Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GS-PK (The Goldman Sachs Group Inc) | NA | 8.04% | 2.41% | 4.25% | 5.88% | NA | NA | 6.08% |
Data as of 05/16/2024, AR inception is 04/24/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GS-PK (The Goldman Sachs Group Inc) | 04/24/2014 | 05/16/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 8.04 | 2.41 | 4.25 | 5.88 | NA | NA | 6.08 | 2.21 | 8.64 | -6.51 | 1.93 | 8.78 | 18.79 | -5.74 | 11.29 | 3.39 | 13.98 | 6.75 |
| Sharpe Ratio | NA | 0.84 | -0.02 | 0.19 | 0.43 | NA | NA | 0.45 | 0.49 | 0.64 | -0.75 | 0.22 | 0.33 | 2.44 | -1.05 | 1.50 | 0.29 | 2.16 | 2.24 |
| Standard Deviation(%) | NA | 5.00 | 8.19 | 13.63 | 11.04 | NA | NA | 11.01 | 4.63 | 6.94 | 10.57 | 8.70 | 25.54 | 7.12 | 6.68 | 7.13 | 11.07 | 6.46 | 4.43 |
| Draw Down(%) | NA | 2.48 | 11.56 | 27.58 | 27.58 | NA | NA | 27.58 | 2.48 | 5.57 | 10.22 | 6.81 | 27.58 | 4.04 | 10.26 | 4.92 | 10.65 | 3.80 | 2.85 |
| Yield(%) | 0.00 | 6.46 | 5.69 | 5.82 | 6.27 | 4.26 | 3.19 | 6.39 | 3.14 | 6.36 | 5.68 | 5.50 | 5.50 | 6.25 | 5.63 | 5.87 | 5.74 | 6.15 | 3.39 |
Data as of 05/16/2024, AR inception is 04/24/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GS-PK (The Goldman Sachs Group Inc) |
1.16%
Dec 2020 - Dec 2023 |
2.77%
Sep 2017 - Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GS-PK (The Goldman Sachs Group Inc) |
11.37%
Jul 2014 - Jul 2017 |
8.34%
Jul 2014 - Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart