Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 11/29/2016.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| GSVIX (SMALL-CAP EQUITY FUND INVESTMENT CLASS) | 10.66% | NA | 15.53% | 7.38% | 15.19% | 7.92% | 8.71% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSVIX (SMALL-CAP EQUITY FUND INVESTMENT CLASS) | 12/15/1998 | 11/29/2016 |
The return data shown below all have the same latest date: 11/29/2016.
AR inception is since 12/15/1998.
AR inception is since 12/15/1998.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.47 | 15.53 | 7.38 | 15.19 | 7.92 | 8.71 | NA | 10.66 | 21.58 | -3.94 | 4.24 | 37.30 | 14.86 | 3.27 | 27.69 | 30.58 | -36.65 | 2.53 | 13.53 | 9.50 | 15.67 | 24.38 | -13.50 | 12.76 | 16.33 | 16.68 | 9.98 |
| Sharpe Ratio | NA | 0.86 | 0.47 | 0.97 | 0.32 | NA | NA | 0.42 | 1.35 | -0.25 | 0.30 | 2.92 | 0.96 | 0.11 | 1.34 | 1.02 | -0.89 | -0.03 | 0.65 | 0.51 | 0.93 | 1.55 | -0.75 | 0.63 | 0.55 | 0.90 | 44.97 |
| Standard Deviation(%) | NA | 17.44 | 15.64 | 15.55 | 23.40 | NA | NA | 20.85 | 17.52 | 15.59 | 14.12 | 12.75 | 15.61 | 29.96 | 20.56 | 29.81 | 41.97 | 18.92 | 15.92 | 14.47 | 15.84 | 15.29 | 19.43 | 16.96 | 22.22 | 14.92 | 17.37 |
| Draw Down(%) | NA | 18.60 | 23.22 | 23.22 | 56.52 | NA | NA | 56.52 | 13.88 | 14.62 | 12.65 | 4.96 | 11.46 | 25.42 | 15.46 | 27.07 | 51.71 | 11.86 | 16.55 | 8.63 | 13.98 | 14.61 | 26.71 | 16.05 | 15.64 | 18.77 | 0.53 |
| Yield(%) | 0.00 | 11.00 | 9.55 | 10.67 | 6.39 | 7.04 | 8.24 | 9.69 | 0.00 | 11.19 | 10.73 | 12.30 | 9.03 | 1.01 | 0.05 | 0.46 | 0.64 | 10.37 | 8.00 | 2.47 | 6.43 | 0.86 | 2.78 | 16.05 | 9.01 | 3.18 | 0.35 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSVIX (SMALL-CAP EQUITY FUND INVESTMENT CLASS) |
-17.00%
Feb 2006 - Feb 2009 |
-6.03%
Feb 2004 - Feb 2009 |
4.17%
Feb 1999 - Feb 2009 |
7.45%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSVIX (SMALL-CAP EQUITY FUND INVESTMENT CLASS) |
31.38%
Feb 2009 - Feb 2012 |
26.74%
Feb 2009 - Feb 2014 |
10.97%
Mar 2003 - Mar 2013 |
11.32%
Mar 1999 - Mar 2014 |
Annualized Rolling Returns Comparison Chart