Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GRJRX (Goldman Sachs Retirement Str 2020 R) | NA | 6.81% | 6.00% | 0.25% | NA | NA | NA | -2.22% |
Data as of 01/30/2013, AR inception is 12/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRJRX (Goldman Sachs Retirement Str 2020 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 | 6.81 | 6.00 | 0.25 | NA | NA | NA | -2.22 | 0.00 | 11.48 | -5.37 | 10.76 | 27.20 | -36.37 | -5.48 |
| Sharpe Ratio | NA | 0.71 | 0.44 | 0.00 | NA | NA | NA | -0.12 | 0.00 | 1.18 | -0.30 | 0.70 | 1.28 | -1.21 | -3.46 |
| Standard Deviation(%) | NA | 9.46 | 14.55 | 20.25 | NA | NA | NA | 20.07 | NA | 9.77 | 17.79 | 15.22 | 21.15 | 30.60 | 17.58 |
| Draw Down(%) | NA | 9.29 | 19.19 | 48.22 | NA | NA | NA | 51.34 | 0.00 | 9.29 | 19.19 | 12.55 | 20.72 | 46.39 | 7.38 |
| Yield(%) | 0.00 | 0.00 | 2.00 | 2.00 | 0.88 | 0.59 | 0.44 | 1.77 | 0.00 | 0.00 | 2.62 | 2.98 | 3.76 | 2.66 | 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 |
|---|---|---|---|---|
| GRJRX (Goldman Sachs Retirement Str 2020 R) |
-1.10%
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 |
|---|---|---|---|---|
| GRJRX (Goldman Sachs Retirement Str 2020 R) |
18.85%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart