Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GIFLX (Goldman Sachs Structured Intl Eq Flex I) | NA | 1.13% | -12.48% | NA | NA | NA | NA | -4.83% |
Data as of 09/02/2010, AR inception is 08/04/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIFLX (Goldman Sachs Structured Intl Eq Flex I) | 08/04/2006 | 09/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.13 | -12.48 | NA | NA | NA | NA | -4.83 | -4.17 | 22.27 | -41.98 | 8.01 | 11.72 |
| Sharpe Ratio | NA | 0.05 | -0.40 | NA | NA | NA | NA | -0.22 | -0.29 | 0.75 | -1.06 | 0.27 | 2.90 |
| Standard Deviation(%) | NA | 20.78 | 31.63 | NA | NA | NA | NA | 28.09 | 21.40 | 29.40 | 40.29 | 18.79 | 9.67 |
| Draw Down(%) | NA | 21.16 | 61.46 | NA | NA | NA | NA | 61.49 | 21.16 | 29.34 | 53.80 | 14.29 | 3.29 |
| Yield(%) | 0.00 | 0.00 | 0.72 | 0.58 | 0.29 | 0.19 | 0.15 | 0.73 | 0.00 | 0.00 | 0.00 | 2.35 | 0.27 |
Data as of 09/02/2010, AR inception is 08/04/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIFLX (Goldman Sachs Structured Intl Eq Flex I) |
-16.44%
Jun 2007 - Jun 2010 |
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 |
|---|---|---|---|---|
| GIFLX (Goldman Sachs Structured Intl Eq Flex I) |
-5.82%
Sep 2006 - Sep 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart