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GSDIX: GOLDMAN SACHS EMERGING MARKETS DEBT FUND INSTITUTIONAL (MUTUAL FUND)
Basic Info 9.37 0.03(0.32%) April 24
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | (90%) |
Start Date: | 09/17/2003 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 7.79% |
Expenses | 1.16% |
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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 | 15 Yr | 20 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.2 | -0.1 | 12.5 | -3.2 | -0.1 | 2.1 | 5.6 | 5.7 | 5.7 | 13.2 | -20.0 | -3.0 | 7.6 | 13.8 | -7.5 | 9.3 | 10.3 | 0.9 | 6.6 | -6.0 | 19.7 | 7.0 | 15.7 | 40.4 | -19.4 | 5.8 | 11.8 | 16.3 | 8.9 | 3.9 |
Sharpe Ratio | NA | -0.79 | 1.14 | -0.67 | -0.19 | 0.14 | NA | NA | 0.63 | 1.16 | -1.97 | -0.69 | 0.53 | 2.59 | -1.61 | 2.26 | 1.64 | 0.17 | 1.43 | -1.01 | 4.86 | 1.23 | 2.46 | 6.45 | -1.35 | 0.6 | 1.71 | 2.07 | 0.88 | 3.07 |
Draw Down(%) | NA | 2.7 | 5.9 | 30.8 | 30.8 | 30.8 | NA | NA | 34.2 | 5.9 | 28.3 | 6.3 | 23.6 | 2.8 | 10.2 | 2.1 | 6.7 | 4.8 | 7.2 | 11.9 | 4.0 | 6.9 | 6.5 | 4.6 | 34.2 | 6.7 | 6.4 | 4.5 | 11.3 | 1.5 |
Standard Deviation(%) | NA | 6.0 | 7.2 | 8.2 | 9.1 | 7.4 | NA | NA | 7.4 | 7.7 | 10.9 | 4.4 | 13.8 | 4.8 | 5.5 | 3.9 | 6.2 | 5.0 | 4.6 | 6.0 | 4.1 | 5.6 | 6.3 | 6.3 | 15.0 | 4.6 | 5.0 | 6.8 | 9.1 | 4.4 |
Treynor Ratio | NA | -0.03 | 0.15 | -0.1 | -0.03 | 0.03 | NA | NA | 0.17 | 0.17 | -0.33 | -0.08 | 0.08 | 0.44 | -0.29 | 0.37 | 0.43 | -5.48 | -0.32 | -0.29 | 0.99 | 0.42 | 0.8 | 3.13 | -0.73 | 3.7 | 0.45 | 3.42 | 0.22 | 1.4 |
Alpha | NA | 0.01 | 0.04 | 0.0 | 0.01 | 0.01 | NA | NA | 0.02 | 0.04 | -0.03 | 0.0 | 0.0 | 0.04 | -0.03 | 0.02 | 0.04 | 0.0 | 0.02 | -0.02 | 0.07 | 0.02 | 0.06 | 0.13 | -0.09 | 0.01 | 0.03 | 0.05 | 0.01 | 0.04 |
Beta | NA | 1.68 | 0.53 | 0.58 | 0.64 | 0.41 | NA | NA | 0.28 | 0.52 | 0.65 | 0.39 | 0.86 | 0.28 | 0.31 | 0.24 | 0.23 | 0.0 | -0.21 | 0.21 | 0.2 | 0.17 | 0.19 | 0.13 | 0.28 | 0.01 | 0.19 | 0.04 | 0.36 | 0.1 |
RSquared | NA | 0.12 | 0.23 | 0.33 | 0.29 | 0.16 | NA | NA | 0.1 | 0.32 | 0.38 | 0.19 | 0.29 | 0.08 | 0.12 | 0.17 | 0.09 | 0.0 | 0.06 | 0.06 | 0.08 | 0.05 | 0.09 | 0.06 | 0.05 | 0.0 | 0.09 | 0.0 | 0.19 | 0.05 |
Yield(%) | N/A | 1.3 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 5.6 | 5.9 | 3.7 | 3.7 | 4.9 | 4.1 | 5.2 | 5.6 | 5.2 | 4.5 | 5.7 | 9.1 | 6.4 | 8.1 | 6.0 | 3.2 | 4.2 | 3.5 | 6.8 | 2.6 | 0.6 |
Dividend Growth(%) | N/A | -76.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -29.6 | 47.9 | 4.3 | -17.9 | 5.7 | -18.5 | -1.5 | 3.1 | 16.4 | -29.5 | -31.0 | 41.2 | -14.9 | 77.4 | 39.5 | -25.5 | 27.5 | -46.7 | 177.8 | 350.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/16/2003
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