Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GIPIX (GOLDMAN SACHS BALANCED STRATEGY PORTFOLIO INSTITUTIONAL) | 5.18% | 7.57% | 6.79% | 4.38% | 4.82% | 5.09% | 4.88% | 5.09% |
Data as of 07/28/2025, AR inception is 01/27/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIPIX (GOLDMAN SACHS BALANCED STRATEGY PORTFOLIO INSTITUTIONAL) | 01/27/1998 | 07/28/2025 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | 7.57 | 6.79 | 4.38 | 4.82 | 5.09 | 4.88 | 5.09 | 5.18 | 5.99 | 12.59 | -14.84 | 4.88 | 11.09 | 15.69 | -6.53 | 12.10 | 3.59 | 1.14 | 2.63 | 8.68 | 10.33 | -1.46 | 13.46 | 20.54 | -20.15 | 5.16 | 11.50 | 6.14 | 10.60 | 16.56 | -3.36 | -2.23 | -0.25 | 10.94 | 6.35 |
| Sharpe Ratio | NA | 0.63 | 0.49 | 0.29 | 0.42 | NA | NA | 0.44 | 0.68 | -0.08 | 1.28 | -1.58 | 0.71 | 0.74 | 2.92 | -1.18 | 3.15 | 0.51 | 0.18 | 0.52 | 1.47 | 1.86 | -0.15 | 1.28 | 1.75 | -1.32 | 0.30 | 1.72 | 0.84 | 1.59 | 2.68 | -0.60 | -0.58 | -0.64 | 1.29 | 0.51 |
| Standard Deviation(%) | NA | 8.52 | 7.93 | 7.99 | 8.08 | NA | NA | 8.03 | 9.40 | 7.23 | 6.56 | 10.31 | 6.80 | 14.62 | 4.90 | 6.68 | 3.66 | 6.58 | 6.11 | 5.07 | 5.89 | 5.56 | 9.63 | 10.47 | 11.70 | 15.93 | 7.38 | 4.80 | 4.71 | 6.07 | 5.91 | 7.45 | 7.98 | 6.83 | 5.97 | 6.94 |
| Draw Down(%) | NA | 8.22 | 10.06 | 20.42 | 20.42 | NA | NA | 29.85 | 8.17 | 4.90 | 6.12 | 17.91 | 4.81 | 18.90 | 2.10 | 11.21 | 1.16 | 6.13 | 6.18 | 4.84 | 7.11 | 4.88 | 10.76 | 7.89 | 11.38 | 28.35 | 5.34 | 4.78 | 3.20 | 4.84 | 4.36 | 10.61 | 10.52 | 4.80 | 3.45 | 9.77 |
| Yield(%) | 0.00 | 3.85 | 3.51 | 3.23 | 3.62 | 3.79 | 4.09 | 4.42 | 0.98 | 4.23 | 2.33 | 3.38 | 3.37 | 2.43 | 2.84 | 4.19 | 5.26 | 1.52 | 5.40 | 3.20 | 3.19 | 3.27 | 2.06 | 7.01 | 5.04 | 4.44 | 6.24 | 8.24 | 5.06 | 2.66 | 3.05 | 3.06 | 4.83 | 7.33 | 4.23 | 3.68 |
Data as of 07/28/2025, AR inception is 01/27/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIPIX (GOLDMAN SACHS BALANCED STRATEGY PORTFOLIO INSTITUTIONAL) |
-5.49%
Feb 2006 - Feb 2009 |
-0.19%
Feb 2004 - Feb 2009 |
2.24%
Feb 1999 - Feb 2009 |
3.22%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIPIX (GOLDMAN SACHS BALANCED STRATEGY PORTFOLIO INSTITUTIONAL) |
15.22%
Feb 2009 - Feb 2012 |
12.11%
Feb 2009 - Feb 2014 |
7.60%
Feb 2009 - Feb 2019 |
6.53%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart