Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GJRTX (GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND INSTITUTIONAL) | 6.54% | 14.47% | 9.61% | 3.60% | 4.51% | 3.63% | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/03/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GJRTX (GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND INSTITUTIONAL) | 06/03/2008 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.44 | 14.47 | 9.61 | 3.60 | 4.51 | 3.63 | NA | … | … | 6.54 | 8.32 | 7.03 | 10.82 | -7.44 | -2.19 | 3.08 | 10.91 | -2.47 | 7.35 | 4.84 | -2.38 | 3.29 | 8.32 | 2.73 | -3.51 | 3.16 | 6.28 | -13.48 |
| Sharpe Ratio | NA | 2.08 | 1.04 | 0.14 | 0.40 | NA | NA | … | … | 1.93 | 0.80 | 0.07 | 1.40 | -1.03 | -0.20 | 0.28 | 2.41 | -0.64 | 1.20 | 0.92 | -0.43 | 0.57 | 1.70 | 0.64 | -0.49 | 0.71 | 0.97 | -1.50 |
| Standard Deviation(%) | NA | 5.76 | 6.22 | 7.74 | 7.23 | NA | NA | … | … | 6.87 | 6.94 | 6.36 | 4.72 | 8.61 | 10.88 | 10.22 | 3.94 | 5.95 | 5.64 | 5.04 | 5.60 | 5.72 | 4.89 | 4.24 | 7.18 | 4.33 | 6.41 | 15.08 |
| Draw Down(%) | NA | 4.28 | 8.57 | 18.07 | 18.07 | NA | NA | … | … | 4.28 | 8.57 | 4.88 | 3.80 | 9.89 | 10.57 | 13.23 | 2.13 | 7.07 | 3.44 | 3.72 | 5.83 | 4.60 | 3.38 | 4.25 | 8.95 | 3.92 | 6.67 | 18.52 |
| Yield(%) | 0.00 | 2.24 | 2.16 | 1.79 | 2.17 | 2.27 | 1.64 | … | … | 0.00 | 2.28 | 1.20 | 2.91 | 3.57 | 0.00 | 0.10 | 3.85 | 2.54 | 3.66 | 0.67 | 1.74 | 4.16 | 5.74 | 0.48 | 1.21 | 0.62 | 0.35 | 0.00 |
Data as of 06/04/2026, Common starting date is 06/03/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GJRTX (GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND INSTITUTIONAL) |
-2.28%
Dec 2019 – Dec 2022 |
-0.03%
Jul 2008 – Jul 2013 |
1.90%
Jul 2008 – Jul 2018 |
1.75%
Jul 2008 – Jul 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GJRTX (GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND INSTITUTIONAL) |
9.89%
May 2023 – May 2026 |
5.45%
Jun 2016 – Jun 2021 |
4.53%
May 2016 – May 2026 |
3.52%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart