Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GXSIX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO INSTITUTIONAL SHARES) | NA | -529,753.21% | nan% | nan% | nan% | nan% | NA | nan% |
Data as of 02/14/2024, AR inception is 04/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GXSIX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO INSTITUTIONAL SHARES) | 04/03/2007 | 02/14/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -508,767.54 | -529,753.21 | nan | nan | nan | nan | NA | nan | -502,204.09 | 10.55 | -14.92 | 8.49 | 3.83 | 18.86 | -10.06 | 15.67 | 6.42 | -2.83 | -0.42 | 3.09 | 16.83 | -2.77 | 15.68 | 37.91 | -41.88 | 4.94 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.72 | -1.16 | 1.06 | 0.17 | 2.99 | -1.36 | 2.98 | 0.63 | -0.33 | -0.07 | 0.44 | 2.41 | -0.24 | 1.24 | 1.97 | -1.56 | 0.30 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 8.77 | 14.08 | 8.00 | 21.53 | 5.84 | 8.36 | 5.07 | 9.82 | 8.59 | 6.13 | 6.92 | 7.01 | 11.89 | 12.62 | 19.16 | 27.41 | 12.88 |
| Draw Down(%) | NA | 501,880.36 | 462,554.58 | 462,554.58 | 462,554.58 | NA | NA | 462,554.58 | 502,204.09 | 7.56 | 22.69 | 5.84 | 31.16 | 3.61 | 14.69 | 2.14 | 7.81 | 9.78 | 9.45 | 10.01 | 7.12 | 15.07 | 10.56 | 18.28 | 52.63 | 9.56 |
| Yield(%) | 99.89 | 103.90 | 32.39 | 22.99 | 12.78 | 16.34 | 6.50 | 8.13 | 99.11 | 4.07 | 3.36 | 4.01 | 2.16 | 4.20 | 2.77 | 4.87 | 3.87 | 2.82 | 3.10 | 3.72 | 5.28 | 4.34 | 6.86 | 5.67 | 3.92 | 3.78 |
Data as of 02/14/2024, AR inception is 04/03/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXSIX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO INSTITUTIONAL SHARES) |
-6.84%
May 2007 - May 2010 |
-1.02%
May 2007 - May 2012 |
1.75%
Oct 2007 - Oct 2017 |
1.07%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXSIX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO INSTITUTIONAL SHARES) |
23.84%
Feb 2009 - Feb 2012 |
16.36%
Feb 2009 - Feb 2014 |
9.35%
Feb 2009 - Feb 2019 |
6.61%
Jan 2009 - Jan 2024 |
Annualized Rolling Returns Comparison Chart