Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSYIX (GOLDMAN SACHS N-11 EQUITY FUND INSTITUTIONAL SHARES) | NA | 7.84% | 8.98% | 6.09% | 2.47% | NA | NA | 1.69% |
Data as of 01/07/2022, AR inception is 03/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSYIX (GOLDMAN SACHS N-11 EQUITY FUND INSTITUTIONAL SHARES) | 03/01/2011 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.84 | 8.98 | 6.09 | 2.47 | NA | NA | 1.69 | 0.00 | 11.89 | 5.79 | 12.04 | -20.93 | 28.03 | -6.56 | -16.48 | -1.39 | -1.21 | 24.22 | -6.78 |
| Sharpe Ratio | NA | 1.69 | 0.45 | 0.31 | 0.14 | NA | NA | 0.08 | NA | 2.76 | 0.18 | 0.94 | -1.55 | 3.31 | -0.47 | -1.19 | -0.14 | -0.09 | 1.87 | -0.35 |
| Standard Deviation(%) | NA | 4.62 | 18.69 | 16.34 | 14.83 | NA | NA | 15.65 | NA | 6.82 | 30.04 | 11.28 | 14.35 | 8.32 | 14.34 | 13.87 | 10.16 | 14.13 | 13.02 | 23.23 |
| Draw Down(%) | NA | 0.75 | 38.60 | 46.75 | 50.40 | NA | NA | 50.40 | NA | 0.96 | 38.60 | 10.31 | 27.49 | 3.33 | 14.45 | 22.77 | 15.73 | 16.69 | 11.80 | 22.30 |
| Yield(%) | 0.00 | 0.31 | 1.94 | 1.55 | 1.01 | 0.62 | 0.47 | 0.94 | 0.00 | 0.32 | 0.00 | 5.55 | 1.07 | 0.41 | 0.03 | 0.74 | 0.47 | 0.86 | 0.35 | 0.00 |
Data as of 01/07/2022, AR inception is 03/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSYIX (GOLDMAN SACHS N-11 EQUITY FUND INSTITUTIONAL SHARES) |
-10.77%
Mar 2017 - Mar 2020 |
-9.02%
Mar 2015 - Mar 2020 |
0.18%
Apr 2011 - Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSYIX (GOLDMAN SACHS N-11 EQUITY FUND INSTITUTIONAL SHARES) |
10.65%
Oct 2018 - Oct 2021 |
6.36%
Nov 2016 - Nov 2021 |
2.41%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart