Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSYRX (GOLDMAN SACHS N-11 EQUITY FUND CLASS IR SHARES) | NA | 7.90% | 9.51% | 6.33% | 2.51% | NA | NA | 1.37% |
Data as of 01/07/2022, AR inception is 03/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSYRX (GOLDMAN SACHS N-11 EQUITY FUND CLASS IR 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 | 7.90 | 9.51 | 6.33 | 2.51 | NA | NA | 1.37 | 0.00 | 11.94 | 7.26 | 12.05 | -21.08 | 27.87 | -6.71 | -16.62 | -1.55 | -1.34 | 24.06 | -9.99 |
| Sharpe Ratio | NA | 1.69 | 0.49 | 0.33 | 0.14 | NA | NA | 0.06 | NA | 2.75 | 0.24 | 0.95 | -1.56 | 3.29 | -0.48 | -1.20 | -0.15 | -0.10 | 1.86 | -0.52 |
| Standard Deviation(%) | NA | 4.65 | 18.41 | 16.16 | 14.73 | NA | NA | 15.52 | NA | 6.88 | 29.53 | 11.24 | 14.36 | 8.32 | 14.41 | 13.85 | 10.14 | 14.10 | 13.03 | 22.81 |
| Draw Down(%) | NA | 0.74 | 38.58 | 46.79 | 50.72 | NA | NA | 50.72 | NA | 0.95 | 38.58 | 10.30 | 27.47 | 3.34 | 14.59 | 22.84 | 15.78 | 16.74 | 11.72 | 22.30 |
| Yield(%) | 0.00 | 0.29 | 1.86 | 1.36 | 0.85 | 0.51 | 0.38 | 0.76 | 0.00 | 0.30 | 0.00 | 5.32 | 0.68 | 0.18 | 0.00 | 0.54 | 0.30 | 0.74 | 0.27 | 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 |
|---|---|---|---|---|
| GSYRX (GOLDMAN SACHS N-11 EQUITY FUND CLASS IR SHARES) |
-10.89%
Mar 2017 - Mar 2020 |
-9.17%
Mar 2015 - Mar 2020 |
0.21%
Apr 2011 - Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSYRX (GOLDMAN SACHS N-11 EQUITY FUND CLASS IR SHARES) |
11.18%
Oct 2018 - Oct 2021 |
6.59%
Nov 2016 - Nov 2021 |
2.45%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart