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P GS Global Tactical Include Emerging Market Diversified Bonds
P GS Global Tactical Include Emerging Market Diversified Bonds
live (public) 1.52% April 30
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset1 | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.54% | 33.33% |
Asset2 | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.32% | 33.33% |
Asset3 | PEBIX (EMERGING MARKETS BOND FUND INSTITUTIONAL) | 0.24% | 33.33% |
CASH | CASH (CASH) | 0.0% | 0.16% |
* Day change on 02/29/2024.
Performance (As of 04/30/2024)
Since 12/31/1997
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P GS Global Tactical Include Emerging Market Diversified Bonds | -1.8% | -2.8% | -2.8% | 2.9% | 3.7% | 7.5% |
VFINX (Vanguard (S&P 500) Index) | 5.6% | 22.1% | 7.5% | 13.0% | 12.3% | 14.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.8% | 12.7% | 2.1% | 7.4% | 7.6% | 9.5% |
* 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 12/31/1997 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.7 | -1.8 | -2.8 | -2.8 | 2.9 | 3.7 | 7.5 | 9.4 | 10.8 | -3.6 | -10.7 | 17.5 | 9.1 | 8.5 | -6.3 | 24.2 | 3.1 | -6.3 | 11.0 | 14.4 | 11.2 | 8.4 | 11.0 | 25.6 | -2.6 | 19.7 | 29.0 | 17.2 | 20.3 | 41.6 | 11.4 | 8.6 | -0.4 | 28.4 | 12.8 | 0.0 |
Sharpe Ratio | NA | -0.29 | -0.77 | -0.57 | 0.12 | 0.27 | NA | NA | 0.86 | -1.07 | -1.42 | 1.44 | 0.63 | 0.91 | -0.64 | 3.61 | 0.34 | -0.64 | 1.39 | 1.34 | 1.55 | 0.59 | 0.64 | 1.69 | -0.42 | 0.89 | 1.98 | 1.57 | 1.68 | 5.36 | 1.29 | 0.86 | -0.39 | 2.3 | 1.2 | NA |
Draw Down(%) | NA | 6.1 | 10.0 | 19.2 | 19.2 | 19.2 | NA | NA | 19.2 | 10.5 | 11.1 | 5.8 | 14.9 | 5.0 | 16.5 | 2.0 | 7.3 | 15.1 | 5.8 | 10.7 | 4.6 | 9.2 | 13.1 | 7.3 | 10.1 | 12.7 | 14.9 | 7.2 | 15.0 | 4.4 | 9.8 | 6.0 | 11.7 | 7.3 | 5.2 | 0.0 |
Standard Deviation(%) | NA | 10.2 | 8.6 | 8.9 | 10.5 | 9.8 | NA | NA | 11.0 | 7.3 | 8.5 | 12.1 | 14.0 | 7.8 | 11.9 | 6.5 | 8.7 | 9.9 | 7.9 | 10.7 | 7.2 | 14.1 | 17.0 | 15.1 | 8.3 | 18.9 | 13.0 | 9.6 | 11.5 | 7.6 | 8.0 | 7.2 | 11.4 | 10.9 | 7.9 | NA |
Treynor Ratio | NA | -0.03 | -0.08 | -0.1 | 0.04 | 0.11 | NA | NA | 0.71 | -0.14 | -0.42 | 0.14 | 1.5 | 0.33 | -0.46 | -4.78 | -0.59 | -0.93 | -1.61 | -3.09 | 1.88 | 3.38 | -1.0 | 22.67 | -0.77 | -0.75 | 0.67 | 0.61 | 0.58 | 3.41 | 1.27 | 1.66 | -0.19 | 0.9 | 0.84 | NA |
Alpha | NA | -0.04 | -0.05 | -0.02 | 0.0 | 0.01 | NA | NA | 0.03 | -0.06 | -0.03 | 0.0 | 0.03 | 0.01 | -0.03 | 0.09 | 0.01 | -0.02 | 0.05 | 0.06 | 0.04 | 0.04 | 0.05 | 0.09 | -0.01 | 0.07 | 0.08 | 0.05 | 0.06 | 0.13 | 0.04 | 0.03 | -0.01 | 0.08 | 0.03 | NA |
Beta | NA | 1.12 | 0.85 | 0.48 | 0.31 | 0.24 | NA | NA | 0.13 | 0.56 | 0.29 | 1.28 | 0.06 | 0.21 | 0.16 | -0.05 | -0.05 | 0.07 | -0.07 | -0.05 | 0.06 | 0.02 | -0.11 | 0.01 | 0.05 | -0.22 | 0.38 | 0.25 | 0.34 | 0.12 | 0.08 | 0.04 | 0.24 | 0.28 | 0.11 | NA |
RSquared | NA | 0.83 | 0.7 | 0.4 | 0.15 | 0.07 | NA | NA | 0.02 | 0.49 | 0.3 | 0.79 | 0.01 | 0.04 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.04 | 0.03 | 0.04 | 0.02 | 0.02 | 0.0 | 0.09 | 0.08 | 0.03 | NA |
Sortino Ratio | NA | -0.37 | -0.99 | -0.74 | 0.16 | 0.36 | NA | NA | 1.2 | -1.39 | -1.83 | 2.02 | 0.84 | 1.25 | -0.81 | 5.87 | 0.47 | -0.84 | 1.93 | 1.85 | 2.27 | 0.84 | 0.91 | 2.56 | -0.58 | 1.21 | 2.94 | 2.29 | 2.33 | 8.84 | 1.89 | 1.21 | -0.53 | 3.48 | 1.68 | NA |
Yield(%) | N/A | 1.11 | 3.65 | 2.87 | 3.01 | 3.24 | N/A | N/A | 4.36 | 3.15 | 1.94 | 2.61 | 3.23 | 3.8 | 2.81 | 2.95 | 3.88 | 3.09 | 4.79 | 2.83 | 4.7 | 4.13 | 3.27 | 7.24 | 4.97 | 3.08 | 4.19 | 4.92 | 4.26 | 7.7 | 6.2 | 9.28 | 5.12 | 3.08 | 5.04 | 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1997
Strategies
Asset Allocation Strategy | Goldman Sachs Global Tactical Asset Allocation |