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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
GS-PN (The Goldman Sachs Group Inc) NA -3.79% -1.34% -0.99% NA NA NA -0.08%
Data as of 05/18/2021, AR inception is 02/18/2016
More Performance Analytics Comparison
Name Start Date End Date
GS-PN (The Goldman Sachs Group Inc) 02/18/2016 05/18/2021
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2021 2020 2019 2018 2017 2016
Annualized Return (%) 0.04 -3.79 -1.34 -0.99 NA NA NA -0.08 -5.66 -0.56 5.17 -8.91 6.75 3.82
Sharpe Ratio NA -0.58 -0.19 -0.18 NA NA NA -0.08 -2.43 -0.05 0.54 -1.63 0.98 0.48
Standard Deviation(%) NA 6.63 11.17 9.85 NA NA NA 9.69 5.95 16.93 7.01 6.26 6.24 8.63
Draw Down(%) NA 6.64 19.21 21.75 NA NA NA 21.75 5.69 19.01 4.59 11.10 4.01 9.82
Yield(%) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Data as of 05/18/2021, AR inception is 02/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GS-PN (The Goldman Sachs Group Inc) -1.93%
Sep 2017 - Sep 2020
-0.81%
Apr 2016 - Apr 2021
0.00%
NA
0.00%
NA
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GS-PN (The Goldman Sachs Group Inc) 0.75%
Dec 2016 - Dec 2019
-0.60%
Mar 2016 - Mar 2021
0.00%
NA
0.00%
NA
Annualized Rolling Returns Comparison Chart