Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GITBX (Goldman Sachs Technology Tollkeeper B) | NA | 10.80% | 18.81% | 12.01% | 8.73% | -0.42% | NA | 3.68% |
Data as of 12/30/2014, AR inception is 10/21/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GITBX (Goldman Sachs Technology Tollkeeper B) | 10/21/1999 | 12/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.80 | 18.81 | 12.01 | 8.73 | -0.42 | NA | 3.68 | 9.88 | 27.58 | 19.64 | -13.93 | 23.27 | 68.21 | -45.93 | 26.55 | 11.76 | 1.19 | 11.67 | 44.66 | -39.77 | -34.10 | -37.68 | 85.69 |
| Sharpe Ratio | NA | 0.68 | 1.22 | 0.61 | 0.33 | NA | NA | 0.08 | 0.63 | 2.06 | 1.18 | -0.50 | 1.11 | 2.38 | -1.09 | 1.26 | 0.51 | -0.08 | 0.67 | 1.79 | -1.00 | -0.80 | -0.90 | 95.04 |
| Standard Deviation(%) | NA | 15.82 | 15.35 | 19.75 | 23.41 | NA | NA | 28.57 | 15.75 | 13.38 | 16.68 | 28.11 | 20.84 | 28.59 | 42.93 | 18.82 | 16.57 | 12.49 | 15.89 | 24.50 | 40.92 | 46.09 | 46.49 | 24.29 |
| Draw Down(%) | NA | 12.15 | 13.87 | 26.40 | 55.63 | NA | NA | 83.55 | 12.15 | 6.88 | 13.87 | 26.40 | 14.39 | 16.88 | 54.44 | 9.54 | 19.37 | 12.30 | 14.06 | 16.70 | 55.35 | 57.38 | 49.97 | 2.81 |
| Yield(%) | 0.00 | 0.00 | 0.75 | 0.48 | 0.31 | 0.16 | 0.22 | 0.29 | 0.00 | 1.84 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.10 | 0.00 |
Data as of 12/30/2014, AR inception is 10/21/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GITBX (Goldman Sachs Technology Tollkeeper B) |
-38.72%
Feb 2000 - Feb 2003 |
-18.89%
Mar 2000 - Mar 2005 |
-7.46%
Feb 2000 - Feb 2010 |
1.16%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GITBX (Goldman Sachs Technology Tollkeeper B) |
29.78%
Feb 2009 - Feb 2012 |
24.48%
Feb 2009 - Feb 2014 |
12.30%
Sep 2002 - Sep 2012 |
1.16%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison Chart