Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GARFX (GOLDMAN SACHS ABSOLUTE RETURN MULTI-ASSET FUND INSTITUTIONAL SHARES) | NA | -5.43% | -0.07% | -0.17% | NA | NA | NA | … | … |
Data as of 01/07/2022, Common starting date is 09/03/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GARFX (GOLDMAN SACHS ABSOLUTE RETURN MULTI-ASSET FUND INSTITUTIONAL SHARES) | 09/03/2015 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.43 | -0.07 | -0.17 | NA | NA | NA | … | … | 0.00 | -5.43 | 0.00 | 6.56 | -5.34 | 4.47 | -0.55 | -1.62 |
| Sharpe Ratio | NA | -0.97 | -0.16 | -0.23 | NA | NA | NA | … | … | NA | -1.18 | 0.00 | 1.53 | -1.26 | 1.27 | -0.20 | -1.59 |
| Standard Deviation(%) | NA | 5.60 | 3.75 | 3.99 | NA | NA | NA | … | … | NA | 6.97 | NA | 3.36 | 5.31 | 3.03 | 3.71 | 3.12 |
| Draw Down(%) | NA | 5.43 | 7.33 | 7.72 | NA | NA | NA | … | … | NA | 5.43 | 0.00 | 2.41 | 7.72 | 1.41 | 2.23 | 2.20 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.72 | 0.53 | 0.35 | 0.27 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 3.05 | 0.41 | 1.31 | 0.58 |
Data as of 01/07/2022, Common starting date is 09/03/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GARFX (GOLDMAN SACHS ABSOLUTE RETURN MULTI-ASSET FUND INSTITUTIONAL SHARES) |
-1.10%
Jul 2018 – Jul 2021 |
-0.26%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GARFX (GOLDMAN SACHS ABSOLUTE RETURN MULTI-ASSET FUND INSTITUTIONAL SHARES) |
2.02%
Aug 2016 – Aug 2019 |
1.11%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart