Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSQSX (SMALL-CAP EQUITY FUND SERVICE CLASS) | NA | 15.09% | 8.18% | 14.40% | 8.02% | NA | NA | … | … |
Data as of 08/26/2016, Common starting date is 09/30/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSQSX (SMALL-CAP EQUITY FUND SERVICE CLASS) | 09/30/2005 | 08/26/2016 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.34 | 15.09 | 8.18 | 14.40 | 8.02 | NA | NA | … | … | 13.71 | -14.95 | -6.74 | 24.11 | 5.68 | 2.23 | 27.43 | 30.24 | -36.85 | -7.88 | 5.35 | -0.95 |
| Sharpe Ratio | NA | -1.42 | -1.41 | -0.82 | -0.76 | NA | NA | … | … | -0.85 | -1.64 | -1.50 | 0.36 | -0.74 | -0.55 | 0.43 | 0.39 | -1.34 | -1.44 | -0.96 | -1.67 |
| Standard Deviation(%) | NA | 22.57 | 18.68 | 19.69 | 24.52 | NA | NA | … | … | 18.62 | 20.41 | 16.87 | 15.39 | 17.54 | 29.89 | 20.65 | 29.85 | 42.07 | 20.91 | 17.76 | 15.10 |
| Draw Down(%) | NA | 27.78 | 37.12 | 37.12 | 61.04 | NA | NA | … | … | 13.90 | 22.21 | 12.94 | 10.57 | 11.51 | 25.48 | 15.57 | 27.11 | 51.82 | 18.03 | 16.62 | 5.63 |
| Yield(%) | 0.00 | 11.54 | 10.35 | 10.91 | 6.86 | 4.67 | 3.50 | … | … | 0.00 | 11.02 | 10.57 | 12.10 | 8.79 | 0.75 | 0.00 | 0.00 | 0.04 | 10.12 | 7.83 | 0.34 |
Data as of 08/26/2016, Common starting date is 09/30/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSQSX (SMALL-CAP EQUITY FUND SERVICE CLASS) |
-17.22%
Feb 2006 – Feb 2009 |
0.35%
Sep 2006 – Sep 2011 |
5.40%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSQSX (SMALL-CAP EQUITY FUND SERVICE CLASS) |
31.06%
Feb 2009 – Feb 2012 |
26.38%
Feb 2009 – Feb 2014 |
8.00%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart