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P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds Top 2
P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds Top 2
live (public) 0.02% 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% | 50.00% |
Asset2 | VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | 0.28% | 50.00% |
* Day change on 12/29/2023.
Performance (As of 02/28/2024)
Since 12/31/1997
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds Top 2 | 0.1% | 10.1% | 0.8% | 5.6% | 3.9% | 7.1% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.8% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.6% | 14.0% | 2.5% | 7.6% | 7.6% | 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 12/31/1997 |
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(%) | 1.4 | 0.1 | 10.1 | 0.8 | 5.6 | 3.9 | 7.1 | 8.3 | 10.8 | 10.3 | -15.9 | 14.0 | 14.1 | 9.2 | -11.9 | 22.3 | -0.0 | -7.6 | 10.3 | 22.0 | 5.3 | 2.1 | 13.6 | 21.9 | -0.2 | 30.1 | 20.3 | 15.7 | 10.2 | 44.1 | 13.0 | 9.7 | 1.9 | 38.0 | 10.3 | 0.0 |
Sharpe Ratio | NA | -0.04 | 0.73 | -0.09 | 0.3 | 0.23 | NA | NA | 0.71 | 0.7 | -1.11 | 0.88 | 0.81 | 0.83 | -0.99 | 3.12 | -0.02 | -0.6 | 1.11 | 1.96 | 0.56 | 0.12 | 0.68 | 1.28 | -0.08 | 1.33 | 1.1 | 1.15 | 0.74 | 5.13 | 1.37 | 0.89 | -0.17 | 2.75 | 0.73 | NA |
Draw Down(%) | NA | 2.8 | 8.7 | 20.1 | 20.1 | 23.4 | NA | NA | 23.4 | 8.7 | 19.2 | 12.2 | 17.0 | 6.3 | 23.4 | 2.4 | 8.6 | 18.0 | 5.8 | 10.5 | 6.4 | 18.5 | 13.9 | 8.1 | 16.1 | 15.0 | 20.7 | 9.5 | 12.0 | 4.4 | 12.4 | 7.2 | 12.5 | 8.7 | 7.8 | 0.0 |
Standard Deviation(%) | NA | 10.5 | 8.7 | 13.5 | 13.9 | 12.4 | NA | NA | 13.2 | 8.7 | 15.5 | 15.9 | 17.1 | 9.4 | 13.3 | 6.9 | 11.0 | 12.7 | 9.3 | 11.2 | 9.5 | 17.6 | 19.9 | 17.1 | 14.2 | 20.4 | 15.5 | 11.7 | 12.6 | 8.5 | 8.7 | 8.3 | 13.1 | 12.7 | 9.6 | NA |
Treynor Ratio | NA | 0.04 | 0.72 | 0.22 | 1.08 | 0.25 | NA | NA | 0.88 | 0.62 | 2.19 | -0.66 | 1.0 | 2.12 | -0.16 | 0.16 | 0.03 | -0.67 | -1.19 | -4.53 | 0.5 | -2.07 | -1.23 | 7.84 | -0.14 | -1.59 | 0.45 | 0.36 | 0.33 | 2.39 | 1.18 | 1.6 | -0.07 | 0.92 | 0.85 | NA |
Alpha | NA | 0.0 | 0.02 | 0.0 | 0.02 | 0.01 | NA | NA | 0.04 | 0.02 | -0.08 | 0.07 | 0.05 | 0.03 | -0.04 | 0.01 | 0.0 | -0.03 | 0.04 | 0.08 | 0.02 | 0.01 | 0.06 | 0.08 | 0.01 | 0.1 | 0.05 | 0.05 | 0.03 | 0.13 | 0.05 | 0.03 | 0.0 | 0.11 | 0.02 | NA |
Beta | NA | -0.1 | 0.09 | -0.06 | 0.04 | 0.12 | NA | NA | 0.11 | 0.1 | -0.08 | -0.21 | 0.14 | 0.04 | 0.81 | 1.32 | -0.07 | 0.11 | -0.09 | -0.05 | 0.11 | -0.01 | -0.11 | 0.03 | 0.08 | -0.17 | 0.38 | 0.38 | 0.28 | 0.18 | 0.1 | 0.05 | 0.32 | 0.38 | 0.08 | NA |
RSquared | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | NA | NA | 0.01 | 0.01 | 0.01 | 0.01 | 0.03 | 0.0 | 0.36 | 0.58 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.03 | 0.04 | 0.02 | 0.04 | 0.03 | 0.0 | 0.12 | 0.11 | 0.01 | NA |
Sortino Ratio | NA | -0.06 | 1.07 | -0.12 | 0.39 | 0.31 | NA | NA | 0.98 | 1.01 | -1.4 | 1.09 | 1.1 | 1.16 | -1.26 | 4.93 | -0.03 | -0.78 | 1.56 | 2.82 | 0.79 | 0.16 | 0.96 | 1.9 | -0.11 | 1.84 | 1.56 | 1.67 | 1.03 | 8.63 | 2.01 | 1.23 | -0.22 | 4.21 | 1.0 | NA |
Yield(%) | N/A | 0.0 | 4.66 | 7.25 | 6.05 | 4.73 | N/A | N/A | 4.85 | 4.9 | 14.39 | 1.56 | 5.08 | 3.72 | 3.1 | 3.24 | 3.49 | 2.93 | 4.05 | 2.81 | 4.31 | 10.46 | 3.99 | 6.15 | 4.24 | 2.98 | 2.83 | 4.66 | 3.19 | 4.7 | 6.58 | 10.65 | 4.76 | 2.96 | 4.32 | 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 |