Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/30/2014.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| GCMBX (Goldman Sachs Mid Cap Value B) | 8.41% | NA | 10.04% | 19.07% | 13.80% | 7.64% | 10.08% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCMBX (Goldman Sachs Mid Cap Value B) | 08/15/1997 | 12/30/2014 |
The return data shown below all have the same latest date: 12/30/2014.
AR inception is since 08/15/1997.
AR inception is since 08/15/1997.
| 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 |
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