Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSCPX (GOLDMAN SACHS INVESTMENT GRADE CREDIT FUND SEPARATE ACCOUNT INSTITUTIONAL) | 3.15% | 4.77% | 4.08% | -1.00% | 2.55% | 3.55% | 3.57% | 3.74% |
Data as of 07/21/2025, AR inception is 11/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSCPX (GOLDMAN SACHS INVESTMENT GRADE CREDIT FUND SEPARATE ACCOUNT INSTITUTIONAL) | 11/07/2003 | 07/21/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 4.77 | 4.08 | -1.00 | 2.55 | 3.55 | 3.57 | 3.74 | 3.15 | 2.11 | 9.82 | -16.56 | -3.25 | 8.86 | 15.36 | -2.58 | 6.48 | 5.27 | -1.33 | 7.36 | -0.89 | 11.89 | 8.73 | 9.38 | 18.81 | -13.51 | 4.95 | 3.53 | 2.13 | 3.03 | 2.52 |
| Sharpe Ratio | NA | 0.14 | 0.13 | -0.43 | 0.16 | NA | NA | 0.42 | 0.35 | -0.76 | 0.71 | -1.96 | -0.59 | 0.81 | 3.26 | -1.08 | 1.70 | 1.22 | -0.28 | 2.30 | -0.22 | 3.13 | 1.54 | 1.53 | 2.52 | -1.75 | 0.43 | 0.08 | -0.01 | 0.42 | 3.65 |
| Standard Deviation(%) | NA | 5.88 | 7.35 | 6.99 | 6.47 | NA | NA | 5.85 | 6.12 | 5.92 | 7.97 | 9.19 | 5.56 | 10.64 | 4.28 | 3.63 | 3.46 | 4.14 | 4.90 | 3.19 | 4.14 | 3.82 | 5.66 | 6.07 | 7.42 | 8.21 | 4.62 | 3.43 | 3.66 | 4.91 | 5.05 |
| Draw Down(%) | NA | 4.75 | 11.16 | 24.82 | 24.82 | NA | NA | 24.82 | 3.79 | 3.92 | 7.20 | 21.79 | 5.83 | 18.97 | 2.74 | 4.19 | 1.65 | 4.64 | 4.40 | 1.76 | 6.81 | 1.77 | 3.53 | 4.88 | 5.56 | 18.55 | 2.83 | 3.23 | 3.15 | 6.41 | 1.09 |
| Yield(%) | 0.00 | 3.94 | 4.09 | 3.03 | 3.62 | 4.41 | 4.24 | 4.36 | 1.61 | 4.58 | 4.46 | 3.00 | 2.67 | 3.10 | 5.10 | 3.35 | 3.29 | 3.46 | 4.26 | 5.42 | 4.94 | 7.34 | 9.40 | 4.37 | 5.72 | 6.13 | 5.11 | 4.19 | 4.14 | 2.30 | 0.00 |
Data as of 07/21/2025, AR inception is 11/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSCPX (GOLDMAN SACHS INVESTMENT GRADE CREDIT FUND SEPARATE ACCOUNT INSTITUTIONAL) |
-6.36%
Oct 2020 - Oct 2023 |
-0.97%
Oct 2017 - Oct 2022 |
1.11%
Oct 2012 - Oct 2022 |
2.91%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSCPX (GOLDMAN SACHS INVESTMENT GRADE CREDIT FUND SEPARATE ACCOUNT INSTITUTIONAL) |
13.93%
Feb 2009 - Feb 2012 |
10.35%
Mar 2009 - Mar 2014 |
6.89%
Mar 2009 - Mar 2019 |
5.32%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison Chart