Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GISIX (GOLDMAN SACHS INTERNATIONAL SMALL CAP FUND INSTITUTIONAL) | NA | -13.32% | -8.96% | -5.70% | -10.00% | 0.02% | -1.35% | -0.05% |
Data as of 02/26/2024, AR inception is 05/18/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GISIX (GOLDMAN SACHS INTERNATIONAL SMALL CAP FUND INSTITUTIONAL) | 05/18/1998 | 02/26/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -14.69 | -13.32 | -8.96 | -5.70 | -10.00 | 0.02 | -1.35 | -0.05 | -16.29 | 4.02 | -12.78 | -2.04 | -47.45 | 4.86 | -4.20 | 27.10 | 22.26 | -14.22 | 26.62 | 39.74 | -49.41 | 0.02 | 19.50 | 20.74 | 32.23 | 52.49 | -20.76 | -23.44 | -11.09 | 43.30 | 3.26 |
| Sharpe Ratio | NA | -0.97 | -0.97 | -0.53 | -0.38 | NA | NA | -0.06 | -1.76 | -0.03 | -1.89 | -0.80 | -0.17 | 0.35 | -0.39 | 2.37 | 1.40 | -0.55 | 1.33 | 1.60 | -1.37 | -0.18 | 1.10 | 1.95 | 2.25 | 4.80 | -1.58 | -1.53 | -0.88 | 3.23 | 0.13 |
| Standard Deviation(%) | NA | 17.74 | 11.33 | 34.53 | 29.04 | NA | NA | 21.89 | 41.50 | 7.83 | 7.51 | 2.59 | 78.40 | 13.65 | 10.80 | 11.40 | 16.00 | 25.70 | 19.90 | 24.74 | 36.53 | 16.92 | 14.81 | 9.52 | 13.90 | 10.79 | 13.85 | 17.06 | 17.21 | 12.42 | 15.94 |
| Draw Down(%) | NA | 16.61 | 25.07 | 60.90 | 67.15 | NA | NA | 67.15 | 16.48 | 8.84 | 16.30 | 2.65 | 47.94 | 12.69 | 14.36 | 9.67 | 14.18 | 26.00 | 16.56 | 22.62 | 58.39 | 15.89 | 20.27 | 9.21 | 11.72 | 10.86 | 33.83 | 34.88 | 29.62 | 6.11 | 23.52 |
| Yield(%) | 0.29 | 2.53 | 1.76 | 1.25 | 0.59 | 2.45 | 2.00 | 2.33 | 0.48 | 2.22 | 1.63 | 1.52 | 1.02 | 1.53 | 1.76 | 2.35 | 1.75 | 2.00 | 2.29 | 4.89 | 3.43 | 2.98 | 1.41 | 0.86 | 1.71 | 1.01 | 0.00 | 0.00 | 6.46 | 0.00 | 0.00 |
Data as of 02/26/2024, AR inception is 05/18/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GISIX (GOLDMAN SACHS INTERNATIONAL SMALL CAP FUND INSTITUTIONAL) |
-26.08%
Jun 2019 - Jun 2022 |
-17.16%
Sep 2018 - Sep 2023 |
-6.91%
Nov 2011 - Nov 2021 |
-2.07%
Jan 2009 - Jan 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GISIX (GOLDMAN SACHS INTERNATIONAL SMALL CAP FUND INSTITUTIONAL) |
42.35%
Mar 2003 - Mar 2006 |
27.92%
Oct 2002 - Oct 2007 |
11.80%
Mar 2003 - Mar 2013 |
7.52%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison Chart