Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSYAX (GOLDMAN SACHS N-11 EQUITY FUND CLASS A SHARES) | NA | 7.89% | 9.98% | 6.49% | 2.46% | NA | NA | … | … |
Data as of 01/07/2022, Common starting date is 03/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSYAX (GOLDMAN SACHS N-11 EQUITY FUND CLASS A SHARES) | 03/01/2011 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.89 | 9.98 | 6.49 | 2.46 | NA | NA | … | … | 0.00 | 11.85 | 9.12 | 11.66 | -21.23 | 27.38 | -6.94 | -16.77 | -1.75 | -1.65 | 23.77 | -10.19 |
| Sharpe Ratio | NA | 1.70 | 0.51 | 0.34 | 0.14 | NA | NA | … | … | NA | 2.75 | 0.30 | 0.92 | -1.58 | 3.24 | -0.49 | -1.21 | -0.17 | -0.12 | 1.83 | -0.53 |
| Standard Deviation(%) | NA | 4.63 | 18.33 | 16.09 | 14.71 | NA | NA | … | … | NA | 6.83 | 29.40 | 11.20 | 14.31 | 8.29 | 14.39 | 13.85 | 10.18 | 14.16 | 13.08 | 22.75 |
| Draw Down(%) | NA | 0.71 | 38.64 | 47.18 | 51.49 | NA | NA | … | … | NA | 0.96 | 38.64 | 10.35 | 27.66 | 3.35 | 14.62 | 22.90 | 15.85 | 16.79 | 11.76 | 22.39 |
| Yield(%) | 0.00 | 0.24 | 1.70 | 1.18 | 0.64 | 0.38 | 0.29 | … | … | 0.00 | 0.25 | 0.00 | 4.90 | 0.55 | 0.00 | 0.00 | 0.15 | 0.01 | 0.53 | 0.06 | 0.00 |
Data as of 01/07/2022, Common starting date is 03/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSYAX (GOLDMAN SACHS N-11 EQUITY FUND CLASS A SHARES) |
-11.09%
Mar 2017 – Mar 2020 |
-9.39%
Mar 2015 – Mar 2020 |
0.15%
Apr 2011 – Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSYAX (GOLDMAN SACHS N-11 EQUITY FUND CLASS A SHARES) |
11.64%
Oct 2018 – Oct 2021 |
6.75%
Nov 2016 – Nov 2021 |
2.39%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart