Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GRPIX (Goldman Sachs Retirement Str 2050 Instl) | NA | 8.03% | 6.59% | -0.30% | NA | NA | NA | -1.86% |
Data as of 01/30/2013, AR inception is 09/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRPIX (Goldman Sachs Retirement Str 2050 Instl) | 09/11/2007 | 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 | 8.03 | 6.59 | -0.30 | NA | NA | NA | -1.86 | 0.00 | 13.80 | -7.75 | 12.50 | 29.92 | -41.13 | 0.80 |
| Sharpe Ratio | NA | 0.65 | 0.39 | -0.02 | NA | NA | NA | -0.08 | 0.00 | 1.10 | -0.35 | 0.65 | 1.10 | -1.08 | 0.01 |
| Standard Deviation(%) | NA | 12.22 | 18.33 | 25.75 | NA | NA | NA | 25.20 | NA | 12.64 | 22.29 | 19.15 | 27.13 | 38.84 | 18.88 |
| Draw Down(%) | NA | 12.17 | 24.15 | 54.82 | NA | NA | NA | 58.09 | 0.00 | 12.17 | 24.15 | 15.72 | 25.99 | 52.41 | 9.26 |
| Yield(%) | 0.00 | 0.00 | 1.81 | 1.94 | 1.20 | 0.80 | 0.60 | 2.40 | 0.00 | 0.00 | 2.48 | 2.50 | 2.90 | 3.62 | 3.32 |
Data as of 01/30/2013, AR inception is 09/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRPIX (Goldman Sachs Retirement Str 2050 Instl) |
-8.43%
Oct 2007 - Oct 2010 |
-3.62%
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 |
|---|---|---|---|---|
| GRPIX (Goldman Sachs Retirement Str 2050 Instl) |
21.94%
Feb 2009 - Feb 2012 |
-2.02%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart