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GITRX: GOLDMAN SACHS INTERNATIONAL TAX-MANAGED EQUITY FUND CLASS IR SHARES (MUTUAL FUND)
Basic Info 12.45 0.09(0.72%) April 25
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (10%) |
Start Date: | 09/01/2010 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 2.98% |
Expenses | 0.97% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 09/01/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 5.2 | 14.7 | 3.9 | 7.4 | 5.5 | 6.7 | 19.9 | -15.1 | 12.3 | 10.1 | 21.9 | -16.7 | 29.1 | 1.2 | 4.0 | -5.6 | 22.4 | 17.7 | -13.1 | 11.6 |
Sharpe Ratio | NA | 0.78 | 0.71 | 0.06 | 0.28 | 0.26 | 0.33 | 1.23 | -0.77 | 0.91 | 0.34 | 1.9 | -1.28 | 3.58 | 0.06 | 0.26 | -0.48 | 1.71 | 1.05 | -0.47 | 2.25 |
Draw Down(%) | NA | 5.8 | 9.3 | 30.0 | 34.8 | 37.2 | 37.2 | 9.3 | 28.1 | 7.9 | 34.8 | 8.4 | 24.9 | 2.5 | 12.0 | 13.5 | 14.0 | 9.8 | 16.3 | 26.0 | 8.8 |
Standard Deviation(%) | NA | 11.0 | 11.9 | 16.3 | 18.8 | 16.3 | 17.2 | 12.9 | 21.6 | 13.5 | 28.9 | 10.8 | 14.0 | 8.0 | 17.2 | 15.1 | 11.8 | 13.0 | 16.9 | 27.8 | 17.2 |
Treynor Ratio | NA | 0.11 | 0.1 | 0.01 | 0.06 | 0.05 | 0.06 | 0.18 | -0.2 | 0.14 | 0.11 | 0.22 | -0.17 | 0.28 | 0.01 | 0.04 | -0.06 | 0.23 | 0.18 | -0.13 | 0.38 |
Alpha | NA | 0.05 | 0.03 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 | -0.02 | 0.02 | 0.01 | 0.01 | -0.01 | 0.0 | -0.01 | 0.04 | 0.0 | 0.0 | -0.01 | 0.01 | -0.02 |
Beta | NA | 0.8 | 0.88 | 0.84 | 0.88 | 0.9 | 0.94 | 0.86 | 0.82 | 0.87 | 0.91 | 0.92 | 1.03 | 1.02 | 0.92 | 0.91 | 1.01 | 0.97 | 0.97 | 1.03 | 1.02 |
RSquared | NA | 0.61 | 0.75 | 0.7 | 0.81 | 0.84 | 0.88 | 0.73 | 0.68 | 0.74 | 0.91 | 0.87 | 0.94 | 0.86 | 0.93 | 0.9 | 0.92 | 0.94 | 0.94 | 0.98 | 0.94 |
Yield(%) | N/A | 0.0 | 2.4 | 2.7 | 2.7 | 2.6 | N/A | 2.7 | 2.8 | 3.2 | 1.4 | 5.0 | 1.7 | 2.2 | 1.6 | 1.4 | 2.5 | 2.6 | 2.2 | 2.8 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -22.9 | 25.6 | 17.9 | N/A | N/A | -22.9 | -2.8 | 140.0 | -65.9 | 131.6 | 0.0 | 35.7 | 16.7 | -47.8 | 15.0 | 33.3 | -31.8 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/01/2010
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