Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSIVX (STRATEGIC INVESTMENT FUND INVESTMENT CLASS) | NA | 2.34% | 3.10% | 7.93% | 4.11% | 4.30% | NA | … | … |
Data as of 11/29/2016, Common starting date is 12/06/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSIVX (STRATEGIC INVESTMENT FUND INVESTMENT CLASS) | 12/06/1999 | 11/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.34 | 3.10 | 7.93 | 4.11 | 4.30 | NA | … | … | 4.29 | -1.23 | 5.02 | 16.85 | 12.84 | -2.55 | 9.76 | 21.40 | -28.89 | 11.92 | 14.25 | -0.54 | 5.56 | 19.06 | -11.69 | -3.01 | 0.42 | 2.91 |
| Sharpe Ratio | NA | 0.22 | 0.37 | 0.94 | 0.28 | NA | NA | … | … | 0.50 | -0.14 | 0.73 | 2.25 | 1.52 | -0.17 | 0.79 | 1.37 | -1.23 | 0.74 | 1.36 | -0.35 | 0.60 | 1.80 | -0.92 | -0.53 | -0.30 | 7.36 |
| Standard Deviation(%) | NA | 9.05 | 8.25 | 8.35 | 13.11 | NA | NA | … | … | 8.94 | 8.89 | 6.86 | 7.46 | 8.49 | 15.46 | 12.21 | 15.50 | 24.24 | 12.15 | 8.07 | 7.72 | 7.74 | 10.21 | 13.87 | 10.24 | 11.96 | 6.23 |
| Draw Down(%) | NA | 10.08 | 13.06 | 13.06 | 39.80 | NA | NA | … | … | 7.79 | 9.33 | 5.51 | 5.64 | 7.03 | 15.35 | 10.72 | 15.20 | 37.45 | 7.23 | 8.78 | 5.11 | 6.04 | 7.79 | 17.38 | 15.32 | 8.65 | 0.97 |
| Yield(%) | 0.00 | 6.44 | 6.96 | 6.23 | 4.26 | 3.61 | 2.77 | … | … | 0.00 | 6.47 | 10.38 | 5.76 | 2.14 | 2.06 | 1.82 | 1.91 | 2.34 | 6.44 | 4.67 | 0.00 | 0.00 | 0.00 | 0.00 | 1.24 | 2.84 | 0.48 |
Data as of 11/29/2016, Common starting date is 12/06/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSIVX (STRATEGIC INVESTMENT FUND INVESTMENT CLASS) |
-7.32%
Feb 2006 – Feb 2009 |
-3.27%
Feb 2004 – Feb 2009 |
0.75%
Jun 2000 – Jun 2010 |
3.33%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSIVX (STRATEGIC INVESTMENT FUND INVESTMENT CLASS) |
15.63%
Feb 2009 – Feb 2012 |
13.77%
Feb 2009 – Feb 2014 |
5.97%
Mar 2003 – Mar 2013 |
4.84%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart