Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSBSX (Goldman Sachs Balanced Svc) | NA | -31.06% | -8.49% | -2.58% | -0.92% | NA | NA | 0.14% |
Data as of 05/01/2009, AR inception is 08/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSBSX (Goldman Sachs Balanced Svc) | 08/28/1997 | 05/01/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -31.06 | -8.49 | -2.58 | -0.92 | NA | NA | 0.14 | -11.27 | -23.44 | 4.13 | 11.51 | 2.68 | 9.85 | 16.41 | -10.15 | -3.54 | -0.70 | 8.56 | 3.39 | 1.46 |
| Sharpe Ratio | NA | -1.31 | -0.67 | -0.35 | -0.24 | NA | NA | -0.18 | -1.85 | -1.05 | 0.12 | 1.38 | 0.08 | 1.42 | 1.81 | -0.84 | -0.51 | -0.40 | 0.52 | 0.01 | 0.08 |
| Standard Deviation(%) | NA | 24.14 | 15.80 | 12.89 | 12.08 | NA | NA | 11.65 | 16.51 | 23.13 | 8.97 | 5.97 | 6.19 | 6.29 | 8.66 | 13.34 | 11.70 | 11.97 | 10.24 | 9.01 | 10.80 |
| Draw Down(%) | NA | 35.11 | 37.68 | 37.68 | 37.68 | NA | NA | 37.68 | 17.73 | 33.21 | 5.54 | 4.36 | 4.26 | 4.87 | 6.47 | 18.34 | 15.16 | 7.84 | 8.85 | 14.88 | 4.92 |
| Yield(%) | 0.00 | 2.46 | 6.87 | 5.31 | 3.93 | 3.29 | 2.47 | 4.48 | 0.00 | 3.24 | 8.50 | 9.52 | 1.98 | 2.00 | 2.26 | 2.48 | 2.39 | 4.26 | 6.46 | 2.74 | 6.78 |
Data as of 05/01/2009, AR inception is 08/28/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSBSX (Goldman Sachs Balanced Svc) |
-8.65%
Feb 2006 - Feb 2009 |
-3.04%
Feb 2004 - Feb 2009 |
-0.83%
Apr 1999 - Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSBSX (Goldman Sachs Balanced Svc) |
11.17%
Sep 2002 - Sep 2005 |
10.54%
Sep 2002 - Sep 2007 |
4.33%
Oct 1997 - Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart