Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMZ (Goldman Sachs MLP Income) | NA | -82.65% | -49.36% | -34.76% | NA | NA | NA | -36.87% |
Data as of 10/01/2020, AR inception is 11/26/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMZ (Goldman Sachs MLP Income) | 11/26/2013 | 10/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.76 | -82.65 | -49.36 | -34.76 | NA | NA | NA | -36.87 | -80.56 | -14.04 | -22.65 | -9.18 | 16.46 | -53.45 | -16.91 | 4.00 |
| Sharpe Ratio | NA | -0.95 | -0.91 | -0.71 | NA | NA | NA | -0.75 | -0.89 | -0.64 | -0.78 | -0.43 | 0.37 | -1.34 | -0.76 | 5.10 |
| Standard Deviation(%) | NA | 87.50 | 55.48 | 50.04 | NA | NA | NA | 44.70 | 99.79 | 24.21 | 30.85 | 22.87 | 44.31 | 39.96 | 22.41 | 10.52 |
| Draw Down(%) | NA | 87.79 | 91.73 | 93.08 | NA | NA | NA | 96.00 | 87.39 | 40.37 | 41.48 | 32.12 | 38.86 | 61.72 | 29.59 | 1.72 |
| Yield(%) | 0.00 | 0.43 | 0.86 | 0.95 | 0.41 | 0.28 | 0.21 | 0.69 | 0.47 | 0.86 | 1.30 | 1.21 | 1.40 | 1.09 | 0.91 | 0.00 |
Data as of 10/01/2020, AR inception is 11/26/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMZ (Goldman Sachs MLP Income) |
-51.78%
Mar 2017 - Mar 2020 |
-40.74%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMZ (Goldman Sachs MLP Income) |
8.09%
Jan 2016 - Jan 2019 |
-13.50%
Jan 2014 - Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart