Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMMFX (GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND CLASS R6 SHARES) | 8.57% | 12.48% | 2.24% | 2.38% | NA | NA | NA | 2.76% |
Data as of 07/28/2025, AR inception is 03/01/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMMFX (GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND CLASS R6 SHARES) | 03/01/2018 | 07/28/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.36 | 12.48 | 2.24 | 2.38 | NA | NA | NA | 2.76 | 8.57 | -4.71 | 2.79 | -4.52 | 6.19 | 6.50 | 7.68 | -2.16 |
| Sharpe Ratio | NA | 1.07 | -0.15 | 0.06 | NA | NA | NA | 0.14 | 2.60 | -0.88 | -0.18 | -1.53 | 1.00 | 0.76 | 2.04 | -1.15 |
| Standard Deviation(%) | NA | 9.42 | 6.58 | 6.19 | NA | NA | NA | 6.02 | 5.05 | 9.49 | 4.75 | 3.91 | 6.16 | 8.22 | 3.04 | 3.51 |
| Draw Down(%) | NA | 5.90 | 10.62 | 12.39 | NA | NA | NA | 12.39 | 2.53 | 9.94 | 2.87 | 5.67 | 3.65 | 11.14 | 1.58 | 4.28 |
| Yield(%) | 0.00 | 5.07 | 2.85 | 1.80 | 1.07 | 0.71 | 0.53 | 1.53 | 0.00 | 4.66 | 3.42 | 0.48 | 0.00 | 0.00 | 1.16 | 0.00 |
Data as of 07/28/2025, AR inception is 03/01/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMMFX (GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND CLASS R6 SHARES) |
-2.95%
Jun 2021 - Jun 2024 |
0.34%
Jun 2019 - Jun 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMMFX (GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND CLASS R6 SHARES) |
6.79%
Dec 2018 - Dec 2021 |
3.63%
Dec 2018 - Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart