Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GGOBX (Goldman Sachs Growth Opportunities B) | NA | 9.87% | 19.21% | 13.47% | 8.62% | 8.27% | NA | 11.22% |
Data as of 12/30/2014, AR inception is 06/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GGOBX (Goldman Sachs Growth Opportunities B) | 06/18/1999 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.87 | 19.21 | 13.47 | 8.62 | 8.27 | NA | 11.22 | 9.50 | 30.86 | 18.22 | -4.84 | 17.79 | 56.43 | -40.74 | 18.71 | 5.31 | 3.97 | 15.27 | 31.41 | -27.75 | 4.13 | 24.88 | 51.49 |
| Sharpe Ratio | NA | 0.77 | 1.39 | 0.72 | 0.33 | NA | NA | 0.42 | 0.74 | 2.40 | 1.19 | -0.18 | 0.90 | 1.91 | -0.95 | 0.92 | 0.14 | 0.13 | 1.07 | 1.71 | -0.96 | 0.07 | 0.83 | 6.36 |
| Standard Deviation(%) | NA | 12.87 | 13.75 | 18.60 | 23.05 | NA | NA | 22.78 | 12.83 | 12.82 | 15.38 | 27.61 | 19.60 | 29.53 | 43.84 | 17.15 | 14.28 | 13.58 | 13.43 | 17.91 | 29.94 | 25.20 | 24.97 | 17.69 |
| Draw Down(%) | NA | 8.75 | 10.63 | 26.60 | 55.38 | NA | NA | 55.38 | 8.75 | 6.57 | 10.63 | 26.60 | 15.58 | 22.09 | 54.67 | 11.41 | 15.99 | 8.50 | 11.92 | 13.40 | 40.68 | 30.05 | 13.00 | 7.10 |
| Yield(%) | 0.00 | 0.00 | 6.98 | 6.07 | 5.81 | 5.67 | 6.38 | 8.50 | 0.00 | 10.68 | 8.89 | 6.66 | 1.21 | 0.00 | 5.06 | 16.52 | 5.64 | 5.45 | 0.14 | 0.00 | 0.00 | 0.00 | 3.95 | 2.31 |
Data as of 12/30/2014, AR inception is 06/18/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGOBX (Goldman Sachs Growth Opportunities B) |
-13.87%
Feb 2006 - Feb 2009 |
-5.07%
Feb 2004 - Feb 2009 |
2.68%
Aug 2000 - Aug 2010 |
9.01%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGOBX (Goldman Sachs Growth Opportunities B) |
30.24%
Feb 2009 - Feb 2012 |
25.51%
Feb 2009 - Feb 2014 |
10.65%
Mar 2003 - Mar 2013 |
11.12%
Aug 1999 - Aug 2014 |
Annualized Rolling Returns Comparison Chart