Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFIRX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS IR) | -6.64% | -12.82% | -6.71% | -0.10% | 0.17% | NA | NA | 0.72% |
Data as of 07/25/2025, AR inception is 03/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFIRX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS IR) | 03/01/2012 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.94 | -12.82 | -6.71 | -0.10 | 0.17 | NA | NA | 0.72 | -6.64 | -5.26 | -3.77 | 11.90 | -1.36 | 5.63 | 2.61 | -2.24 | 2.55 | -0.68 | 10.31 | -2.73 | -4.64 | 5.81 |
| Sharpe Ratio | NA | -1.45 | -0.90 | -0.19 | -0.13 | NA | NA | -0.04 | -1.56 | -1.13 | -0.72 | 0.77 | -0.13 | 0.62 | 0.14 | -0.46 | 0.32 | -0.11 | 1.36 | -0.40 | -0.61 | 1.03 |
| Standard Deviation(%) | NA | 11.05 | 11.25 | 11.06 | 9.61 | NA | NA | 9.06 | 9.37 | 10.49 | 11.31 | 13.69 | 10.75 | 8.66 | 8.32 | 7.76 | 5.99 | 8.24 | 7.58 | 6.88 | 7.69 | 6.81 |
| Draw Down(%) | NA | 18.08 | 28.55 | 28.55 | 28.55 | NA | NA | 28.55 | 11.75 | 14.55 | 11.93 | 12.83 | 9.75 | 8.46 | 10.07 | 9.14 | 3.68 | 9.52 | 6.40 | 8.52 | 12.92 | 5.21 |
| Yield(%) | 0.00 | 0.00 | 3.33 | 2.64 | 2.30 | 1.70 | 1.27 | 1.96 | 0.00 | 0.00 | 0.00 | 11.62 | 1.04 | 0.00 | 6.71 | 0.15 | 0.50 | 0.00 | 4.21 | 0.93 | 0.00 | 0.00 |
Data as of 07/25/2025, AR inception is 03/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFIRX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS IR) |
-7.85%
Jun 2022 - Jun 2025 |
-0.75%
Mar 2020 - Mar 2025 |
0.14%
May 2015 - May 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFIRX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS IR) |
8.70%
Oct 2019 - Oct 2022 |
5.95%
Sep 2017 - Sep 2022 |
3.84%
Jun 2012 - Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart