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GREIX: GOLDMAN SACHS REAL ESTATE SECURITIES FUND INSTITUTIONAL (MUTUAL FUND)
Basic Info 11.61 0(0.0%) May 22
Asset Class: | REAL ESTATE |
MyPlanIQ Rating: | (81%) |
Start Date: | 09/23/1998 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 5.04% |
Expenses | 1.96% |
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Performance Analytics (As of 05/17/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/27/1999 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.8 | -3.2 | 10.2 | 0.6 | 3.1 | 5.3 | 11.2 | 7.2 | 8.6 | 16.3 | -27.1 | 44.5 | -7.5 | 25.7 | -5.0 | 3.3 | 5.8 | 3.5 | 29.5 | 2.5 | 16.7 | 10.4 | 28.1 | 25.2 | -41.1 | -15.8 | 34.8 | 13.7 | 26.9 | 39.9 | 3.3 | 7.0 | 32.5 | -0.6 | -1.3 |
Sharpe Ratio | NA | -0.55 | 0.36 | -0.05 | 0.06 | 0.19 | NA | NA | 0.26 | 0.6 | -1.08 | 2.65 | -0.18 | 1.94 | -0.38 | 0.1 | 0.34 | 0.21 | 2.68 | 0.17 | 1.21 | 0.35 | 1.02 | 0.39 | -0.56 | -0.73 | 2.17 | 0.68 | 1.55 | 3.21 | 0.13 | 0.33 | 2.38 | -0.35 | -0.41 |
Draw Down(%) | NA | 10.6 | 16.7 | 34.3 | 43.0 | 43.0 | NA | NA | 74.2 | 18.4 | 33.5 | 7.4 | 43.0 | 6.1 | 13.9 | 16.9 | 14.6 | 15.1 | 7.2 | 17.0 | 9.3 | 22.3 | 15.9 | 40.9 | 65.3 | 28.6 | 8.9 | 11.1 | 17.2 | 6.5 | 20.2 | 15.2 | 8.2 | 19.9 | 15.7 |
Standard Deviation(%) | NA | 18.1 | 18.9 | 21.8 | 26.2 | 22.5 | NA | NA | 27.3 | 20.4 | 26.4 | 16.8 | 42.8 | 12.5 | 16.9 | 25.7 | 16.5 | 16.7 | 11.0 | 15.1 | 13.8 | 29.7 | 27.5 | 63.5 | 74.4 | 25.9 | 14.6 | 17.1 | 16.8 | 12.2 | 16.3 | 14.4 | 11.9 | 10.9 | 18.7 |
Treynor Ratio | NA | -0.1 | 0.07 | -0.01 | 0.02 | 0.04 | NA | NA | 0.07 | 0.12 | -0.32 | 0.58 | -0.08 | 0.24 | -0.06 | 0.03 | 0.06 | 0.04 | 0.31 | 0.03 | 0.17 | 0.1 | 0.29 | 0.26 | -0.42 | -0.19 | 0.32 | 0.13 | 0.29 | 0.4 | 0.02 | 0.04 | 0.28 | -0.04 | -0.08 |
Alpha | NA | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | NA | NA | 0.0 | 0.02 | -0.01 | 0.05 | -0.01 | -0.01 | 0.01 | 0.01 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | -0.01 | -0.03 | 0.0 | 0.0 | 0.01 | 0.01 | 0.01 | 0.0 | -0.01 | 0.02 | 0.04 | 0.12 |
Beta | NA | 1.0 | 1.0 | 0.91 | 0.95 | 0.96 | NA | NA | 0.97 | 0.98 | 0.9 | 0.77 | 0.98 | 1.0 | 1.03 | 0.88 | 0.96 | 0.96 | 0.95 | 0.96 | 1.01 | 0.98 | 0.98 | 0.95 | 0.99 | 1.0 | 1.0 | 0.92 | 0.89 | 0.98 | 0.91 | 1.1 | 1.01 | 0.98 | 0.98 |
RSquared | NA | 0.93 | 0.96 | 0.74 | 0.88 | 0.79 | NA | NA | 0.92 | 0.94 | 0.73 | 0.47 | 0.98 | 0.96 | 0.98 | 0.12 | 0.98 | 0.99 | 0.97 | 0.99 | 0.99 | 1.0 | 0.99 | 1.0 | 1.0 | 0.99 | 0.99 | 0.71 | 0.87 | 0.86 | 0.69 | 0.65 | 0.84 | 0.73 | 0.83 |
Yield(%) | N/A | 0.9 | 5.1 | 5.1 | 7.5 | 8.3 | 16.0 | 8.9 | N/A | 4.5 | 3.5 | 8.8 | 8.6 | 20.0 | 14.4 | 18.2 | 11.7 | 4.4 | 1.6 | 1.8 | 1.8 | 1.9 | 2.7 | 2.9 | 6.5 | 15.6 | 10.1 | 8.8 | 2.9 | 6.0 | 6.3 | 8.1 | 5.1 | 4.8 | 1.6 |
Dividend Growth(%) | N/A | -76.5 | -0.1 | -65.4 | -36.9 | 57.9 | N/A | N/A | N/A | -10.8 | -44.7 | -16.3 | -53.6 | 10.0 | -32.6 | 47.7 | 159.9 | 258.9 | -13.3 | 12.6 | 6.7 | -11.5 | 13.0 | -76.5 | -71.1 | 89.0 | 23.6 | 276.4 | -37.2 | -6.8 | -23.0 | 101.8 | -2.4 | 195.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/27/1999
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