Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSEBX (Goldman Sachs Concentrated Intl Eq B) | NA | -10.74% | 11.10% | 4.14% | 1.88% | -0.28% | NA | 2.08% |
Data as of 12/30/2014, AR inception is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSEBX (Goldman Sachs Concentrated Intl Eq B) | 11/12/1998 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.74 | 11.10 | 4.14 | 1.88 | -0.28 | NA | 2.08 | -10.87 | 26.73 | 21.40 | -18.00 | 9.15 | 26.08 | -46.23 | 6.39 | 20.93 | 12.67 | 12.36 | 33.09 | -19.54 | -23.08 | -14.30 | 30.06 | 11.66 |
| Sharpe Ratio | NA | -0.94 | 0.77 | 0.22 | 0.04 | NA | NA | 0.03 | -0.96 | 1.95 | 1.23 | -0.66 | 0.45 | 0.99 | -1.13 | 0.18 | 1.19 | 0.99 | 0.68 | 1.86 | -0.96 | -1.39 | -1.09 | 1.87 | 8.24 |
| Standard Deviation(%) | NA | 11.45 | 14.46 | 18.85 | 22.23 | NA | NA | 20.56 | 11.40 | 13.69 | 17.51 | 27.13 | 20.23 | 26.26 | 41.51 | 19.24 | 14.82 | 10.62 | 16.83 | 17.42 | 21.49 | 18.54 | 16.77 | 14.34 | 15.66 |
| Draw Down(%) | NA | 15.22 | 15.22 | 29.15 | 61.81 | NA | NA | 61.81 | 15.22 | 7.69 | 15.13 | 29.15 | 19.80 | 26.09 | 56.89 | 12.50 | 18.39 | 8.09 | 14.44 | 17.50 | 29.14 | 34.43 | 22.00 | 8.24 | 3.52 |
| Yield(%) | 0.00 | 0.00 | 0.85 | 0.98 | 0.87 | 1.22 | 2.10 | 2.63 | 0.00 | 0.00 | 2.47 | 1.85 | 0.68 | 1.34 | 2.00 | 0.12 | 0.00 | 0.00 | 1.76 | 5.05 | 0.71 | 0.00 | 8.55 | 12.83 | 5.54 |
Data as of 12/30/2014, 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 |
|---|---|---|---|---|
| GSEBX (Goldman Sachs Concentrated Intl Eq B) |
-22.48%
Mar 2000 - Mar 2003 |
-9.79%
May 2007 - May 2012 |
-3.97%
Feb 1999 - Feb 2009 |
0.29%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSEBX (Goldman Sachs Concentrated Intl Eq B) |
26.94%
Mar 2003 - Mar 2006 |
18.71%
Sep 2002 - Sep 2007 |
6.39%
Mar 2003 - Mar 2013 |
2.29%
Feb 1999 - Feb 2014 |
Annualized Rolling Returns Comparison Chart