Performance Comparison
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