Find A Portfolio/Ticker
Comparison Box
GSQBX: Goldman Sachs Small Cap Value B (MUTUAL FUND)
Basic Info
| Asset Class: | SMALL BLEND |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 02/21/1997 |
| Last Dividend Date: | 12/05/2013 |
| 12-Mo. Yield | 0.00% |
| Expenses | 2.19% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 12/30/2014)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 02/21/1997 |
2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 4.8 | 18.2 | 15.3 | 7.8 | 11.6 | 9.8 | 4.5 | 37.2 | 15.2 | -0.3 | 24.9 | 26.8 | -27.7 | -6.5 | 16.4 | 3.2 | 18.1 | 42.1 | -8.2 | 19.7 | 31.0 | -2.9 | -17.6 | 29.0 |
| Sharpe Ratio | NA | 0.38 | 1.31 | 0.75 | 0.27 | NA | 0.38 | 0.35 | 2.76 | 1.01 | -0.01 | 1.07 | 0.77 | -0.65 | -0.5 | 0.89 | 0.06 | 1.14 | 2.7 | -0.45 | 1.12 | 1.69 | -0.49 | -1.15 | 2.97 |
| Draw Down(%) | NA | 11.1 | 11.6 | 26.9 | 55.7 | NA | 55.7 | 11.1 | 5.5 | 11.6 | 26.9 | 19.7 | 30.3 | 46.0 | 16.3 | 11.4 | 11.3 | 9.9 | 10.9 | 29.3 | 17.4 | 10.7 | 20.6 | 47.1 | 8.8 |
| Standard Deviation(%) | NA | 12.8 | 13.8 | 20.3 | 24.8 | NA | 21.3 | 12.7 | 13.5 | 15.2 | 30.8 | 23.3 | 34.6 | 43.9 | 19.0 | 14.7 | 18.5 | 15.1 | 15.3 | 21.0 | 15.8 | 16.0 | 12.3 | 18.2 | 10.4 |
| Treynor Ratio | NA | 0.06 | 0.2 | 0.16 | 0.07 | NA | 0.1 | 0.06 | 0.38 | 0.17 | 0.0 | 0.26 | 0.28 | -0.29 | -0.09 | 0.14 | 0.01 | 0.2 | 0.5 | -0.11 | 0.29 | 0.66 | -0.11 | -0.27 | 0.54 |
| Alpha | NA | -0.01 | -0.01 | -0.01 | -0.02 | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | -0.01 | -0.02 | 0.04 | -0.03 | 0.0 | -0.01 | 0.0 | 0.01 | 0.04 | 0.06 | 0.1 | -0.06 | -0.07 | 0.06 |
| Beta | NA | 0.82 | 0.9 | 0.95 | 0.97 | NA | 0.85 | 0.81 | 0.97 | 0.92 | 0.97 | 0.97 | 0.96 | 0.98 | 1.01 | 0.95 | 0.94 | 0.87 | 0.83 | 0.81 | 0.62 | 0.41 | 0.56 | 0.78 | 0.57 |
| RSquared | NA | 0.82 | 0.93 | 0.97 | 0.95 | NA | 0.87 | 0.82 | 0.97 | 0.98 | 0.99 | 0.99 | 0.98 | 0.98 | 0.96 | 0.97 | 0.54 | 0.85 | 0.92 | 0.94 | 0.84 | 0.59 | 0.42 | 0.75 | 0.58 |
| Yield(%) | N/A | 0.0 | 7.2 | 5.7 | 5.6 | 9.7 | N/A | 0.0 | 13.2 | 7.0 | 1.9 | 0.0 | 0.0 | 0.1 | 18.6 | 9.9 | 8.2 | 7.3 | 2.5 | 0.1 | 0.0 | 0.0 | 0.0 | 5.1 | 11.4 |
| Dividend Growth(%) | N/A | -100.0 | 982.1 | -45.2 | N/A | N/A | N/A | -100.0 | 107.6 | 251.8 | N/A | N/A | -100.0 | -99.5 | 96.6 | 17.0 | 22.8 | 306.3 | 2214.3 | N/A | N/A | N/A | -100.0 | -46.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/21/1997
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See SMALL BLEND Asset Class Trend Rankings |
Top Rated Funds in SMALL BLEND
Best Mutual Funds
- NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) (99%)
- DFSCX (U.S. MICRO CAP PORTFOLIO U.S. MICRO CAP PORTFOLIO - INSTITUTIONAL CLASS) (99%)
- IASCX (VOYA SMALL COMPANY PORTFOLIO CLASS ADV) (99%)
- RDVIX (ROYCE DIVIDEND VALUE FUND INVESTMENT CLASS) (96%)
- RMCFX (ROYCE MICRO-CAP FUND SERVICE CLASS) (96%)
- RSEFX (ROYCE SPECIAL EQUITY FUND SERVICE CLASS) (95%)
- RSEIX (ROYCE SPECIAL EQUITY FUND INSTITUTIONAL CLASS) (95%)
- RSQCX (ROYCE SPECIAL EQUITY FUND CONSULTANT CLASS) (95%)
- RTRIX (ROYCE TOTAL RETURN FUND INSTITUTIONAL CLASS) (94%)
- RYDVX (ROYCE DIVIDEND VALUE FUND SERVICE CLASS) (94%)
Best ETFs
- IWM (iShares Russell 2000 ETF) (99%)
- IWC (iShares Micro-Cap ETF) (98%)
- EES (WisdomTree U.S. SmallCap Fund) (98%)
- FDM (First Trust Dow Jones Select MicroCap Index Fund) (98%)
- FYX (First Trust Small Cap Core AlphaDEX Fund) (97%)
- IJR (iShares Core S&P Small Cap ETF) (97%)
- PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF) (97%)
- RWJ (Invesco S&P SmallCap 600 Revenue ETF) (97%)
- VB (Vanguard Small-Cap ETF) (96%)
- SCHA (Schwab U.S. Small-Cap ETF) (23%)
Best Closed End Funds
* Day change on 12/30/2014.Latest Articles Related to GSQBX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
