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P Goldman Sachs Global Tactical Small Cap Include Emerging Market Diversified Bonds
P Goldman Sachs Global Tactical Small Cap Include Emerging Market Diversified Bonds
live (public) 0.08% February 28
Delayed
Holdings (As of 12/29/2023)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset1 | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 1.21% | 33.33% |
Asset2 | NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) | 1.11% | 33.33% |
Asset3 | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.16% | 33.33% |
CASH | CASH (CASH) | 0.0% | 0.12% |
* Day change on 12/29/2023.
Performance (As of 02/28/2024)
Since 12/31/1996
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Goldman Sachs Global Tactical Small Cap Include Emerging Market Diversified Bonds | -5.5% | -6.1% | -3.9% | 2.9% | 3.8% | 7.9% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/31/1996 |
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 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.2 | -5.5 | -6.1 | -3.9 | 2.9 | 3.8 | 7.9 | 9.0 | 10.4 | -0.4 | -13.3 | 14.6 | 13.4 | 9.0 | -5.2 | 20.6 | 4.7 | -3.1 | 9.3 | 18.3 | 10.3 | 8.7 | 14.2 | 24.4 | 1.1 | 22.2 | 21.1 | 13.3 | 19.3 | 35.2 | 14.9 | 0.5 | 11.1 | 21.3 | 9.3 | 5.7 | 0.0 |
Sharpe Ratio | NA | -0.57 | -1.27 | -0.61 | 0.12 | 0.29 | NA | NA | 0.79 | -0.61 | -1.94 | 1.06 | 0.93 | 0.96 | -0.61 | 2.78 | 0.54 | -0.35 | 1.13 | 1.59 | 1.39 | 0.6 | 0.75 | 1.53 | 0.01 | 1.12 | 1.29 | 0.99 | 1.53 | 3.17 | 1.6 | -0.24 | 0.49 | 1.99 | 0.87 | 0.46 | NA |
Draw Down(%) | NA | 5.9 | 9.9 | 21.1 | 21.1 | 21.1 | NA | NA | 21.1 | 12.9 | 13.8 | 7.0 | 14.9 | 5.0 | 13.0 | 2.4 | 8.5 | 12.5 | 5.4 | 10.8 | 5.4 | 10.8 | 13.8 | 7.3 | 13.2 | 12.6 | 17.4 | 7.9 | 12.3 | 9.9 | 7.1 | 5.8 | 16.7 | 7.1 | 4.2 | 5.2 | 0.0 |
Standard Deviation(%) | NA | 10.6 | 7.8 | 9.7 | 10.8 | 9.8 | NA | NA | 11.3 | 7.6 | 7.6 | 13.7 | 14.2 | 7.9 | 10.6 | 7.2 | 8.3 | 8.9 | 8.2 | 11.5 | 7.3 | 14.4 | 18.9 | 15.9 | 11.9 | 17.2 | 13.8 | 11.2 | 11.9 | 10.9 | 8.6 | 7.6 | 14.5 | 9.1 | 6.8 | 4.8 | NA |
Treynor Ratio | NA | -0.06 | -0.15 | -0.12 | 0.05 | 0.07 | NA | NA | 0.25 | -0.07 | -0.6 | 0.1 | 2.43 | 0.45 | -0.08 | 0.14 | 0.15 | -0.07 | 0.12 | 0.12 | 0.98 | 0.45 | 0.09 | 0.71 | -0.02 | 0.12 | 0.11 | 0.13 | 0.2 | 125.66 | 3.6 | -0.09 | 0.15 | 0.67 | 2.8 | 0.08 | NA |
Alpha | NA | -0.21 | -0.07 | -0.03 | 0.0 | 0.0 | NA | NA | 0.03 | -0.05 | -0.04 | -0.02 | 0.05 | 0.02 | -0.01 | 0.0 | 0.01 | -0.01 | 0.01 | -0.03 | 0.04 | 0.03 | -0.02 | 0.06 | 0.0 | 0.05 | 0.02 | 0.03 | 0.04 | 0.12 | 0.05 | 0.0 | 0.04 | 0.06 | 0.02 | 0.0 | NA |
Beta | NA | 1.0 | 0.65 | 0.5 | 0.29 | 0.37 | NA | NA | 0.35 | 0.63 | 0.25 | 1.4 | 0.05 | 0.17 | 0.85 | 1.45 | 0.3 | 0.46 | 0.77 | 1.55 | 0.1 | 0.19 | 1.54 | 0.34 | -0.07 | 1.58 | 1.57 | 0.87 | 0.93 | 0.0 | 0.04 | 0.2 | 0.48 | 0.27 | 0.02 | 0.26 | NA |
RSquared | NA | 0.64 | 0.51 | 0.37 | 0.13 | 0.17 | NA | NA | 0.13 | 0.55 | 0.27 | 0.74 | 0.01 | 0.02 | 0.62 | 0.65 | 0.08 | 0.2 | 0.38 | 0.86 | 0.01 | 0.03 | 0.75 | 0.13 | 0.02 | 0.71 | 0.58 | 0.26 | 0.3 | 0.0 | 0.0 | 0.11 | 0.22 | 0.11 | 0.0 | 0.35 | NA |
Sortino Ratio | NA | -0.65 | -1.6 | -0.82 | 0.17 | 0.39 | NA | NA | 1.1 | -0.8 | -2.4 | 1.51 | 1.25 | 1.32 | -0.78 | 4.4 | 0.75 | -0.46 | 1.55 | 2.2 | 2.01 | 0.84 | 1.05 | 2.27 | 0.02 | 1.52 | 1.85 | 1.44 | 2.19 | 4.91 | 2.4 | -0.33 | 0.66 | 3.08 | 1.24 | 0.55 | NA |
Yield(%) | N/A | 0.0 | 3.71 | 2.95 | 3.16 | 3.41 | N/A | N/A | 3.98 | 3.86 | 2.37 | 2.55 | 3.26 | 3.77 | 2.54 | 2.53 | 4.72 | 4.15 | 4.78 | 2.52 | 4.21 | 4.43 | 3.2 | 6.4 | 3.31 | 6.94 | 2.78 | 3.77 | 2.88 | 4.2 | 3.91 | 6.18 | 5.32 | 3.96 | 5.8 | 2.99 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1996
Strategies
Asset Allocation Strategy | Goldman Sachs Global Tactical Asset Allocation |