Performance Comparison
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