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GSUIX: GOLDMAN SACHS U.S. MORTGAGES FUND INSTITUTIONAL (MUTUAL FUND)
Basic Info 8.62 0.02(0.23%) April 24
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | (68%) |
Start Date: | 11/07/2003 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 3.73% |
Expenses | 0.44% |
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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 | Since 11/07/2003 |
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 | -3.7 | -1.2 | -4.2 | -0.7 | 0.8 | 2.4 | 2.5 | 2.4 | 4.5 | -12.5 | -1.4 | 5.8 | 6.4 | 0.7 | 1.8 | 1.9 | 1.3 | 6.1 | -0.7 | 5.6 | 5.6 | 7.2 | 11.9 | -3.5 | 5.6 | 4.5 | 2.5 | 1.2 | 1.0 |
Sharpe Ratio | NA | -2.17 | -0.55 | -0.86 | -0.37 | -0.05 | NA | NA | 0.34 | 0.03 | -1.65 | -0.59 | 1.58 | 2.13 | -0.22 | 0.47 | 0.75 | 0.45 | 2.54 | -0.21 | 3.66 | 2.18 | 2.21 | 2.24 | -0.68 | 0.9 | 0.45 | 0.16 | 0.06 | 2.0 |
Draw Down(%) | NA | 4.2 | 8.7 | 18.3 | 18.7 | 18.7 | NA | NA | 18.7 | 9.1 | 17.2 | 2.2 | 4.7 | 1.0 | 2.3 | 1.6 | 2.9 | 1.7 | 0.8 | 4.0 | 0.5 | 1.2 | 2.5 | 3.6 | 10.9 | 2.0 | 1.3 | 2.0 | 3.9 | 0.8 |
Standard Deviation(%) | NA | 7.0 | 8.0 | 7.4 | 6.0 | 4.6 | NA | NA | 4.2 | 8.6 | 8.5 | 2.4 | 3.5 | 2.3 | 2.7 | 2.6 | 2.2 | 2.8 | 2.4 | 3.3 | 1.5 | 2.5 | 3.2 | 5.3 | 6.5 | 2.9 | 2.6 | 2.3 | 3.8 | 3.3 |
Treynor Ratio | NA | -0.13 | -0.04 | -0.06 | -0.02 | 0.0 | NA | NA | 0.02 | 0.0 | -0.12 | -0.02 | 0.15 | 0.1 | -0.01 | 0.02 | 0.04 | 0.02 | 0.1 | -0.01 | 0.21 | 0.13 | 0.18 | 0.49 | -0.09 | 0.05 | 0.02 | 0.01 | 0.0 | 0.11 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.02 | 0.01 | 0.02 | 0.05 | -0.04 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 1.2 | 1.19 | 1.11 | 0.96 | 0.86 | NA | NA | 0.63 | 1.12 | 1.15 | 0.61 | 0.37 | 0.5 | 0.79 | 0.7 | 0.47 | 0.56 | 0.6 | 0.75 | 0.26 | 0.41 | 0.39 | 0.24 | 0.48 | 0.53 | 0.62 | 0.49 | 0.58 | 0.62 |
RSquared | NA | 0.94 | 0.89 | 0.86 | 0.75 | 0.71 | NA | NA | 0.53 | 0.87 | 0.87 | 0.65 | 0.18 | 0.69 | 0.72 | 0.64 | 0.62 | 0.75 | 0.68 | 0.74 | 0.29 | 0.65 | 0.42 | 0.09 | 0.32 | 0.73 | 0.72 | 0.6 | 0.57 | 0.87 |
Yield(%) | N/A | 1.0 | 4.0 | 2.4 | 2.8 | 2.6 | 2.9 | 2.2 | N/A | 4.0 | 2.1 | 1.6 | 3.0 | 3.5 | 2.8 | 2.5 | 2.4 | 2.4 | 2.7 | 2.1 | 4.1 | 2.4 | 3.4 | 0.0 | 1.0 | 0.3 | 0.3 | 0.3 | 0.7 | 0.0 |
Dividend Growth(%) | N/A | -75.0 | 28.6 | -19.6 | 6.7 | 74.2 | N/A | N/A | N/A | 63.6 | 29.4 | -46.9 | -11.1 | 24.1 | 11.5 | 4.0 | -3.8 | -7.1 | 27.3 | -48.8 | 72.0 | -26.5 | N/A | -100.0 | 233.3 | 0.0 | 0.0 | -57.1 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/07/2003
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