Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSARX (GOLDMAN SACHS HIGH QUALITY FLOATING RATE FUND INSTITUTIONAL) | NA | 0.35% | 1.22% | 1.43% | 0.98% | 1.10% | 1.55% | 3.01% |
Data as of 02/23/2022, AR inception is 07/30/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSARX (GOLDMAN SACHS HIGH QUALITY FLOATING RATE FUND INSTITUTIONAL) | 07/30/1991 | 02/23/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.35 | 1.22 | 1.43 | 0.98 | 1.10 | 1.55 | 3.01 | 0.11 | 0.47 | 0.83 | 2.53 | 1.70 | 1.76 | 1.40 | -0.47 | 0.00 | 0.62 | 0.91 | -0.25 | 0.46 | 4.46 | -1.56 | 4.31 | 4.39 | 3.12 | 1.83 | 1.63 | 3.18 | 8.13 | 6.74 | 5.15 | 4.05 | 6.23 | 6.71 | 7.58 | 2.01 | 3.81 | 5.52 | 3.76 |
| Sharpe Ratio | NA | 0.94 | 0.60 | 0.68 | 0.64 | NA | NA | 0.95 | 1.21 | 1.19 | 0.30 | 1.44 | 0.51 | 1.82 | 1.85 | -0.79 | -0.02 | 0.68 | 0.86 | -0.33 | 0.49 | 3.55 | -1.31 | 1.46 | 1.50 | 1.24 | 0.81 | 0.58 | 1.52 | 2.46 | 1.30 | 1.05 | 0.34 | 1.44 | 1.60 | 1.92 | -0.57 | 1.18 | 1.86 | 2.43 |
| Standard Deviation(%) | NA | 0.33 | 1.23 | 1.05 | 0.92 | NA | NA | 1.43 | 0.53 | 0.37 | 1.96 | 0.78 | 0.72 | 0.62 | 0.64 | 0.63 | 0.66 | 0.87 | 1.00 | 0.86 | 0.78 | 1.23 | 1.89 | 0.89 | 0.73 | 0.77 | 1.09 | 1.63 | 1.37 | 2.40 | 2.07 | 1.84 | 2.15 | 1.88 | 1.99 | 1.95 | 1.65 | 1.46 | 1.67 | 2.36 |
| Draw Down(%) | NA | 0.11 | 4.26 | 4.26 | 4.26 | NA | NA | 4.48 | 0.11 | 0.11 | 4.26 | 0.11 | 0.23 | 0.11 | 0.29 | 0.55 | 0.37 | 0.41 | 0.46 | 0.81 | 0.45 | 1.09 | 4.48 | 0.19 | 0.20 | 0.17 | 0.46 | 0.93 | 0.41 | 0.61 | 0.52 | 0.41 | 1.15 | 0.41 | 0.41 | 0.41 | 0.81 | 0.30 | 0.50 | 0.20 |
| Yield(%) | 0.00 | 0.43 | 1.23 | 1.43 | 1.03 | 1.46 | 1.98 | 3.27 | 0.06 | 0.41 | 0.96 | 2.51 | 2.03 | 1.29 | 0.92 | 0.45 | 0.46 | 0.62 | 0.67 | 0.66 | 0.80 | 3.25 | 4.00 | 4.43 | 4.19 | 3.60 | 3.39 | 3.67 | 4.15 | 6.43 | 6.32 | 5.55 | 5.77 | 5.98 | 6.00 | 6.35 | 4.77 | 4.24 | 5.58 | 3.31 |
Data as of 02/23/2022, AR inception is 07/30/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSARX (GOLDMAN SACHS HIGH QUALITY FLOATING RATE FUND INSTITUTIONAL) |
-0.11%
Feb 2013 - Feb 2016 |
0.06%
Feb 2011 - Feb 2016 |
0.55%
Mar 2010 - Mar 2020 |
1.12%
Jan 2007 - Jan 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSARX (GOLDMAN SACHS HIGH QUALITY FLOATING RATE FUND INSTITUTIONAL) |
6.95%
Nov 1998 - Nov 2001 |
6.18%
Oct 1996 - Oct 2001 |
5.66%
Oct 1991 - Oct 2001 |
4.72%
Aug 1991 - Aug 2006 |
Annualized Rolling Returns Comparison Chart