Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSGBX (Goldman Sachs Growth and Inc B) | NA | 9.60% | 19.41% | 11.30% | 4.99% | 3.72% | NA | 3.85% |
Data as of 12/30/2014, AR inception is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSGBX (Goldman Sachs Growth and Inc 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 | 9.60 | 19.41 | 11.30 | 4.99 | 3.72 | NA | 3.85 | 9.10 | 31.51 | 18.68 | -8.40 | 10.63 | 17.38 | -36.04 | 0.68 | 21.40 | 2.91 | 18.07 | 23.00 | -12.25 | -10.54 | -7.09 | 4.99 | 1.08 |
| Sharpe Ratio | NA | 0.93 | 1.62 | 0.65 | 0.20 | NA | NA | 0.13 | 0.89 | 2.78 | 1.35 | -0.33 | 0.54 | 0.67 | -0.95 | -0.14 | 1.89 | 0.07 | 1.68 | 1.60 | -0.63 | -0.68 | -0.55 | 0.12 | 0.41 |
| Standard Deviation(%) | NA | 10.29 | 11.93 | 17.22 | 20.43 | NA | NA | 19.09 | 10.26 | 11.31 | 13.89 | 25.92 | 19.45 | 25.99 | 38.90 | 16.35 | 9.60 | 10.19 | 10.18 | 13.93 | 21.10 | 19.07 | 20.23 | 14.39 | 13.13 |
| Draw Down(%) | NA | 8.63 | 10.93 | 25.15 | 55.56 | NA | NA | 55.56 | 8.63 | 5.60 | 10.93 | 25.15 | 16.92 | 26.51 | 46.41 | 12.42 | 7.28 | 6.74 | 6.68 | 13.25 | 25.73 | 25.62 | 13.53 | 17.60 | 5.86 |
| Yield(%) | 0.00 | 0.19 | 0.58 | 0.59 | 2.66 | 1.97 | 1.78 | 2.22 | 0.19 | 0.63 | 0.68 | 0.73 | 0.41 | 1.06 | 1.54 | 12.47 | 6.49 | 0.70 | 1.15 | 0.63 | 0.62 | 0.00 | 0.00 | 5.89 | 0.11 |
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 |
|---|---|---|---|---|
| GSGBX (Goldman Sachs Growth and Inc B) |
-14.87%
Feb 2006 - Feb 2009 |
-5.95%
May 2007 - May 2012 |
-2.83%
Apr 1999 - Apr 2009 |
3.06%
Apr 1999 - Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSGBX (Goldman Sachs Growth and Inc B) |
22.44%
Sep 2011 - Sep 2014 |
17.87%
Feb 2009 - Feb 2014 |
6.69%
Mar 2003 - Mar 2013 |
4.09%
Sep 1999 - Sep 2014 |
Annualized Rolling Returns Comparison Chart