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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
GSHBX (Goldman Sachs High Yield B) NA 3.28% 7.92% 7.25% 5.53% 6.10% NA 5.94%
Data as of 12/30/2014, AR inception is 08/15/1997
More Performance Analytics Comparison
Name Start Date End Date
GSHBX (Goldman Sachs High Yield B) 08/15/1997 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 1997
Annualized Return (%) 0.00 3.28 7.92 7.25 5.53 6.10 NA 5.94 2.68 6.85 14.57 0.88 11.93 47.77 -28.59 -0.01 10.02 3.94 11.22 27.60 -1.39 6.83 -5.02 2.84 2.28 4.23
Sharpe Ratio NA 1.07 2.35 1.68 0.94 NA NA 0.90 0.89 1.94 4.19 0.14 2.76 8.12 -3.35 -0.93 4.43 0.67 3.38 7.52 -0.47 0.66 -1.96 -0.13 -0.21 2.28
Standard Deviation(%) NA 3.05 3.35 4.29 4.85 NA NA 4.75 3.00 3.52 3.49 6.32 4.29 5.87 8.77 3.27 1.52 2.65 3.04 3.58 5.25 6.93 4.63 2.93 4.95 3.57
Draw Down(%) NA 3.99 5.67 11.35 36.33 NA NA 36.33 3.99 5.67 3.00 11.35 5.01 6.83 33.86 6.78 2.08 5.49 3.78 2.42 11.79 10.99 10.25 5.00 11.63 2.16
Yield(%) 0.00 4.40 7.28 6.97 6.10 6.21 5.14 6.05 3.95 8.81 7.78 6.77 6.44 8.79 6.22 6.23 6.52 8.07 7.32 8.61 8.31 11.28 8.68 8.17 6.98 2.85
Data as of 12/30/2014, AR inception is 08/15/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GSHBX (Goldman Sachs High Yield B) -8.76%
Nov 2005 - Nov 2008
-2.41%
Nov 2003 - Nov 2008
1.31%
Nov 1998 - Nov 2008
5.56%
Jun 1998 - Jun 2013
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GSHBX (Goldman Sachs High Yield B) 19.38%
Feb 2009 - Feb 2012
16.20%
Nov 2008 - Nov 2013
8.81%
Oct 2002 - Oct 2012
6.47%
Oct 1998 - Oct 2013
Annualized Rolling Returns Comparison Chart