Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GCLCX (Goldman Sachs Struct Large Cap Gr B) | NA | 15.06% | 20.80% | 15.01% | 5.73% | 0.50% | NA | 3.25% |
Data as of 12/30/2014, AR inception is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCLCX (Goldman Sachs Struct Large Cap Gr B) | 11/12/1998 | 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 | 15.06 | 20.80 | 15.01 | 5.73 | 0.50 | NA | 3.25 | 14.60 | 34.89 | 14.02 | 2.88 | 12.29 | 29.52 | -41.52 | 1.32 | 6.97 | 4.76 | 9.18 | 29.72 | -27.61 | -21.97 | -23.16 | 35.34 | 14.60 |
| Sharpe Ratio | NA | 1.26 | 1.69 | 0.92 | 0.24 | NA | NA | 0.08 | 1.23 | 3.00 | 1.07 | 0.12 | 0.68 | 1.20 | -1.08 | -0.11 | 0.33 | 0.23 | 0.65 | 1.63 | -1.08 | -0.81 | -0.82 | 1.54 | 8.32 |
| Standard Deviation(%) | NA | 11.99 | 12.30 | 16.26 | 20.01 | NA | NA | 21.82 | 11.95 | 11.61 | 13.21 | 23.36 | 17.89 | 24.51 | 39.10 | 16.32 | 11.36 | 11.08 | 12.72 | 17.81 | 26.53 | 30.36 | 33.11 | 20.90 | 21.63 |
| Draw Down(%) | NA | 8.72 | 11.27 | 18.83 | 55.33 | NA | NA | 69.46 | 8.72 | 6.75 | 11.27 | 18.83 | 17.40 | 21.56 | 51.47 | 11.77 | 9.22 | 8.75 | 10.95 | 12.34 | 35.41 | 41.14 | 32.19 | 10.68 | 4.06 |
| Yield(%) | 0.00 | 0.00 | 0.26 | 0.36 | 0.27 | 0.46 | 0.57 | 0.71 | 0.00 | 0.23 | 0.50 | 0.28 | 0.58 | 0.50 | 0.00 | 0.72 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.27 | 5.21 | 0.57 | 0.00 |
Data as of 12/30/2014, AR inception is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCLCX (Goldman Sachs Struct Large Cap Gr B) |
-25.97%
Mar 2000 - Mar 2003 |
-11.28%
Mar 2000 - Mar 2005 |
-7.76%
Aug 2000 - Aug 2010 |
1.06%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCLCX (Goldman Sachs Struct Large Cap Gr B) |
24.24%
Feb 2009 - Feb 2012 |
22.15%
Feb 2009 - Feb 2014 |
6.72%
Aug 2004 - Aug 2014 |
1.74%
Feb 1999 - Feb 2014 |
Annualized Rolling Returns Comparison Chart