Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSASX (GOLDMAN SACHS HIGH QUALITY FLOATING RATE FUND SERVICE) | NA | -0.34% | 0.62% | 0.92% | 0.49% | 0.66% | 1.14% | 2.04% |
Data as of 02/23/2022, AR inception is 03/27/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSASX (GOLDMAN SACHS HIGH QUALITY FLOATING RATE FUND SERVICE) | 03/27/1997 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.34 | 0.62 | 0.92 | 0.49 | 0.66 | 1.14 | 2.04 | -0.10 | -0.13 | 0.39 | 2.03 | 1.40 | 1.29 | 0.76 | -0.76 | -0.42 | 0.00 | 0.54 | -0.71 | 0.00 | 4.02 | -1.64 | 4.11 | 4.22 | 2.81 | 1.58 | 1.13 | 2.64 | 7.53 | 6.14 | 4.63 | 3.54 | 4.63 |
| Sharpe Ratio | NA | -0.92 | 0.12 | 0.20 | 0.11 | NA | NA | 0.55 | -2.63 | -0.33 | 0.08 | 0.79 | 0.12 | 1.04 | 0.90 | -1.59 | -0.78 | -0.05 | 0.57 | -0.89 | -0.13 | 3.17 | -1.38 | 1.29 | 1.44 | 0.84 | 0.64 | 0.29 | 1.22 | 2.35 | 1.09 | 0.77 | 0.11 | 1.45 |
| Standard Deviation(%) | NA | 0.41 | 1.23 | 1.02 | 0.86 | NA | NA | 1.25 | 0.31 | 0.47 | 1.93 | 0.79 | 0.56 | 0.63 | 0.61 | 0.50 | 0.56 | 0.73 | 0.86 | 0.83 | 0.69 | 1.24 | 1.85 | 0.85 | 0.64 | 0.76 | 1.00 | 1.52 | 1.26 | 2.25 | 1.93 | 1.82 | 1.95 | 1.78 |
| Draw Down(%) | NA | 0.46 | 4.24 | 4.24 | 4.24 | NA | NA | 4.55 | 0.11 | 0.36 | 4.24 | 0.11 | 0.23 | 0.11 | 0.46 | 0.88 | 0.45 | 0.44 | 0.45 | 1.14 | 0.54 | 1.09 | 4.55 | 0.20 | 0.15 | 0.26 | 0.47 | 1.04 | 0.32 | 0.61 | 0.52 | 0.41 | 1.29 | 0.20 |
| Yield(%) | 0.00 | 0.11 | 0.81 | 1.03 | 0.59 | 1.09 | 1.62 | 2.43 | 0.01 | 0.10 | 0.49 | 2.01 | 1.73 | 0.82 | 0.41 | 0.03 | 0.03 | 0.11 | 0.19 | 0.19 | 0.34 | 2.83 | 3.89 | 4.24 | 3.92 | 3.30 | 2.93 | 3.18 | 3.62 | 5.87 | 5.76 | 5.06 | 5.28 | 4.25 |
Data as of 02/23/2022, AR inception is 03/27/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSASX (GOLDMAN SACHS HIGH QUALITY FLOATING RATE FUND SERVICE) |
-0.60%
Feb 2013 - Feb 2016 |
-0.40%
Feb 2011 - Feb 2016 |
0.10%
Mar 2010 - Mar 2020 |
0.69%
Jan 2007 - Jan 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSASX (GOLDMAN SACHS HIGH QUALITY FLOATING RATE FUND SERVICE) |
6.38%
Nov 1998 - Nov 2001 |
5.36%
Apr 1997 - Apr 2002 |
3.93%
Apr 1997 - Apr 2007 |
2.90%
Apr 1997 - Apr 2012 |
Annualized Rolling Returns Comparison Chart