Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GRLTX (Goldman Sachs Retirement Str 2030 IR) | NA | 7.64% | 6.63% | 0.08% | NA | NA | NA | -2.69% |
Data as of 01/30/2013, AR inception is 12/06/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GRLTX (Goldman Sachs Retirement Str 2030 IR) | 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 | 7.64 | 6.63 | 0.08 | NA | NA | NA | -2.69 | 0.00 | 12.88 | -6.15 | 11.85 | 29.10 | -39.41 | -5.87 |
Sharpe Ratio | NA | 0.70 | 0.44 | -0.01 | NA | NA | NA | -0.13 | 0.00 | 1.15 | -0.32 | 0.68 | 1.20 | -1.14 | -3.24 |
Standard Deviation(%) | NA | 10.88 | 16.25 | 23.08 | NA | NA | NA | 22.86 | NA | 11.26 | 19.59 | 17.18 | 24.17 | 35.20 | 19.60 |
Draw Down(%) | NA | 10.76 | 21.27 | 51.96 | NA | NA | NA | 55.28 | 0.00 | 10.76 | 21.27 | 14.12 | 23.48 | 49.90 | 8.05 |
Yield(%) | 0.00 | 0.00 | 2.04 | 2.02 | 0.88 | 0.59 | 0.44 | 1.76 | 0.00 | 0.00 | 2.80 | 2.86 | 2.92 | 3.38 | 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 |
---|---|---|---|---|
GRLTX (Goldman Sachs Retirement Str 2030 IR) |
-1.53%
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 |
---|---|---|---|---|
GRLTX (Goldman Sachs Retirement Str 2030 IR) |
20.81%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart