Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSLBX (Goldman Sachs Global Income B) | NA | 7.36% | 3.53% | 3.37% | 3.48% | 3.71% | NA | 3.54% |
Data as of 12/30/2014, AR inception is 04/06/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSLBX (Goldman Sachs Global Income B) | 04/06/1999 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.36 | 3.53 | 3.37 | 3.48 | 3.71 | NA | 3.54 | 4.56 | -0.35 | 6.49 | 2.89 | 3.48 | 11.06 | -2.53 | 5.29 | 0.87 | 3.56 | 3.83 | -0.42 | 5.28 | 3.89 | 8.60 | -2.43 |
| Sharpe Ratio | NA | 2.55 | 1.21 | 1.20 | 0.78 | NA | NA | 0.51 | 3.43 | -0.09 | 3.56 | 1.11 | 1.27 | 3.34 | -0.75 | 0.78 | -1.18 | 0.30 | 0.85 | -0.20 | 1.33 | 0.44 | 0.54 | -1.99 |
| Standard Deviation(%) | NA | 2.88 | 2.88 | 2.78 | 3.23 | NA | NA | 4.00 | 1.33 | 4.46 | 1.82 | 2.58 | 2.68 | 3.29 | 4.57 | 2.90 | 2.06 | 4.62 | 3.38 | 5.72 | 3.14 | 3.57 | 8.49 | 3.27 |
| Draw Down(%) | NA | 0.47 | 5.26 | 5.26 | 8.63 | NA | NA | 8.63 | 0.47 | 5.26 | 0.75 | 1.57 | 3.55 | 2.85 | 8.63 | 1.55 | 2.11 | 2.86 | 3.09 | 6.74 | 1.80 | 3.16 | 5.27 | 4.52 |
| Yield(%) | 0.00 | 3.61 | 3.67 | 2.79 | 3.86 | 4.07 | 3.04 | 4.05 | 0.93 | 5.05 | 5.00 | 0.90 | 1.39 | 9.81 | 3.04 | 2.29 | 2.23 | 7.41 | 6.82 | 4.56 | 3.35 | 3.68 | 8.99 | 3.02 |
Data as of 12/30/2014, AR inception is 04/06/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSLBX (Goldman Sachs Global Income B) |
0.14%
Oct 2005 - Oct 2008 |
0.82%
Oct 2003 - Oct 2008 |
2.79%
Jun 2003 - Jun 2013 |
3.52%
May 1999 - May 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSLBX (Goldman Sachs Global Income B) |
7.03%
Oct 2008 - Oct 2011 |
5.55%
Oct 2008 - Oct 2013 |
4.08%
Aug 2000 - Aug 2010 |
3.78%
Aug 1999 - Aug 2014 |
Annualized Rolling Returns Comparison Chart