Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GDIFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND INSTITUTIONAL) | NA | -2.10% | -19.98% | -11.07% | -4.47% | NA | NA | -2.87% |
Data as of 03/02/2022, AR inception is 01/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDIFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND INSTITUTIONAL) | 01/05/2010 | 03/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.10 | -19.98 | -11.07 | -4.47 | NA | NA | -2.87 | -2.97 | -2.74 | -53.46 | 16.44 | -5.74 | 9.87 | 6.39 | -7.09 | 2.88 | 5.66 | 8.08 | -1.38 | 7.80 |
| Sharpe Ratio | NA | -0.29 | -0.59 | -0.39 | -0.22 | NA | NA | -0.15 | -2.62 | -0.39 | -0.89 | 1.48 | -1.10 | 0.31 | 0.71 | -0.85 | 0.43 | 0.74 | 1.22 | -0.15 | 0.94 |
| Standard Deviation(%) | NA | 7.28 | 35.12 | 30.51 | 22.25 | NA | NA | 20.49 | 6.52 | 7.13 | 60.11 | 10.18 | 6.43 | 29.84 | 8.72 | 8.34 | 6.72 | 7.55 | 6.65 | 9.14 | 8.30 |
| Draw Down(%) | NA | 9.71 | 54.59 | 58.36 | 58.36 | NA | NA | 58.36 | 3.41 | 9.15 | 55.28 | 3.74 | 7.22 | 20.90 | 5.45 | 12.76 | 5.35 | 9.62 | 4.76 | 9.91 | 5.68 |
| Yield(%) | 0.00 | 0.00 | 5.35 | 9.05 | 6.03 | 4.54 | 3.41 | 5.68 | 0.00 | 0.00 | 6.55 | 14.74 | 4.85 | 24.99 | 0.00 | 3.26 | 6.41 | 3.31 | 3.92 | 0.88 | 1.87 |
Data as of 03/02/2022, AR inception is 01/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDIFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND INSTITUTIONAL) |
-20.23%
Feb 2019 - Feb 2022 |
-11.00%
Feb 2017 - Feb 2022 |
-4.48%
Feb 2012 - Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDIFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND INSTITUTIONAL) |
8.59%
Apr 2016 - Apr 2019 |
5.66%
Feb 2010 - Feb 2015 |
4.12%
Feb 2010 - Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart