Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSDBX (Goldman Sachs Short Dur T/F B) | NA | 1.09% | 0.71% | 1.48% | 2.20% | 2.49% | NA | 2.39% |
Data as of 11/14/2014, AR inception is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSDBX (Goldman Sachs Short Dur T/F B) | 11/12/1998 | 11/14/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.09 | 0.71 | 1.48 | 2.20 | 2.49 | NA | 2.39 | 1.08 | -0.79 | 1.12 | 2.61 | 2.99 | 5.61 | 2.16 | 3.18 | 2.95 | 1.29 | -0.11 | 1.25 | 4.79 | 5.00 | 4.49 | 0.26 | 0.58 |
| Sharpe Ratio | NA | 1.60 | 0.80 | 1.11 | 1.02 | NA | NA | 0.77 | 1.85 | -0.82 | 1.34 | 2.93 | 1.22 | 4.89 | 0.74 | 0.22 | -0.43 | -0.97 | -0.77 | 0.44 | 2.42 | 1.74 | 0.36 | -2.10 | 1.06 |
| Standard Deviation(%) | NA | 0.67 | 0.85 | 1.29 | 1.19 | NA | NA | 1.29 | 0.66 | 1.00 | 0.80 | 0.88 | 2.38 | 1.13 | 1.64 | 0.75 | 0.81 | 0.90 | 1.36 | 1.27 | 1.52 | 1.57 | 1.24 | 1.41 | 1.38 |
| Draw Down(%) | NA | 0.19 | 2.05 | 2.05 | 2.72 | NA | NA | 2.72 | 0.09 | 2.05 | 0.66 | 0.76 | 1.26 | 0.58 | 2.72 | 0.37 | 0.37 | 0.67 | 2.10 | 1.47 | 1.82 | 1.34 | 0.77 | 1.21 | 0.20 |
| Yield(%) | 0.00 | 0.14 | 0.43 | 1.08 | 1.91 | 2.08 | 1.67 | 2.09 | 0.04 | 0.34 | 0.74 | 1.06 | 3.12 | 1.99 | 3.02 | 3.03 | 3.00 | 2.81 | 0.85 | 1.06 | 1.98 | 3.63 | 3.19 | 3.01 | 0.48 |
Data as of 11/14/2014, AR inception is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSDBX (Goldman Sachs Short Dur T/F B) |
0.43%
Aug 2010 - Aug 2013 |
1.42%
Sep 2009 - Sep 2014 |
2.04%
Sep 2003 - Sep 2013 |
2.42%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSDBX (Goldman Sachs Short Dur T/F B) |
5.00%
May 2000 - May 2003 |
3.69%
Aug 2005 - Aug 2010 |
3.31%
May 2000 - May 2010 |
2.51%
Jun 1999 - Jun 2014 |
Annualized Rolling Returns Comparison Chart