Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GISSX (GOLDMAN SACHS INTERNATIONAL SMALL CAP FUND SERVICE) | NA | -6.12% | 3.37% | 3.14% | 1.56% | 3.97% | NA | … | … |
Data as of 02/11/2016, Common starting date is 05/18/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GISSX (GOLDMAN SACHS INTERNATIONAL SMALL CAP FUND SERVICE) | 05/18/1998 | 02/11/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.85 | -6.12 | 3.37 | 3.14 | 1.56 | 3.97 | NA | … | … | -9.20 | 3.20 | -6.02 | 24.47 | 20.36 | -16.59 | 24.04 | 34.34 | -52.63 | -3.03 | 17.69 | 19.62 | 29.83 | 51.10 | -21.17 | -23.72 | -18.03 | 42.40 | 2.87 |
| Sharpe Ratio | NA | -0.49 | 0.16 | 0.10 | -0.07 | NA | NA | … | … | -3.16 | 0.23 | -0.55 | 2.12 | 1.29 | -0.64 | 1.21 | 1.36 | -1.44 | -0.36 | 0.97 | 1.85 | 2.06 | 4.69 | -1.61 | -1.54 | -1.18 | 3.14 | 0.09 |
| Standard Deviation(%) | NA | 14.52 | 12.53 | 16.78 | 20.98 | NA | NA | … | … | 18.40 | 13.62 | 10.90 | 11.52 | 15.93 | 25.95 | 19.82 | 25.09 | 37.00 | 17.03 | 14.83 | 9.42 | 14.01 | 10.74 | 13.82 | 17.17 | 18.76 | 12.49 | 16.02 |
| Draw Down(%) | NA | 18.56 | 18.56 | 26.80 | 68.61 | NA | NA | … | … | 10.86 | 12.85 | 14.44 | 9.78 | 14.26 | 26.80 | 16.61 | 22.66 | 58.54 | 18.22 | 20.33 | 9.32 | 11.74 | 10.87 | 33.94 | 35.01 | 35.03 | 6.16 | 23.66 |
| Yield(%) | 0.00 | 1.09 | 1.57 | 1.54 | 1.74 | 1.90 | 2.19 | … | … | 0.00 | 1.11 | 1.34 | 1.90 | 1.28 | 1.82 | 1.80 | 4.49 | 2.83 | 2.65 | 1.13 | 0.53 | 1.54 | 0.63 | 0.00 | 0.00 | 6.53 | 0.00 | 0.00 |
Data as of 02/11/2016, Common starting date is 05/18/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GISSX (GOLDMAN SACHS INTERNATIONAL SMALL CAP FUND SERVICE) |
-23.85%
Mar 2000 – Mar 2003 |
-7.37%
May 2007 – May 2012 |
-1.12%
Feb 1999 – Feb 2009 |
2.83%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GISSX (GOLDMAN SACHS INTERNATIONAL SMALL CAP FUND SERVICE) |
41.62%
Mar 2003 – Mar 2006 |
27.30%
Oct 2002 – Oct 2007 |
11.23%
Mar 2003 – Mar 2013 |
6.98%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart