sharpe Ratio | NA | 2.01 | 1.23 | 0.15 | 0.37 | 0.28 | NA | 0.15 | 1.24 | -0.75 | 0.9 | 0.34 | 1.66 | -1.26 | 3.59 | 0.06 | 0.28 | -0.47 | 1.74 | 1.04 | -0.47 | 0.41 | 0.85 | -0.97 |
Draw Down(%) | NA | 5.7 | 9.2 | 29.9 | 34.8 | 38.6 | NA | 58.4 | 9.2 | 28.0 | 7.9 | 34.8 | 8.5 | 24.8 | 2.6 | 12.0 | 13.5 | 14.0 | 9.8 | 16.3 | 26.0 | 20.4 | 29.6 | 53.6 |
Standard Deviation(%) | NA | 11.0 | 12.0 | 16.3 | 18.8 | 16.4 | NA | 20.7 | 12.8 | 21.7 | 13.7 | 28.9 | 10.6 | 14.1 | 8.1 | 17.2 | 15.1 | 11.7 | 13.0 | 17.1 | 27.8 | 22.1 | 28.6 | 43.1 |
Treynor Ratio | NA | 0.28 | 0.17 | 0.03 | 0.08 | 0.05 | NA | 0.03 | 0.19 | -0.21 | 0.14 | 0.11 | 0.19 | -0.17 | 0.28 | 0.01 | 0.05 | -0.05 | 0.23 | 0.18 | -0.13 | 0.09 | 0.25 | -0.42 |
Alpha | NA | 0.04 | 0.03 | 0.01 | 0.01 | 0.01 | NA | 0.0 | 0.02 | -0.02 | 0.02 | 0.01 | 0.0 | -0.01 | 0.0 | -0.01 | 0.04 | 0.01 | 0.0 | -0.01 | 0.01 | 0.01 | -0.03 | -0.01 |
Beta | NA | 0.79 | 0.87 | 0.82 | 0.87 | 0.9 | NA | 0.95 | 0.85 | 0.79 | 0.91 | 0.91 | 0.92 | 1.04 | 1.03 | 0.92 | 0.91 | 1.0 | 0.97 | 0.97 | 1.03 | 1.01 | 0.97 | 0.98 |
RSquared | NA | 0.65 | 0.76 | 0.67 | 0.8 | 0.83 | NA | 0.92 | 0.73 | 0.63 | 0.79 | 0.91 | 0.91 | 0.93 | 0.86 | 0.92 | 0.9 | 0.92 | 0.94 | 0.91 | 0.98 | 0.98 | 0.98 | 0.98 |
Yield(%) | N/A | 0.0 | 2.5 | 2.8 | 2.9 | 2.4 | 3.6 | N/A | 2.8 | 2.9 | 3.3 | 1.5 | 2.3 | 1.4 | 2.3 | 1.9 | 1.6 | 2.8 | 2.6 | 3.2 | 3.0 | 2.2 | 2.4 | 1.9 |
Dividend Growth(%) | N/A | -100.0 | -23.3 | 96.0 | 55.7 | N/A | N/A | N/A | -22.2 | -2.7 | 131.2 | -20.0 | 33.3 | -25.0 | 25.0 | 23.1 | -48.0 | 25.0 | -9.1 | -8.3 | 41.2 | 13.3 | -21.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/04/2008
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