Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GIRIX (GOLDMAN SACHS INTERNATIONAL REAL ESTATE SECURITIES FUND INSTITUTIONAL) | NA | -8.59% | -21.79% | -11.53% | -2.86% | -5.32% | NA | -3.33% |
Data as of 05/06/2022, AR inception is 08/10/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIRIX (GOLDMAN SACHS INTERNATIONAL REAL ESTATE SECURITIES FUND INSTITUTIONAL) | 08/10/2006 | 05/06/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.59 | -21.79 | -11.53 | -2.86 | -5.32 | NA | -3.33 | -11.15 | 0.96 | -54.33 | 20.87 | -6.72 | 18.46 | -1.62 | -1.73 | 1.53 | 6.16 | 42.03 | -19.14 | 13.12 | 33.45 | -52.35 | -2.23 | 21.45 |
| Sharpe Ratio | NA | -0.84 | -0.50 | -0.35 | -0.12 | NA | NA | -0.14 | -1.96 | 0.08 | -0.70 | 2.26 | -0.76 | 2.24 | -0.11 | -0.13 | 0.16 | 0.44 | 2.33 | -0.80 | 0.67 | 1.09 | -1.15 | -0.24 | 7.61 |
| Standard Deviation(%) | NA | 12.51 | 45.83 | 36.02 | 27.41 | NA | NA | 27.78 | 14.94 | 11.96 | 77.85 | 8.62 | 10.59 | 8.00 | 16.74 | 13.53 | 9.37 | 13.95 | 18.20 | 23.90 | 19.32 | 30.60 | 46.17 | 22.04 | 8.07 |
| Draw Down(%) | NA | 16.19 | 59.31 | 59.31 | 59.31 | NA | NA | 71.86 | 11.43 | 12.79 | 59.31 | 5.64 | 12.30 | 4.65 | 12.85 | 13.44 | 10.10 | 16.71 | 9.17 | 26.55 | 17.94 | 34.95 | 63.47 | 17.93 | 2.04 |
| Yield(%) | 0.00 | 6.94 | 5.12 | 4.66 | 5.37 | 2.76 | 2.86 | 3.81 | 1.79 | 5.56 | 0.96 | 8.11 | 2.14 | 5.23 | 4.67 | 2.85 | 4.17 | 4.96 | 12.02 | 3.08 | 7.65 | 16.37 | 1.04 | 7.91 | 1.08 |
Data as of 05/06/2022, AR inception is 08/10/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIRIX (GOLDMAN SACHS INTERNATIONAL REAL ESTATE SECURITIES FUND INSTITUTIONAL) |
-21.74%
Apr 2019 - Apr 2022 |
-11.29%
Apr 2017 - Apr 2022 |
-3.38%
Jan 2011 - Jan 2021 |
-5.10%
Apr 2007 - Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIRIX (GOLDMAN SACHS INTERNATIONAL REAL ESTATE SECURITIES FUND INSTITUTIONAL) |
22.73%
Feb 2009 - Feb 2012 |
18.54%
Feb 2009 - Feb 2014 |
10.79%
Feb 2009 - Feb 2019 |
-3.05%
Sep 2006 - Sep 2021 |
Annualized Rolling Returns Comparison Chart