Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSITX (GOLDMAN SACHS SMALL CAP VALUE INSIGHTS FUND INSTITUTIONAL) | -1.67% | -5.13% | 6.45% | 7.77% | 5.70% | 8.11% | NA | 5.24% |
Data as of 07/30/2025, AR inception is 06/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSITX (GOLDMAN SACHS SMALL CAP VALUE INSIGHTS FUND INSTITUTIONAL) | 06/27/2007 | 07/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.05 | -5.13 | 6.45 | 7.77 | 5.70 | 8.11 | NA | 5.24 | -1.67 | -2.68 | 17.50 | -14.66 | 5.28 | 0.32 | 23.52 | -10.69 | 7.49 | 31.61 | -4.77 | 6.17 | 32.20 | 12.39 | -1.67 | 30.08 | 22.79 | -31.29 | -14.77 |
| Sharpe Ratio | NA | -0.22 | 0.22 | 0.26 | 0.18 | NA | NA | 0.16 | -0.11 | -0.37 | 0.67 | -0.65 | 0.16 | 0.00 | 1.46 | -0.78 | 0.52 | 1.78 | -0.31 | 0.41 | 2.23 | 0.77 | -0.05 | 1.13 | 0.55 | -0.67 | -1.09 |
| Standard Deviation(%) | NA | 23.82 | 22.01 | 25.18 | 25.09 | NA | NA | 27.07 | 24.66 | 25.32 | 20.06 | 24.80 | 33.24 | 47.91 | 15.13 | 15.48 | 13.37 | 17.68 | 15.74 | 14.95 | 14.45 | 16.17 | 32.54 | 26.64 | 41.08 | 48.27 | 26.90 |
| Draw Down(%) | NA | 27.58 | 27.58 | 40.21 | 47.17 | NA | NA | 63.27 | 22.62 | 21.61 | 16.03 | 22.13 | 28.87 | 46.28 | 10.33 | 24.92 | 7.61 | 12.13 | 14.09 | 12.52 | 6.25 | 12.30 | 26.18 | 22.18 | 37.50 | 47.98 | 21.32 |
| Yield(%) | 0.00 | 13.31 | 6.37 | 4.92 | 5.15 | 6.53 | 12.10 | 13.45 | 0.00 | 15.44 | 1.59 | 1.07 | 0.81 | 0.72 | 0.87 | 7.45 | 8.96 | 4.62 | 5.09 | 1.88 | 0.87 | 1.35 | 0.73 | 0.96 | 6.74 | 1.19 | 54.68 |
Data as of 07/30/2025, AR inception is 06/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSITX (GOLDMAN SACHS SMALL CAP VALUE INSIGHTS FUND INSTITUTIONAL) |
-8.73%
Mar 2017 - Mar 2020 |
-2.16%
May 2018 - May 2023 |
3.81%
Oct 2013 - Oct 2023 |
4.63%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSITX (GOLDMAN SACHS SMALL CAP VALUE INSIGHTS FUND INSTITUTIONAL) |
32.10%
Feb 2009 - Feb 2012 |
25.89%
Feb 2009 - Feb 2014 |
16.61%
Feb 2009 - Feb 2019 |
11.85%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart