Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GDAFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS A) | NA | -2.47% | -5.56% | -1.97% | 0.10% | NA | NA | … | … |
Data as of 03/02/2022, Common starting date is 01/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDAFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS A) | 01/06/2010 | 03/02/2022 |
| 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 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.47 | -5.56 | -1.97 | 0.10 | NA | NA | … | … | -2.91 | -3.12 | -9.25 | 1.65 | -6.17 | 14.12 | 5.93 | -7.43 | 2.48 | 5.21 | 7.68 | -1.72 | 7.08 |
| Sharpe Ratio | NA | -0.35 | -1.01 | -0.17 | -0.03 | NA | NA | … | … | -2.48 | -0.45 | -1.99 | 0.03 | -1.18 | 0.41 | 0.66 | -0.89 | 0.37 | 0.69 | 1.18 | -0.19 | 0.87 |
| Standard Deviation(%) | NA | 7.23 | 6.25 | 15.86 | 12.43 | NA | NA | … | … | 6.78 | 7.01 | 4.75 | 6.76 | 6.40 | 33.20 | 8.60 | 8.37 | 6.62 | 7.49 | 6.53 | 9.16 | 8.15 |
| Draw Down(%) | NA | 9.87 | 18.13 | 35.08 | 35.08 | NA | NA | … | … | 3.37 | 9.30 | 13.06 | 5.78 | 7.68 | 21.27 | 5.50 | 12.83 | 5.35 | 9.62 | 4.70 | 9.97 | 5.68 |
| Yield(%) | 0.00 | 0.00 | 2.28 | 6.85 | 4.82 | 3.62 | 2.72 | … | … | 0.00 | 0.00 | 6.28 | 1.02 | 4.94 | 24.92 | 0.00 | 2.76 | 5.94 | 3.31 | 3.69 | 0.65 | 1.87 |
Data as of 03/02/2022, Common starting date is 01/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDAFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS A) |
-6.24%
Jan 2019 – Jan 2022 |
-1.91%
Feb 2017 – Feb 2022 |
0.09%
Feb 2012 – Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDAFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS A) |
6.86%
May 2010 – May 2013 |
5.24%
Feb 2010 – Feb 2015 |
2.77%
Feb 2010 – Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart