Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSBKX (Goldman Sachs Strategic Intl Equity B) | NA | -4.95% | 11.46% | 4.90% | NA | NA | NA | -1.55% |
Data as of 12/30/2014, AR inception is 06/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSBKX (Goldman Sachs Strategic Intl Equity B) | 06/27/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.95 | 11.46 | 4.90 | NA | NA | NA | -1.55 | -5.18 | 22.13 | 19.57 | -15.98 | 9.37 | 26.98 | -47.02 | 4.71 |
| Sharpe Ratio | NA | -0.46 | 0.83 | 0.26 | NA | NA | NA | -0.07 | -0.49 | 1.74 | 1.14 | -0.60 | 0.45 | 1.02 | -1.17 | 0.29 |
| Standard Deviation(%) | NA | 10.77 | 13.84 | 18.54 | NA | NA | NA | 24.09 | 10.74 | 12.70 | 17.24 | 26.79 | 20.45 | 26.32 | 40.93 | 22.81 |
| Draw Down(%) | NA | 13.55 | 14.89 | 27.29 | NA | NA | NA | 62.05 | 13.55 | 8.87 | 14.89 | 27.29 | 19.85 | 25.41 | 56.99 | 13.06 |
| Yield(%) | 0.00 | 0.00 | 0.53 | 0.94 | 4.48 | 2.99 | 2.24 | 6.40 | 0.00 | 0.05 | 1.48 | 2.74 | 0.31 | 0.62 | 1.85 | 41.44 |
Data as of 12/30/2014, AR inception is 06/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSBKX (Goldman Sachs Strategic Intl Equity B) |
-12.84%
Aug 2007 - Aug 2010 |
-8.00%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSBKX (Goldman Sachs Strategic Intl Equity B) |
16.73%
Feb 2009 - Feb 2012 |
15.87%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart