Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSCBX (Goldman Sachs Capital Growth B) | NA | 12.08% | 19.69% | 12.87% | 6.21% | 2.26% | NA | 6.41% |
Data as of 12/30/2014, AR inception is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSCBX (Goldman Sachs Capital Growth 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 | 12.08 | 19.69 | 12.87 | 6.21 | 2.26 | NA | 6.41 | 11.51 | 30.68 | 17.66 | -2.24 | 10.23 | 47.20 | -43.34 | 8.76 | 7.35 | 1.60 | 8.00 | 22.58 | -25.46 | -15.86 | -8.45 | 26.27 | 32.99 | 23.19 |
| Sharpe Ratio | NA | 1.01 | 1.57 | 0.77 | 0.25 | NA | NA | 0.22 | 0.97 | 2.61 | 1.29 | -0.09 | 0.59 | 1.75 | -1.05 | 0.35 | 0.35 | -0.06 | 0.62 | 1.23 | -1.00 | -0.83 | -0.57 | 1.26 | 1.38 | 1.25 |
| Standard Deviation(%) | NA | 11.93 | 12.52 | 16.56 | 21.00 | NA | NA | 20.63 | 11.91 | 11.74 | 13.78 | 24.55 | 17.24 | 26.96 | 41.88 | 16.55 | 11.59 | 10.05 | 11.30 | 17.75 | 26.54 | 22.20 | 21.75 | 18.29 | 21.58 | 19.09 |
| Draw Down(%) | NA | 7.09 | 10.46 | 19.83 | 55.45 | NA | NA | 59.82 | 7.09 | 7.00 | 10.46 | 19.83 | 14.84 | 21.20 | 53.28 | 9.77 | 11.05 | 9.38 | 8.76 | 13.84 | 34.21 | 31.71 | 16.61 | 11.10 | 23.00 | 10.19 |
| Yield(%) | 0.00 | 0.00 | 11.43 | 7.35 | 3.97 | 2.36 | 4.51 | 5.31 | 0.00 | 28.40 | 0.00 | 0.00 | 0.20 | 0.00 | 4.02 | 1.29 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.14 | 7.18 | 9.55 | 4.27 | 17.77 |
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 |
|---|---|---|---|---|
| GSCBX (Goldman Sachs Capital Growth B) |
-18.28%
Mar 2000 - Mar 2003 |
-8.60%
Feb 2004 - Feb 2009 |
-5.28%
Feb 1999 - Feb 2009 |
2.45%
Apr 1999 - Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSCBX (Goldman Sachs Capital Growth B) |
31.27%
Mar 1997 - Mar 2000 |
22.65%
Feb 2009 - Feb 2014 |
6.85%
Aug 2004 - Aug 2014 |
5.06%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison Chart