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 Strategic Asset Allocation - Equal Weight Moderate | NA | 8.42% | 2.31% | 4.41% | 4.60% | 6.63% | NA | 6.58% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Goldman Sachs 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | 8.42 | 2.31 | 4.41 | 4.60 | 6.63 | NA | 6.58 | 5.49 | -3.50 | 3.31 | 3.78 | 9.17 | -0.10 | 15.34 | 28.47 | -22.34 | 8.42 | 8.72 | 7.96 | 14.51 | 22.77 | 0.85 | 5.28 |
| Sharpe Ratio | NA | 0.81 | 0.16 | 0.38 | 0.32 | NA | NA | 0.54 | 0.80 | -0.37 | 0.24 | 0.58 | 1.09 | -0.01 | 1.60 | 1.75 | -1.31 | 0.65 | 0.89 | 1.22 | 2.32 | 4.48 | -0.04 | 0.51 |
| Standard Deviation(%) | NA | 6.56 | 10.31 | 9.29 | 11.38 | NA | NA | 9.64 | 6.57 | 9.63 | 13.59 | 6.48 | 8.34 | 11.23 | 9.54 | 16.22 | 17.69 | 8.25 | 6.09 | 4.74 | 5.85 | 4.93 | 5.97 | 5.88 |
| Draw Down(%) | NA | 6.03 | 14.48 | 14.48 | 34.64 | NA | NA | 34.64 | 6.03 | 12.69 | 11.68 | 9.07 | 10.64 | 12.25 | 6.96 | 13.93 | 33.87 | 6.10 | 8.57 | 3.84 | 5.49 | 3.47 | 9.53 | 7.30 |
| Yield(%) | NA | 1.53 | 5.37 | 4.58 | 4.88 | NA | NA | 5.15 | 1.54 | 7.13 | 7.49 | 3.63 | 3.10 | 5.04 | 3.45 | 4.60 | 6.19 | 6.48 | 6.21 | 4.16 | 4.97 | 6.83 | 5.06 | 6.47 |
Data as of 09/30/2016, 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.57%
Feb 2006 - Feb 2009 |
-0.04%
Feb 2004 - Feb 2009 |
3.84%
Feb 2006 - Feb 2016 |
5.78%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Goldman Sachs 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
20.88%
Feb 2009 - Feb 2012 |
13.58%
Oct 2002 - Oct 2007 |
8.68%
Mar 2003 - Mar 2013 |
6.62%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart