Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSABX (Goldman Sachs Asia Equity B) | NA | 3.03% | 7.46% | 3.88% | 5.69% | 3.21% | NA | 1.36% |
Data as of 12/30/2014, AR inception is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSABX (Goldman Sachs Asia Equity B) | 02/21/1997 | 12/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.03 | 7.46 | 3.88 | 5.69 | 3.21 | NA | 1.36 | 2.48 | 3.22 | 17.30 | -18.31 | 18.78 | 63.34 | -55.94 | 35.59 | 21.14 | 21.15 | 15.06 | 36.18 | -12.31 | -5.18 | -28.39 | 58.70 | -15.72 | -41.52 |
| Sharpe Ratio | NA | 0.28 | 0.55 | 0.22 | 0.20 | NA | NA | -0.01 | 0.23 | 0.23 | 1.10 | -0.78 | 0.97 | 2.23 | -1.15 | 1.36 | 1.18 | 1.61 | 0.72 | 2.14 | -0.67 | -0.39 | -1.49 | 2.79 | -0.64 | -2.07 |
| Standard Deviation(%) | NA | 10.81 | 13.59 | 17.21 | 23.93 | NA | NA | 22.99 | 10.79 | 13.64 | 15.85 | 23.40 | 19.36 | 28.30 | 49.50 | 23.98 | 15.25 | 11.81 | 19.58 | 16.61 | 19.97 | 19.47 | 21.81 | 19.88 | 29.97 | 24.13 |
| Draw Down(%) | NA | 8.87 | 15.09 | 28.43 | 70.96 | NA | NA | 70.96 | 8.87 | 15.09 | 15.09 | 28.43 | 14.68 | 20.92 | 67.02 | 18.24 | 21.24 | 9.09 | 22.26 | 19.02 | 29.55 | 30.34 | 34.63 | 14.65 | 40.08 | 44.09 |
| Yield(%) | 0.00 | 0.00 | 0.11 | 0.18 | 1.16 | 0.74 | 0.44 | 0.52 | 0.00 | 0.00 | 0.32 | 0.12 | 0.44 | 0.91 | 0.17 | 5.77 | 0.00 | 0.67 | 0.12 | 0.41 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.20 |
Data as of 12/30/2014, AR inception is 02/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSABX (Goldman Sachs Asia Equity B) |
-20.16%
Mar 2000 - Mar 2003 |
-12.07%
Jul 1997 - Jul 2002 |
1.24%
Mar 1997 - Mar 2007 |
0.17%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSABX (Goldman Sachs Asia Equity B) |
36.28%
Oct 2004 - Oct 2007 |
28.37%
Oct 2002 - Oct 2007 |
11.18%
Apr 2003 - Apr 2013 |
7.44%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart