Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| The Goldman Sachs 401(k) Plan Tactical Asset Allocation Moderate | NA | 23.09% | 6.91% | 11.28% | 7.27% | 8.20% | 9.81% | 10.20% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Goldman Sachs 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.27 | 23.09 | 6.91 | 11.28 | 7.27 | 8.20 | 9.81 | 10.20 | NA | 11.42 | 8.63 | -3.06 | 9.66 | 14.00 | 24.11 | -10.23 | 8.35 | 5.14 | 1.74 | 4.75 | 14.82 | 10.71 | 4.87 | 13.33 | 20.83 | 7.79 | 20.00 | 14.40 | 8.23 | 15.72 | 23.35 | 6.18 | 1.24 |
| Sharpe Ratio | NA | 0.43 | 0.19 | 0.39 | 0.42 | NA | NA | 0.81 | 0.00 | 0.37 | 0.51 | -0.36 | 0.77 | 0.68 | 2.11 | -1.06 | 1.45 | 0.52 | 0.17 | 0.53 | 1.86 | 1.32 | 0.38 | 1.10 | 2.07 | 2.30 | 1.48 | 1.14 | 0.96 | 1.79 | 3.18 | 1.35 | -0.18 |
| Standard Deviation(%) | NA | 12.93 | 11.49 | 13.91 | 11.91 | NA | NA | 10.16 | 8.91 | 13.01 | 8.58 | 12.43 | 12.48 | 20.34 | 10.76 | 10.88 | 5.31 | 9.52 | 10.06 | 8.90 | 7.94 | 8.06 | 12.71 | 12.01 | 9.99 | 2.98 | 11.49 | 9.80 | 6.34 | 8.25 | 7.12 | 3.77 | 6.01 |
| Draw Down(%) | NA | 9.59 | 11.84 | 22.84 | 22.84 | NA | NA | 22.84 | 0.63 | 9.21 | 6.03 | 11.84 | 6.75 | 22.84 | 4.28 | 18.73 | 3.77 | 8.74 | 8.40 | 7.01 | 5.78 | 6.30 | 12.94 | 9.34 | 5.26 | 1.22 | 8.91 | 13.60 | 4.22 | 7.58 | 3.33 | 2.01 | 7.23 |
| Yield(%) | NA | 3.03 | 8.47 | 9.40 | 6.27 | NA | NA | 0.00 | NA | 1.27 | 3.12 | 11.79 | 10.13 | 10.67 | 12.52 | 3.26 | 6.09 | 2.51 | 1.40 | 2.58 | 3.64 | 2.35 | 5.96 | 1.67 | 3.56 | 4.24 | 8.33 | 5.78 | 3.06 | 3.69 | 5.56 | 5.57 | 5.52 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Goldman Sachs 401(k) Plan Tactical Asset Allocation Moderate |
0.75%
Dec 2015 - Dec 2018 |
1.74%
Dec 2013 - Dec 2018 |
5.70%
Oct 2013 - Oct 2023 |
7.59%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Goldman Sachs 401(k) Plan Tactical Asset Allocation Moderate |
17.99%
Oct 2004 - Oct 2007 |
17.12%
Oct 2002 - Oct 2007 |
14.57%
Apr 2001 - Apr 2011 |
11.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart