Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GARMX (GOLDMAN SACHS ABSOLUTE RETURN MULTI-ASSET FUND CLASS IR SHARES) | NA | -5.29% | -0.01% | -0.22% | 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 |
|---|---|---|
| GARMX (GOLDMAN SACHS ABSOLUTE RETURN MULTI-ASSET FUND CLASS IR 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 | -5.29 | -0.01 | -0.22 | NA | NA | NA | … | … | 0.00 | -5.29 | 0.00 | 6.47 | -5.46 | 4.32 | -0.70 | -1.67 |
| Sharpe Ratio | NA | -0.98 | -0.16 | -0.25 | NA | NA | NA | … | … | NA | -0.97 | 0.00 | 1.49 | -1.30 | 1.16 | -0.25 | -1.57 |
| Standard Deviation(%) | NA | 5.45 | 3.67 | 3.97 | NA | NA | NA | … | … | NA | 5.46 | NA | 3.36 | 5.31 | 3.17 | 3.60 | 3.25 |
| Draw Down(%) | NA | 5.29 | 7.11 | 7.92 | NA | NA | NA | … | … | NA | 5.29 | 0.00 | 2.32 | 7.92 | 1.51 | 2.23 | 2.30 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.72 | 0.51 | 0.34 | 0.26 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 3.22 | 0.26 | 1.16 | 0.53 |
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 |
|---|---|---|---|---|
| GARMX (GOLDMAN SACHS ABSOLUTE RETURN MULTI-ASSET FUND CLASS IR SHARES) |
-1.09%
Jul 2018 – Jul 2021 |
-0.31%
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 |
|---|---|---|---|---|
| GARMX (GOLDMAN SACHS ABSOLUTE RETURN MULTI-ASSET FUND CLASS IR SHARES) |
1.85%
Aug 2016 – Aug 2019 |
1.03%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart