Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSSBX (Goldman Sachs Structured US Equity B) | NA | 12.88% | 19.72% | 14.51% | 5.53% | 2.95% | NA | 6.15% |
Data as of 12/30/2014, AR inception is 05/01/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSSBX (Goldman Sachs Structured US Equity B) | 05/01/1997 | 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 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.88 | 19.72 | 14.51 | 5.53 | 2.95 | NA | 6.15 | 12.51 | 34.90 | 13.05 | 3.46 | 12.13 | 19.94 | -38.16 | -2.05 | 12.24 | 5.77 | 13.52 | 29.08 | -22.11 | -11.96 | -10.72 | 22.02 | 20.55 | 21.69 |
| Sharpe Ratio | NA | 1.14 | 1.66 | 0.90 | 0.22 | NA | NA | 0.21 | 1.12 | 3.03 | 1.03 | 0.15 | 0.65 | 0.75 | -0.95 | -0.31 | 0.86 | 0.32 | 1.08 | 1.69 | -0.93 | -0.70 | -0.53 | 1.03 | 0.83 | 1.60 |
| Standard Deviation(%) | NA | 11.24 | 11.86 | 16.10 | 20.53 | NA | NA | 20.54 | 11.21 | 11.51 | 12.76 | 23.04 | 18.46 | 26.53 | 40.86 | 16.61 | 10.50 | 11.15 | 11.61 | 16.83 | 25.07 | 20.67 | 27.99 | 18.31 | 20.78 | 19.12 |
| Draw Down(%) | NA | 8.61 | 11.13 | 18.12 | 57.11 | NA | NA | 57.11 | 8.61 | 6.29 | 11.13 | 18.12 | 17.09 | 26.24 | 49.13 | 12.28 | 8.54 | 7.83 | 7.55 | 12.67 | 31.89 | 28.58 | 18.51 | 11.58 | 23.72 | 10.78 |
| Yield(%) | 0.00 | 0.00 | 0.38 | 0.59 | 2.08 | 1.80 | 3.34 | 3.93 | 0.00 | 0.34 | 0.73 | 1.02 | 0.54 | 0.80 | 0.75 | 11.38 | 4.20 | 0.00 | 0.04 | 0.00 | 0.00 | 0.00 | 10.25 | 11.45 | 2.40 | 10.23 |
Data as of 12/30/2014, AR inception is 05/01/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSSBX (Goldman Sachs Structured US Equity B) |
-18.42%
Feb 2006 - Feb 2009 |
-8.47%
Feb 2004 - Feb 2009 |
-4.50%
Feb 1999 - Feb 2009 |
2.56%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSSBX (Goldman Sachs Structured US Equity B) |
22.78%
Feb 2009 - Feb 2012 |
21.40%
Feb 2009 - Feb 2014 |
6.68%
Mar 2003 - Mar 2013 |
4.21%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart