Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEKBX (Goldman Sachs Emerging Mkts Equity B) | NA | 4.51% | 5.07% | 1.30% | 6.58% | 5.28% | NA | 6.48% |
Data as of 12/30/2014, AR inception is 01/22/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEKBX (Goldman Sachs Emerging Mkts Equity B) | 01/22/1998 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.51 | 5.07 | 1.30 | 6.58 | 5.28 | NA | 6.48 | 4.06 | -4.17 | 16.32 | -21.04 | 15.96 | 75.97 | -54.88 | 26.89 | 26.05 | 39.31 | 24.58 | 48.22 | -8.49 | -5.87 | -27.77 | 61.59 | -21.71 |
| Sharpe Ratio | NA | 0.41 | 0.36 | 0.07 | 0.22 | NA | NA | 0.20 | 0.37 | -0.30 | 1.01 | -0.86 | 0.73 | 2.33 | -1.11 | 1.04 | 1.17 | 2.80 | 1.28 | 3.19 | -0.52 | -0.43 | -1.55 | 3.24 | -1.11 |
| Standard Deviation(%) | NA | 10.93 | 13.93 | 18.26 | 25.42 | NA | NA | 22.99 | 10.90 | 14.15 | 16.17 | 24.43 | 21.67 | 32.61 | 49.96 | 23.07 | 19.56 | 13.24 | 18.50 | 14.91 | 18.32 | 19.33 | 20.54 | 17.99 | 23.54 |
| Draw Down(%) | NA | 10.61 | 19.44 | 29.39 | 68.86 | NA | NA | 68.86 | 10.61 | 19.44 | 17.21 | 29.39 | 17.26 | 24.73 | 66.33 | 17.56 | 26.27 | 9.98 | 21.43 | 13.17 | 31.43 | 33.86 | 35.96 | 12.69 | 46.09 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.15 | 5.78 | 4.44 | 4.19 | 5.23 | 0.00 | 0.00 | 0.00 | 0.13 | 0.61 | 0.00 | 13.42 | 17.16 | 0.00 | 0.79 | 0.00 | 0.25 | 0.00 | 0.00 | 3.08 | 0.00 | 2.92 |
Data as of 12/30/2014, AR inception is 01/22/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEKBX (Goldman Sachs Emerging Mkts Equity B) |
-18.59%
Mar 2000 - Mar 2003 |
-9.18%
Mar 1998 - Mar 2003 |
5.21%
Feb 1999 - Feb 2009 |
5.73%
Mar 1998 - Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEKBX (Goldman Sachs Emerging Mkts Equity B) |
48.17%
Mar 2003 - Mar 2006 |
36.43%
Oct 2002 - Oct 2007 |
14.42%
Aug 1998 - Aug 2008 |
8.99%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart