Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSDGX (Goldman Sachs Short Dur Govt B) | NA | 0.07% | -0.10% | 0.51% | 2.47% | 3.24% | NA | 3.20% |
Data as of 12/16/2014, AR inception is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSDGX (Goldman Sachs Short Dur Govt B) | 11/12/1998 | 12/16/2014 |
| 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 | 0.07 | -0.10 | 0.51 | 2.47 | 3.24 | NA | 3.20 | 0.06 | -0.68 | 0.34 | 0.24 | 3.09 | 2.77 | 7.76 | 6.25 | 3.75 | 1.44 | 1.13 | 1.39 | 5.90 | 8.45 | 7.48 | 1.70 | 0.73 |
| Sharpe Ratio | NA | 0.18 | -0.21 | 0.33 | 0.91 | NA | NA | 0.88 | 0.16 | -1.04 | 0.39 | 0.10 | 1.45 | 1.60 | 2.23 | 1.92 | 0.43 | -0.68 | 0.10 | 0.31 | 2.08 | 1.99 | 1.08 | -0.63 | 0.98 |
| Standard Deviation(%) | NA | 0.28 | 0.61 | 1.41 | 1.65 | NA | NA | 2.05 | 0.29 | 0.69 | 0.74 | 2.14 | 2.06 | 1.67 | 3.05 | 1.69 | 1.07 | 1.08 | 1.79 | 2.22 | 2.31 | 3.13 | 3.18 | 2.42 | 2.70 |
| Draw Down(%) | NA | 0.16 | 1.08 | 1.27 | 1.31 | NA | NA | 2.03 | 0.16 | 0.94 | 0.39 | 1.27 | 0.89 | 0.95 | 1.31 | 0.39 | 0.27 | 0.53 | 2.03 | 1.52 | 1.21 | 1.80 | 1.37 | 1.08 | 0.82 |
| Yield(%) | 0.00 | 0.07 | 0.20 | 0.85 | 2.12 | 2.87 | 2.35 | 2.93 | 0.06 | 0.20 | 0.34 | 0.04 | 3.62 | 2.57 | 3.85 | 3.63 | 3.47 | 3.05 | 2.92 | 2.66 | 3.68 | 5.50 | 5.62 | 4.73 | 0.83 |
Data as of 12/16/2014, 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 |
|---|---|---|---|---|
| GSDGX (Goldman Sachs Short Dur Govt B) |
-0.18%
Oct 2010 - Oct 2013 |
0.46%
Nov 2009 - Nov 2014 |
2.46%
Mar 2004 - Mar 2014 |
3.21%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSDGX (Goldman Sachs Short Dur Govt B) |
7.48%
Jan 2000 - Jan 2003 |
5.15%
Feb 1999 - Feb 2004 |
4.82%
May 2000 - May 2010 |
3.37%
Feb 1999 - Feb 2014 |
Annualized Rolling Returns Comparison Chart