Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/30/2014.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GGSBX (Goldman Sachs Growth Strat B) | NA | 2.78% | 11.04% | 7.00% | 3.66% | 2.73% | NA | 3.87% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GGSBX (Goldman Sachs Growth Strat B) | 01/27/1998 | 12/30/2014 |
The return data shown below all have the same latest date: 12/30/2014.
AR inception is since 01/27/1998.
AR inception is since 01/27/1998.
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 | 2.78 | 11.04 | 7.00 | 3.66 | 2.73 | NA | 3.87 | 2.54 | 17.44 | 13.68 | -6.83 | 10.63 | 27.64 | -39.83 | 3.76 | 16.24 | 9.75 | 16.72 | 29.86 | -14.13 | -11.68 | -9.42 | 20.20 | 2.23 |
Sharpe Ratio | NA | 0.32 | 1.10 | 0.50 | 0.15 | NA | NA | 0.13 | 0.30 | 1.71 | 1.24 | -0.36 | 0.60 | 1.14 | -1.16 | 0.05 | 1.39 | 0.89 | 1.49 | 2.59 | -1.05 | -1.02 | -1.00 | 1.63 | -0.05 |
Standard Deviation(%) | NA | 8.55 | 10.00 | 13.90 | 17.85 | NA | NA | 16.17 | 8.54 | 10.15 | 11.12 | 18.95 | 17.51 | 24.10 | 35.04 | 14.77 | 9.33 | 8.49 | 10.57 | 11.28 | 14.47 | 13.97 | 13.49 | 10.44 | 18.77 |
Draw Down(%) | NA | 8.77 | 10.53 | 20.87 | 55.66 | NA | NA | 55.66 | 8.77 | 8.89 | 10.53 | 20.87 | 14.57 | 23.74 | 50.35 | 11.01 | 10.17 | 6.42 | 8.38 | 10.28 | 23.95 | 24.75 | 14.24 | 6.39 | 22.81 |
Yield(%) | 0.00 | 0.53 | 0.75 | 1.06 | 2.33 | 1.87 | 1.81 | 2.26 | 0.00 | 0.61 | 1.54 | 1.31 | 1.62 | 2.15 | 4.99 | 5.28 | 4.18 | 0.35 | 0.39 | 0.83 | 0.50 | 2.65 | 1.70 | 1.37 | 1.12 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GGSBX (Goldman Sachs Growth Strat B) |
-16.46%
Feb 2006 - Feb 2009 |
-5.70%
Mar 1998 - Mar 2003 |
-1.64%
Feb 1999 - Feb 2009 |
2.62%
Mar 1998 - Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GGSBX (Goldman Sachs Growth Strat B) |
22.53%
Mar 2003 - Mar 2006 |
16.70%
Sep 2002 - Sep 2007 |
7.04%
Mar 2003 - Mar 2013 |
4.22%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart