Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JBK (Goldman Sachs Capital I Securities-Backed Series 2004-6 Trust) | 3.74% | 9.16% | 7.75% | 1.99% | 7.80% | 7.62% | 7.62% | … | … |
Data as of 06/04/2026, Common starting date is 04/05/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JBK (Goldman Sachs Capital I Securities-Backed Series 2004-6 Trust) | 04/05/2004 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.46 | 9.16 | 7.75 | 1.99 | 7.80 | 7.62 | 7.62 | … | … | 3.74 | 4.07 | 9.63 | 6.30 | 2.58 | -7.11 | 7.87 | 24.97 | 5.69 | 22.00 | -5.36 | 4.47 | 16.96 | 4.26 | 23.83 | 1.37 | 24.64 | 96.05 | -40.86 | -11.93 | 12.44 | -6.80 | 2.33 |
| Sharpe Ratio | NA | 0.66 | 0.34 | 0.05 | 0.29 | NA | NA | … | … | 0.67 | 0.10 | 0.34 | 0.20 | 0.04 | -0.23 | 0.20 | 1.49 | 0.36 | 1.27 | -0.39 | 0.22 | 1.09 | 0.39 | 2.05 | 0.10 | 1.19 | 2.29 | -0.73 | -1.22 | 0.66 | -0.91 | 0.16 |
| Standard Deviation(%) | NA | 15.43 | 15.56 | 21.76 | 21.67 | NA | NA | … | … | 19.35 | 12.33 | 17.62 | 13.37 | 30.71 | 31.08 | 37.60 | 15.82 | 12.15 | 16.93 | 14.18 | 20.03 | 15.52 | 10.79 | 11.71 | 14.06 | 20.61 | 41.87 | 57.23 | 12.45 | 13.73 | 9.95 | 12.47 |
| Draw Down(%) | NA | 5.68 | 7.29 | 23.31 | 23.77 | NA | NA | … | … | 5.68 | 5.69 | 6.40 | 5.86 | 20.63 | 21.34 | 23.77 | 7.16 | 6.64 | 5.42 | 11.29 | 9.88 | 8.70 | 8.35 | 4.46 | 9.82 | 13.03 | 33.43 | 52.47 | 23.20 | 8.54 | 11.95 | 6.46 |
| Yield(%) | 0.00 | 6.22 | 6.30 | 4.96 | 7.05 | 7.17 | 7.00 | … | … | 3.05 | 5.97 | 6.16 | 6.15 | 4.85 | 5.35 | 5.33 | 6.28 | 6.28 | 7.17 | 6.32 | 6.22 | 6.85 | 6.66 | 7.73 | 7.10 | 8.21 | 13.74 | 4.32 | 6.87 | 6.64 | 4.02 | 2.38 |
Data as of 06/04/2026, Common starting date is 04/05/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBK (Goldman Sachs Capital I Securities-Backed Series 2004-6 Trust) |
-17.22%
Oct 2005 – Oct 2008 |
-3.70%
May 2004 – May 2009 |
6.21%
May 2013 – May 2023 |
7.31%
May 2004 – May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBK (Goldman Sachs Capital I Securities-Backed Series 2004-6 Trust) |
36.40%
Oct 2008 – Oct 2011 |
26.18%
Dec 2008 – Dec 2013 |
17.24%
Oct 2008 – Oct 2018 |
13.30%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison Chart