Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GS-PJ (The Goldman Sachs Group Inc) | NA | 15.32% | 7.15% | 7.19% | 7.98% | NA | NA | … | … |
Data as of 09/13/2023, Common starting date is 04/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GS-PJ (The Goldman Sachs Group Inc) | 04/23/2013 | 09/13/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.32 | 7.15 | 7.19 | 7.98 | NA | NA | … | … | 12.93 | 2.40 | 3.03 | 1.90 | 10.83 | -8.71 | 4.53 | -2.05 | 6.11 | 9.47 | -12.76 |
| Sharpe Ratio | NA | 1.92 | 0.73 | 0.39 | 0.61 | NA | NA | … | … | 2.55 | 0.11 | 0.41 | 0.06 | 1.27 | -1.46 | 0.53 | -0.25 | 0.91 | 1.57 | -1.57 |
| Standard Deviation(%) | NA | 5.99 | 8.09 | 14.94 | 11.63 | NA | NA | … | … | 5.81 | 9.13 | 7.31 | 29.69 | 7.43 | 6.88 | 7.41 | 9.01 | 6.67 | 6.00 | 11.35 |
| Draw Down(%) | NA | 2.55 | 7.30 | 31.58 | 31.58 | NA | NA | … | … | 2.55 | 6.63 | 3.57 | 31.91 | 5.18 | 11.15 | 6.49 | 11.62 | 5.09 | 3.79 | 16.70 |
| Yield(%) | 0.00 | 6.41 | 5.36 | 5.44 | 6.23 | 3.71 | 2.78 | … | … | 5.06 | 5.15 | 5.02 | 4.98 | 5.54 | 5.15 | 5.32 | 5.24 | 5.54 | 6.04 | 2.90 |
Data as of 09/13/2023, Common starting date is 04/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GS-PJ (The Goldman Sachs Group Inc) |
1.74%
Jun 2017 – Jun 2020 |
3.13%
Jun 2017 – Jun 2022 |
6.12%
May 2013 – May 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GS-PJ (The Goldman Sachs Group Inc) |
12.14%
Sep 2013 – Sep 2016 |
8.58%
Aug 2013 – Aug 2018 |
7.75%
Aug 2013 – Aug 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart