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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
GCMBX (Goldman Sachs Mid Cap Value B) NA 10.04% 19.07% 13.80% 7.64% 10.08% NA 8.41%
Data as of 12/30/2014, AR inception is 08/15/1997
More Performance Analytics Comparison
Name Start Date End Date
GCMBX (Goldman Sachs Mid Cap Value B) 08/15/1997 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 1997
Annualized Return (%) 0.00 10.04 19.07 13.80 7.64 10.08 NA 8.41 9.62 31.46 17.15 -7.33 23.43 31.67 -37.20 2.16 14.76 11.60 15.83 26.58 -5.78 10.99 30.44 -1.39 -6.50 2.43
Sharpe Ratio NA 0.88 1.49 0.73 0.30 NA NA 0.34 0.85 2.50 1.21 -0.27 1.05 1.05 -0.96 -0.05 1.05 0.63 1.13 1.88 -0.33 0.56 1.64 -0.37 -0.57 0.17
Standard Deviation(%) NA 11.42 12.79 18.81 22.17 NA NA 19.70 11.38 12.55 14.22 27.76 22.28 30.05 39.52 17.06 10.92 14.87 13.15 13.75 20.58 15.85 16.12 12.54 17.17 18.88
Draw Down(%) NA 10.48 10.85 25.99 56.13 NA NA 56.13 10.48 6.23 10.85 25.99 18.10 25.25 50.83 14.87 9.46 7.30 7.42 12.48 24.12 15.30 13.11 21.55 32.72 12.09
Yield(%) 0.00 0.00 7.38 5.00 4.73 6.53 4.71 5.54 0.00 18.45 0.00 0.00 0.00 0.37 0.05 11.23 4.80 7.42 0.00 0.00 2.12 2.97 0.00 9.09 4.14 12.17
Data as of 12/30/2014, AR inception is 08/15/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GCMBX (Goldman Sachs Mid Cap Value B) -15.72%
Feb 2006 - Feb 2009
-5.39%
Feb 2004 - Feb 2009
3.80%
Feb 1999 - Feb 2009
6.29%
Sep 1997 - Sep 2012
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GCMBX (Goldman Sachs Mid Cap Value B) 25.27%
Feb 2009 - Feb 2012
23.19%
Feb 2009 - Feb 2014
10.69%
Aug 1998 - Aug 2008
10.13%
Oct 1999 - Oct 2014
Annualized Rolling Returns Comparison Chart