Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GDRFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS R) | NA | -2.80% | -18.88% | -11.43% | -4.97% | NA | NA | -3.41% |
Data as of 03/02/2022, AR inception is 01/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDRFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS R) | 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 | -2.80 | -18.88 | -11.43 | -4.97 | NA | NA | -3.41 | -3.10 | -3.29 | -44.67 | 0.39 | -6.40 | 8.90 | 5.66 | -7.61 | 2.14 | 4.94 | 7.49 | -2.04 | 7.10 |
| Sharpe Ratio | NA | -0.38 | -0.75 | -0.49 | -0.29 | NA | NA | -0.22 | -2.74 | -0.46 | -1.01 | -0.15 | -1.22 | 0.27 | 0.64 | -0.91 | 0.32 | 0.65 | 1.14 | -0.22 | 0.85 |
| Standard Deviation(%) | NA | 7.38 | 26.04 | 24.60 | 18.21 | NA | NA | 16.90 | 6.47 | 7.20 | 44.29 | 6.65 | 6.34 | 30.80 | 8.52 | 8.40 | 6.61 | 7.51 | 6.60 | 9.26 | 8.35 |
| Draw Down(%) | NA | 9.96 | 47.52 | 59.18 | 59.18 | NA | NA | 59.18 | 3.41 | 9.38 | 46.74 | 6.75 | 7.82 | 21.58 | 5.56 | 12.95 | 5.38 | 9.66 | 4.80 | 10.09 | 5.68 |
| Yield(%) | 0.00 | 0.00 | 1.49 | 6.48 | 4.59 | 3.43 | 2.58 | 4.29 | 0.00 | 0.00 | 4.56 | 0.00 | 5.03 | 25.18 | 0.00 | 2.66 | 5.90 | 3.33 | 3.69 | 0.24 | 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 |
|---|---|---|---|---|
| GDRFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS R) |
-19.54%
Jan 2019 - Jan 2022 |
-11.38%
Feb 2017 - Feb 2022 |
-4.98%
Feb 2012 - Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDRFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS R) |
6.63%
May 2010 - May 2013 |
4.97%
May 2010 - May 2015 |
1.97%
Feb 2010 - Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart