Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Tactical Asset Allocation Moderate | NA | 13.34% | 3.35% | 7.06% | 6.86% | 8.43% | 9.72% | 10.19% |
Data as of 12/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Tactical Asset Allocation Moderate | 12/31/2000 | 03/10/2025 |
| 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 (%) | -1.54 | 13.34 | 3.35 | 7.06 | 6.86 | 8.43 | 9.72 | 10.19 | NA | 12.73 | 15.52 | -15.22 | 20.17 | 5.99 | 18.69 | -3.34 | 14.32 | 5.68 | -0.35 | 6.48 | 10.81 | 14.55 | 7.25 | 19.66 | 13.52 | 13.18 | 15.14 | 15.23 | 11.25 | 13.53 | 27.47 | 2.61 | 8.21 |
| Sharpe Ratio | NA | -0.14 | 0.08 | 0.42 | 0.46 | NA | NA | 0.84 | -0.31 | 0.73 | 1.38 | -1.20 | 2.18 | 0.28 | 2.74 | -0.49 | 2.52 | 0.63 | -0.04 | 0.94 | 1.52 | 2.08 | 0.53 | 1.41 | 1.03 | 1.76 | 0.84 | 0.98 | 0.97 | 1.20 | 3.79 | 0.25 | 0.96 |
| Standard Deviation(%) | NA | 8.63 | 10.29 | 12.66 | 10.83 | NA | NA | 10.38 | 9.19 | 8.45 | 8.15 | 13.88 | 9.26 | 20.74 | 6.31 | 9.45 | 5.44 | 8.70 | 9.32 | 6.89 | 7.09 | 6.95 | 13.73 | 13.84 | 13.03 | 6.96 | 14.52 | 12.21 | 9.33 | 10.47 | 7.06 | 5.95 | 6.17 |
| Draw Down(%) | NA | 5.33 | 17.01 | 19.99 | 25.44 | NA | NA | 25.44 | 5.14 | 5.11 | 6.25 | 19.94 | 4.95 | 25.44 | 3.25 | 10.02 | 2.17 | 6.09 | 8.99 | 6.35 | 6.82 | 4.82 | 11.06 | 9.09 | 8.69 | 5.25 | 9.28 | 13.23 | 6.04 | 13.74 | 2.29 | 6.86 | 5.13 |
| Yield(%) | NA | 2.76 | 2.69 | 2.63 | 2.54 | NA | NA | 0.00 | NA | 1.87 | 2.43 | 2.42 | 2.93 | 2.13 | 2.99 | 2.03 | 2.13 | 2.79 | 2.38 | 2.76 | 1.97 | 3.39 | 3.73 | 3.21 | 3.75 | 3.10 | 3.39 | 2.88 | 3.56 | 2.72 | 2.79 | 3.37 | 2.98 |
Data as of 12/31/2024, 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 |
|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Tactical Asset Allocation Moderate |
2.02%
Sep 2019 - Sep 2022 |
3.09%
Mar 2015 - Mar 2020 |
5.49%
Sep 2012 - Sep 2022 |
8.04%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Tactical Asset Allocation Moderate |
19.43%
Apr 2003 - Apr 2006 |
17.49%
Mar 2003 - Mar 2008 |
15.48%
Apr 2003 - Apr 2013 |
12.53%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart