Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSBBX (Goldman Sachs Balanced B) | NA | 3.87% | 10.32% | 9.20% | 5.52% | 4.08% | NA | 4.95% |
Data as of 12/30/2014, AR inception is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSBBX (Goldman Sachs Balanced 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 | 3.87 | 10.32 | 9.20 | 5.52 | 4.08 | NA | 4.95 | 3.59 | 15.65 | 12.06 | 3.54 | 12.49 | 22.86 | -23.94 | 3.25 | 10.92 | 2.28 | 8.98 | 15.59 | -10.75 | -4.22 | -1.30 | 8.10 | 2.79 | 12.38 |
| Sharpe Ratio | NA | 0.73 | 1.76 | 1.08 | 0.40 | NA | NA | 0.29 | 0.68 | 2.75 | 1.86 | 0.29 | 1.21 | 1.47 | -1.07 | 0.02 | 1.28 | 0.02 | 1.28 | 1.73 | -0.89 | -0.57 | -0.45 | 0.47 | -0.06 | 1.16 |
| Standard Deviation(%) | NA | 5.28 | 5.85 | 8.45 | 11.38 | NA | NA | 10.90 | 5.28 | 5.68 | 6.50 | 12.24 | 10.22 | 15.47 | 23.15 | 8.96 | 6.00 | 6.15 | 6.28 | 8.63 | 13.27 | 11.68 | 11.87 | 10.31 | 9.05 | 9.47 |
| Draw Down(%) | NA | 6.38 | 6.38 | 10.11 | 38.32 | NA | NA | 38.32 | 6.38 | 5.23 | 5.43 | 10.11 | 8.46 | 17.79 | 33.60 | 5.64 | 4.43 | 4.33 | 4.92 | 6.58 | 18.67 | 15.50 | 7.99 | 9.00 | 15.06 | 4.96 |
| Yield(%) | 0.00 | 3.02 | 4.49 | 3.66 | 3.95 | 3.16 | 3.37 | 3.96 | 2.79 | 4.26 | 5.55 | 0.87 | 2.25 | 3.28 | 2.68 | 7.86 | 9.06 | 1.33 | 1.27 | 1.65 | 1.92 | 1.83 | 3.83 | 6.02 | 2.26 | 8.31 |
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 |
|---|---|---|---|---|
| GSBBX (Goldman Sachs Balanced B) |
-9.28%
Feb 2006 - Feb 2009 |
-3.67%
Feb 2004 - Feb 2009 |
-0.93%
Feb 1999 - Feb 2009 |
3.24%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSBBX (Goldman Sachs Balanced B) |
19.55%
Feb 2009 - Feb 2012 |
16.38%
Feb 2009 - Feb 2014 |
6.84%
Mar 2003 - Mar 2013 |
4.62%
Aug 1999 - Aug 2014 |
Annualized Rolling Returns Comparison Chart