Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GXITX (Goldman Sachs Income Strategies IR) | NA | 5.64% | 7.47% | 6.46% | NA | NA | NA | 3.40% |
Data as of 11/20/2014, AR inception is 12/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GXITX (Goldman Sachs Income Strategies IR) | 12/06/2007 | 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 | 5.64 | 7.47 | 6.46 | NA | NA | NA | 3.40 | 5.86 | 0.05 | 14.58 | -1.77 | 12.98 | 27.78 | -26.80 | -2.99 |
| Sharpe Ratio | NA | 1.72 | 1.27 | 0.85 | NA | NA | NA | 0.26 | 2.15 | 0.00 | 2.60 | -0.17 | 1.40 | 2.39 | -1.49 | -4.81 |
| Standard Deviation(%) | NA | 3.28 | 5.58 | 7.56 | NA | NA | NA | 10.53 | 3.06 | 6.41 | 5.64 | 10.67 | 9.20 | 11.59 | 18.49 | 8.32 |
| Draw Down(%) | NA | 2.39 | 9.42 | 11.90 | NA | NA | NA | 37.45 | 2.39 | 9.42 | 5.30 | 11.90 | 6.97 | 13.76 | 35.10 | 2.99 |
| Yield(%) | 0.00 | 2.50 | 4.06 | 4.30 | 2.60 | 1.73 | 1.30 | 4.33 | 0.99 | 4.64 | 4.72 | 3.66 | 4.85 | 6.04 | 6.45 | 0.00 |
Data as of 11/20/2014, AR inception is 12/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXITX (Goldman Sachs Income Strategies IR) |
2.96%
Jan 2008 - Jan 2011 |
4.01%
May 2008 - May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXITX (Goldman Sachs Income Strategies IR) |
18.14%
Feb 2009 - Feb 2012 |
12.58%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart