Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GXSTX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO CLASS IR) | NA | -1,983,988.86% | nan% | nan% | nan% | nan% | NA | nan% |
Data as of 02/14/2024, AR inception is 12/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GXSTX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO CLASS IR) | 12/06/2007 | 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 (%) | -1,907,603.27 | -1,983,988.86 | nan | nan | nan | nan | NA | nan | -1,882,990.32 | 10.42 | -15.03 | 8.50 | 3.57 | 18.72 | -10.19 | 15.42 | 6.24 | -2.98 | -0.54 | 2.94 | 16.65 | -2.91 | 15.34 | 37.71 | -41.87 | -4.60 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.71 | -1.17 | 1.06 | 0.15 | 3.00 | -1.37 | 2.95 | 0.62 | -0.35 | -0.09 | 0.42 | 2.41 | -0.25 | 1.20 | 1.96 | -1.56 | -3.28 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 8.75 | 14.03 | 7.97 | 21.66 | 5.77 | 8.40 | 5.04 | 9.80 | 8.55 | 6.05 | 6.96 | 6.94 | 11.85 | 12.68 | 19.17 | 27.29 | 16.57 |
| Draw Down(%) | NA | 1,881,218.43 | 1,728,942.55 | 1,728,942.55 | 1,728,942.55 | NA | NA | 1,728,942.55 | 1,882,990.32 | 7.58 | 22.76 | 5.87 | 31.16 | 3.73 | 14.79 | 2.14 | 7.81 | 9.82 | 9.60 | 10.02 | 7.12 | 15.12 | 10.68 | 18.10 | 52.62 | 6.73 |
| Yield(%) | 99.87 | 103.78 | 32.27 | 22.86 | 12.64 | 16.12 | 5.88 | 7.34 | 99.10 | 3.95 | 3.25 | 3.89 | 2.03 | 4.06 | 2.63 | 4.63 | 3.70 | 2.66 | 2.98 | 3.57 | 5.12 | 4.21 | 6.69 | 5.56 | 3.80 | 0.00 |
Data as of 02/14/2024, 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 |
|---|---|---|---|---|
| GXSTX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO CLASS IR) |
-2.80%
Sep 2019 - Sep 2022 |
-0.75%
Sep 2017 - Sep 2022 |
1.70%
Sep 2012 - Sep 2022 |
1.56%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXSTX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO CLASS IR) |
23.67%
Feb 2009 - Feb 2012 |
16.20%
Feb 2009 - Feb 2014 |
9.19%
Feb 2009 - Feb 2019 |
6.46%
Jan 2009 - Jan 2024 |
Annualized Rolling Returns Comparison Chart