Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GAPBX (Goldman Sachs Equity Growth Strategy B) | NA | 3.57% | 13.68% | 8.45% | 4.40% | 2.87% | NA | 4.13% |
Data as of 12/30/2014, AR inception is 01/26/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAPBX (Goldman Sachs Equity Growth Strategy B) | 01/26/1998 | 12/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.57 | 13.68 | 8.45 | 4.40 | 2.87 | NA | 4.13 | 3.27 | 22.53 | 16.10 | -8.25 | 12.10 | 28.22 | -43.00 | 4.18 | 19.70 | 11.74 | 17.98 | 34.12 | -16.90 | -14.30 | -12.14 | 24.41 | 0.83 |
| Sharpe Ratio | NA | 0.35 | 1.16 | 0.49 | 0.16 | NA | NA | 0.13 | 0.33 | 1.94 | 1.20 | -0.33 | 0.59 | 0.97 | -1.06 | 0.07 | 1.41 | 0.95 | 1.42 | 2.41 | -1.01 | -1.04 | -0.97 | 1.82 | -0.15 |
| Standard Deviation(%) | NA | 10.03 | 11.81 | 17.02 | 21.38 | NA | NA | 18.96 | 10.01 | 11.62 | 13.52 | 24.86 | 20.23 | 28.89 | 41.24 | 17.15 | 11.66 | 10.07 | 12.01 | 13.85 | 17.81 | 16.16 | 16.63 | 11.66 | 15.95 |
| Draw Down(%) | NA | 10.09 | 12.68 | 24.71 | 60.54 | NA | NA | 60.54 | 10.09 | 8.91 | 12.68 | 24.71 | 16.60 | 27.81 | 54.44 | 12.41 | 13.01 | 7.55 | 9.20 | 13.31 | 28.06 | 29.00 | 17.82 | 7.55 | 27.29 |
| Yield(%) | 0.00 | 0.80 | 0.83 | 1.10 | 2.52 | 1.81 | 1.73 | 2.16 | 0.00 | 0.95 | 1.36 | 1.43 | 1.43 | 1.04 | 5.44 | 6.89 | 3.73 | 0.00 | 0.00 | 0.00 | 0.32 | 0.00 | 2.70 | 0.43 | 0.51 |
Data as of 12/30/2014, AR inception is 01/26/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAPBX (Goldman Sachs Equity Growth Strategy B) |
-18.29%
Feb 2006 - Feb 2009 |
-7.62%
Mar 1998 - Mar 2003 |
-2.17%
Feb 1999 - Feb 2009 |
2.51%
Mar 1998 - Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAPBX (Goldman Sachs Equity Growth Strategy B) |
26.28%
Mar 2003 - Mar 2006 |
19.20%
Sep 2002 - Sep 2007 |
7.98%
Mar 2003 - Mar 2013 |
4.62%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart