Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GXIIX (Goldman Sachs Income Strategies Instl) | NA | 5.75% | 7.53% | 6.44% | NA | NA | NA | 3.39% |
Data as of 11/20/2014, AR inception is 04/05/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GXIIX (Goldman Sachs Income Strategies Instl) | 04/05/2007 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.75 | 7.53 | 6.44 | NA | NA | NA | 3.39 | 5.95 | 0.19 | 14.51 | -1.65 | 12.51 | 27.95 | -26.65 | 0.04 |
| Sharpe Ratio | NA | 1.70 | 1.27 | 0.84 | NA | NA | NA | 0.26 | 2.10 | 0.02 | 2.56 | -0.16 | 1.35 | 2.38 | -1.49 | -0.37 |
| Standard Deviation(%) | NA | 3.36 | 5.62 | 7.57 | NA | NA | NA | 10.31 | 3.17 | 6.48 | 5.70 | 10.67 | 9.21 | 11.70 | 18.51 | 7.65 |
| Draw Down(%) | NA | 2.49 | 9.44 | 11.86 | NA | NA | NA | 37.49 | 2.49 | 9.44 | 5.30 | 11.86 | 7.37 | 13.74 | 34.98 | 5.61 |
| Yield(%) | 0.00 | 2.59 | 4.19 | 4.34 | 2.96 | 1.97 | 1.48 | 4.23 | 1.06 | 4.79 | 4.87 | 3.79 | 4.40 | 6.35 | 6.64 | 3.24 |
Data as of 11/20/2014, AR inception is 04/05/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXIIX (Goldman Sachs Income Strategies Instl) |
-2.68%
May 2007 - May 2010 |
0.96%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXIIX (Goldman Sachs Income Strategies Instl) |
18.09%
Feb 2009 - Feb 2012 |
12.54%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart