Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GRDAX (Goldman Sachs Retirement Str 2015 A) | NA | 6.84% | 6.17% | 0.99% | NA | NA | NA | 0.25% |
Data as of 01/30/2013, AR inception is 09/10/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GRDAX (Goldman Sachs Retirement Str 2015 A) | 09/10/2007 | 01/30/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 6.84 | 6.17 | 0.99 | NA | NA | NA | 0.25 | 0.00 | 11.07 | -4.03 | 10.36 | 26.59 | -33.65 | 2.52 |
Sharpe Ratio | NA | 0.83 | 0.51 | 0.04 | NA | NA | NA | -0.01 | 0.00 | 1.31 | -0.26 | 0.74 | 1.39 | -1.26 | 0.42 |
Standard Deviation(%) | NA | 8.18 | 12.89 | 18.07 | NA | NA | NA | 17.76 | NA | 8.45 | 15.66 | 13.81 | 19.02 | 27.40 | 14.27 |
Draw Down(%) | NA | 7.97 | 17.16 | 44.85 | NA | NA | NA | 47.54 | 0.00 | 7.97 | 17.16 | 11.45 | 18.67 | 43.36 | 6.84 |
Yield(%) | 0.00 | 0.00 | 2.18 | 2.27 | 1.35 | 0.90 | 0.68 | 2.70 | 0.00 | 0.00 | 3.15 | 2.96 | 3.42 | 3.58 | 2.88 |
Data as of 01/30/2013, AR inception is 09/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GRDAX (Goldman Sachs Retirement Str 2015 A) |
-4.92%
Oct 2007 - Oct 2010 |
-1.45%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GRDAX (Goldman Sachs Retirement Str 2015 A) |
18.12%
Feb 2009 - Feb 2012 |
-0.24%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart