Find A Portfolio/Ticker
Comparison Box
GXSIX: GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO INSTITUTIONAL SHARES (MUTUAL FUND)
Basic Info
Asset Class: | World Allocation |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/03/2007 |
Last Dividend Date: | 12/28/2023 |
12-Mo. Yield | 3.88% |
Expenses | 1.13% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 02/14/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 04/03/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | -1.4 | 4.0 | -0.9 | 3.0 | 2.9 | 6.7 | 2.5 | 10.6 | -14.9 | 8.5 | 3.8 | 18.9 | -10.1 | 15.7 | 6.4 | -2.8 | -0.4 | 3.1 | 16.8 | -2.8 | 15.7 | 37.9 | -41.9 | 4.9 |
Sharpe Ratio | NA | -2.06 | -0.04 | -0.28 | 0.11 | 0.18 | NA | 0.13 | 0.72 | -1.17 | 1.01 | 0.17 | 2.99 | -1.36 | 2.98 | 0.63 | -0.33 | -0.07 | 0.44 | 2.41 | -0.24 | 1.24 | 1.97 | -1.56 | 0.3 |
Draw Down(%) | NA | 2.5 | 7.6 | 24.3 | 31.2 | 31.2 | NA | 53.5 | 7.6 | 22.7 | 5.8 | 31.2 | 3.6 | 14.7 | 2.1 | 7.8 | 9.8 | 9.4 | 10.0 | 7.1 | 15.1 | 10.6 | 18.3 | 52.6 | 9.6 |
Standard Deviation(%) | NA | 7.1 | 8.5 | 10.7 | 13.0 | 10.7 | NA | 12.9 | 8.8 | 14.0 | 8.4 | 21.7 | 5.8 | 8.4 | 5.1 | 9.8 | 8.6 | 6.1 | 6.9 | 7.0 | 11.9 | 12.6 | 19.2 | 27.4 | 12.9 |
Treynor Ratio | NA | -0.24 | 0.0 | -0.04 | 0.02 | 0.03 | NA | 0.02 | 0.07 | -0.21 | 0.12 | 0.07 | 0.26 | -0.17 | 0.16 | 0.06 | -0.03 | -0.01 | 0.04 | 0.22 | -0.04 | 0.14 | 0.3 | -0.34 | 0.03 |
Alpha | NA | -0.07 | -0.02 | 0.0 | -0.01 | 0.0 | NA | -0.01 | 0.0 | -0.01 | 0.02 | -0.02 | 0.02 | -0.02 | 0.01 | 0.01 | -0.01 | -0.01 | -0.03 | 0.03 | 0.0 | 0.02 | 0.03 | -0.09 | -0.06 |
Beta | NA | 0.6 | 0.84 | 0.77 | 0.65 | 0.71 | NA | 0.91 | 0.85 | 0.77 | 0.7 | 0.5 | 0.68 | 0.65 | 0.96 | 1.07 | 0.96 | 0.72 | 0.76 | 0.77 | 0.75 | 1.1 | 1.26 | 1.26 | 1.25 |
RSquared | NA | 0.55 | 0.67 | 0.67 | 0.37 | 0.44 | NA | 0.64 | 0.69 | 0.7 | 0.57 | 0.18 | 0.46 | 0.44 | 0.55 | 0.84 | 0.83 | 0.63 | 0.69 | 0.85 | 0.85 | 0.9 | 0.84 | 0.89 | 0.65 |
Yield(%) | N/A | 0.0 | 3.9 | 3.5 | 3.6 | 3.4 | 6.2 | N/A | 4.1 | 3.4 | 4.0 | 2.2 | 4.2 | 2.8 | 4.9 | 3.9 | 2.8 | 3.1 | 3.7 | 5.3 | 4.3 | 6.9 | 5.7 | 3.9 | 3.8 |
Dividend Growth(%) | N/A | -100.0 | -1.0 | 29.4 | 5.0 | N/A | N/A | N/A | -1.0 | -12.2 | 85.7 | -40.3 | 32.0 | -37.1 | 30.2 | 28.4 | -11.6 | -18.5 | -22.0 | 13.8 | -31.7 | 60.8 | -21.0 | 5.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/03/2007
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 World Allocation Asset Class Trend Rankings |
Top Rated Funds in World Allocation
Best Mutual Funds
- IVAEX (IVY ASSET STRATEGY FUND CLASS I) (99%)
- PAUIX (PIMCO ALL ASSET ALL AUTHORITY FUND INSTITUTIONAL) (97%)
- PAAIX (ALL ASSET FUND INSTITUTIONAL) (96%)
- PATRX (PIMCO ALL ASSET FUND R) (95%)
- WARCX (WELLS FARGO ADVANTAGE ABSOLUTE RETURN FUND CLASS C) (94%)
- RSSCX (COLUMBIA GLOBAL OPPORTUNITIES FUND COLUMBIA GLOBAL OPPORTUNITIES FUND CLASS C) (93%)
- PALPX (PIMCO ALL ASSET FUND CLASS P) (92%)
- JSPCX (JANUS GLOBAL ALLOCATION FUND - CONSERVATIVE CLASS T) (92%)
- GBMFX (GMO BENCHMARK-FREE ALLOCATION FUND CLASS III) (92%)
- GBATX (GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND CLASS III) (91%)
Best ETFs
- RLY (SPDR® SSgA Multi-Asset Real Return ETF) (44%)
- INKM (SPDR® SSgA Income Allocation ETF) (43%)
- GAL (SPDR® SSgA Global Allocation ETF) (43%)
- GYLD (Arrow Dow Jones Global Yield ETF) (42%)
- GMOM (Cambria Global Momentum ETF) (2%)
- GAA (Cambria Global Asset Allocation ETF) (1%)
Best Closed End Funds
- CHW (Calamos Global Dynamic Income Closed Fund) (100%)
- CGO (Calamos Global Total Return Closed Fund) (100%)
- RCG (RENN Fund Inc) (99%)