Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GRDRX (Goldman Sachs Retirement Str 2015 R) | NA | 6.51% | 5.87% | 0.71% | NA | NA | NA | -1.56% |
Data as of 01/30/2013, AR inception is 12/06/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GRDRX (Goldman Sachs Retirement Str 2015 R) | 12/06/2007 | 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 | 6.51 | 5.87 | 0.71 | NA | NA | NA | -1.56 | 0.00 | 10.76 | -4.34 | 10.09 | 26.41 | -33.94 | -5.10 |
Sharpe Ratio | NA | 0.80 | 0.48 | 0.03 | NA | NA | NA | -0.10 | 0.00 | 1.28 | -0.28 | 0.73 | 1.38 | -1.26 | -3.60 |
Standard Deviation(%) | NA | 8.11 | 12.93 | 18.12 | NA | NA | NA | 17.99 | NA | 8.40 | 15.80 | 13.75 | 19.02 | 27.54 | 16.16 |
Draw Down(%) | NA | 8.03 | 17.16 | 45.02 | NA | NA | NA | 48.03 | 0.00 | 8.03 | 17.16 | 11.47 | 18.77 | 43.51 | 6.82 |
Yield(%) | 0.00 | 0.00 | 2.25 | 2.22 | 0.99 | 0.66 | 0.49 | 1.98 | 0.00 | 0.00 | 3.13 | 3.21 | 3.45 | 3.13 | 0.00 |
Data as of 01/30/2013, AR inception is 12/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GRDRX (Goldman Sachs Retirement Str 2015 R) |
-0.58%
Jan 2008 - Jan 2011 |
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 |
---|---|---|---|---|
GRDRX (Goldman Sachs Retirement Str 2015 R) |
17.86%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart