Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSMDX (Goldman Sachs Small/Mid Cap Growth B) | NA | 7.80% | 20.07% | 14.36% | NA | NA | NA | 10.22% |
Data as of 12/30/2014, AR inception is 07/28/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSMDX (Goldman Sachs Small/Mid Cap Growth B) | 07/28/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.80 | 20.07 | 14.36 | NA | NA | NA | 10.22 | 7.27 | 34.58 | 19.91 | -4.97 | 20.19 | 57.39 | -40.64 | 18.06 | 11.85 | -1.61 |
| Sharpe Ratio | NA | 0.55 | 1.39 | 0.74 | NA | NA | NA | 0.38 | 0.52 | 2.66 | 1.25 | -0.17 | 0.99 | 1.94 | -0.99 | 0.88 | 0.56 | -0.52 |
| Standard Deviation(%) | NA | 14.10 | 14.43 | 19.33 | NA | NA | NA | 23.20 | 14.04 | 12.99 | 16.00 | 28.69 | 20.33 | 29.50 | 41.68 | 17.25 | 15.31 | 12.05 |
| Draw Down(%) | NA | 10.02 | 10.87 | 26.97 | NA | NA | NA | 55.65 | 10.02 | 4.57 | 10.87 | 26.97 | 16.35 | 21.91 | 53.80 | 11.39 | 18.17 | 8.11 |
| Yield(%) | 0.00 | 0.00 | 4.63 | 4.48 | 3.45 | 2.30 | 1.73 | 3.84 | 0.00 | 6.73 | 5.98 | 4.65 | 2.26 | 0.00 | 0.00 | 8.16 | 0.00 | 0.00 |
Data as of 12/30/2014, AR inception is 07/28/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMDX (Goldman Sachs Small/Mid Cap Growth B) |
-13.42%
Feb 2006 - Feb 2009 |
3.00%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMDX (Goldman Sachs Small/Mid Cap Growth B) |
30.93%
Feb 2009 - Feb 2012 |
27.19%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart