Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GGMBX (Goldman Sachs Global Managed Beta Fund Institutional Shares) | 10.70% | 16.23% | 14.81% | NA | NA | NA | NA | 12.87% |
Data as of 07/24/2025, AR inception is 03/11/2022
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GGMBX (Goldman Sachs Global Managed Beta Fund Institutional Shares) | 03/11/2022 | 07/24/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.16 | 16.23 | 14.81 | NA | NA | NA | NA | 12.87 | 10.70 | 8.31 | 20.69 | -7.12 |
| Sharpe Ratio | NA | 0.48 | 0.59 | NA | NA | NA | NA | 0.38 | 0.68 | 0.11 | 1.34 | -0.31 |
| Standard Deviation(%) | NA | 19.28 | 20.50 | NA | NA | NA | NA | 21.01 | 21.92 | 15.86 | 12.39 | 33.25 |
| Draw Down(%) | NA | 18.19 | 18.19 | NA | NA | NA | NA | 21.63 | 18.19 | 11.92 | 11.62 | 21.63 |
| Yield(%) | 0.00 | 9.89 | 6.46 | 3.68 | 1.84 | 1.23 | 0.92 | 6.13 | 0.00 | 11.01 | 2.06 | 5.25 |
Data as of 07/24/2025, AR inception is 03/11/2022
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGMBX (Goldman Sachs Global Managed Beta Fund Institutional Shares) |
8.80%
Apr 2022 - Apr 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGMBX (Goldman Sachs Global Managed Beta Fund Institutional Shares) |
15.38%
Jun 2022 - Jun 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart