Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSWBX (Goldman Sachs Strategic Growth B) | NA | 11.86% | 20.06% | 12.62% | 6.23% | 1.82% | NA | 2.86% |
Data as of 12/30/2014, AR inception is 06/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSWBX (Goldman Sachs Strategic Growth B) | 06/18/1999 | 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 | 11.86 | 20.06 | 12.62 | 6.23 | 1.82 | NA | 2.86 | 11.24 | 31.08 | 18.69 | -3.75 | 9.62 | 42.47 | -40.85 | 10.37 | 7.01 | 0.82 | 5.26 | 22.95 | -28.01 | -16.72 | -8.10 | 16.81 |
| Sharpe Ratio | NA | 1.01 | 1.60 | 0.78 | 0.26 | NA | NA | 0.07 | 0.96 | 2.61 | 1.36 | -0.16 | 0.57 | 1.66 | -1.01 | 0.46 | 0.33 | -0.13 | 0.37 | 1.19 | -1.05 | -0.86 | -0.56 | 1.84 |
| Standard Deviation(%) | NA | 11.71 | 12.52 | 16.20 | 20.53 | NA | NA | 20.53 | 11.69 | 11.88 | 13.85 | 23.66 | 16.63 | 25.56 | 41.40 | 16.20 | 11.44 | 10.30 | 11.76 | 18.69 | 27.68 | 22.45 | 21.56 | 16.29 |
| Draw Down(%) | NA | 6.98 | 10.76 | 19.03 | 53.37 | NA | NA | 59.95 | 6.98 | 7.34 | 10.76 | 19.03 | 14.41 | 19.03 | 51.32 | 8.99 | 10.86 | 9.89 | 10.18 | 14.69 | 36.38 | 32.92 | 15.61 | 8.98 |
| Yield(%) | 0.00 | 0.00 | 10.01 | 6.29 | 3.18 | 1.53 | 1.33 | 1.78 | 0.00 | 18.23 | 9.52 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.29 | 0.00 | 0.00 | 0.04 | 0.02 | 0.00 |
Data as of 12/30/2014, AR inception is 06/18/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSWBX (Goldman Sachs Strategic Growth B) |
-19.17%
Mar 2000 - Mar 2003 |
-8.05%
Mar 2000 - Mar 2005 |
-4.45%
Aug 2000 - Aug 2010 |
2.33%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSWBX (Goldman Sachs Strategic Growth B) |
22.87%
Feb 2009 - Feb 2012 |
21.27%
Feb 2009 - Feb 2014 |
6.95%
Aug 2004 - Aug 2014 |
2.83%
Sep 1999 - Sep 2014 |
Annualized Rolling Returns Comparison Chart