Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GNIRX (Goldman Sachs China Equity IR) | NA | -3.57% | 7.43% | NA | NA | NA | NA | -2.31% |
Data as of 11/20/2014, AR inception is 05/06/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GNIRX (Goldman Sachs China Equity IR) | 05/06/2011 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.57 | 7.43 | NA | NA | NA | NA | -2.31 | -3.61 | 5.27 | 22.18 | -24.79 |
| Sharpe Ratio | NA | -0.35 | 0.37 | NA | NA | NA | NA | -0.10 | -0.41 | 0.29 | 1.14 | -1.12 |
| Standard Deviation(%) | NA | 10.38 | 17.24 | NA | NA | NA | NA | 20.39 | 9.92 | 18.34 | 19.66 | 31.62 |
| Draw Down(%) | NA | 9.45 | 20.78 | NA | NA | NA | NA | 34.79 | 8.32 | 20.78 | 15.03 | 34.79 |
| Yield(%) | 0.00 | 1.56 | 1.16 | 0.52 | 0.26 | 0.17 | 0.13 | 0.87 | 0.00 | 1.61 | 0.78 | 0.52 |
Data as of 11/20/2014, AR inception is 05/06/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNIRX (Goldman Sachs China Equity IR) |
-1.70%
Jun 2011 - Jun 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNIRX (Goldman Sachs China Equity IR) |
9.57%
Sep 2011 - Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart