Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P GS Global Tactical Include Emerging Market Diversified Bonds | -0.71% | 4.87% | -1.18% | 4.34% | 3.41% | 5.87% | 8.99% | 10.85% |
Data as of 03/31/2025, AR inception is 12/31/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P GS Global Tactical Include Emerging Market Diversified Bonds | 12/31/1997 | 06/27/2025 |
| 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 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.29 | 4.87 | -1.18 | 4.34 | 3.41 | 5.87 | 8.99 | 10.85 | -0.71 | 7.76 | -3.96 | -10.72 | 17.47 | 9.77 | 8.52 | -6.29 | 24.16 | 3.14 | -6.31 | 11.04 | 14.41 | 11.21 | 8.39 | 11.03 | 25.57 | -2.58 | 19.73 | 28.98 | 17.20 | 20.26 | 41.55 | 11.40 | 8.59 | -0.38 | 28.36 | 12.84 | 0.00 |
| Sharpe Ratio | NA | 0.48 | -0.17 | 0.31 | 0.32 | NA | NA | 0.86 | 0.50 | 0.42 | -1.04 | -1.43 | 1.42 | 0.68 | 0.91 | -0.64 | 3.60 | 0.34 | -0.64 | 1.39 | 1.34 | 1.55 | 0.59 | 0.64 | 1.69 | -0.42 | 0.88 | 1.97 | 1.56 | 1.68 | 5.36 | 1.29 | 0.85 | -0.40 | 2.27 | 1.17 | NA |
| Standard Deviation(%) | NA | 8.98 | 7.71 | 9.73 | 9.79 | NA | NA | 10.90 | 6.19 | 9.97 | 7.29 | 8.52 | 12.29 | 13.97 | 7.78 | 11.90 | 6.52 | 8.71 | 9.88 | 7.92 | 10.73 | 7.20 | 14.06 | 17.03 | 15.07 | 8.35 | 18.91 | 12.96 | 9.61 | 11.50 | 7.62 | 7.97 | 7.25 | 11.41 | 11.02 | 7.98 | NA |
| Draw Down(%) | NA | 6.55 | 12.17 | 19.15 | 19.15 | NA | NA | 19.15 | 3.50 | 6.15 | 10.52 | 11.15 | 5.84 | 14.92 | 5.05 | 16.53 | 2.03 | 7.34 | 15.15 | 5.81 | 10.66 | 4.56 | 9.16 | 13.08 | 7.34 | 10.07 | 12.72 | 14.88 | 7.19 | 14.98 | 4.40 | 9.78 | 5.99 | 11.74 | 7.27 | 5.22 | 0.00 |
| Yield(%) | NA | 1.89 | 2.34 | 2.50 | 2.82 | NA | NA | 0.00 | 0.50 | 2.22 | 2.75 | 1.94 | 2.62 | 2.64 | 3.80 | 2.81 | 2.95 | 3.88 | 3.09 | 4.78 | 2.83 | 4.70 | 4.13 | 3.26 | 7.24 | 4.97 | 3.08 | 4.19 | 4.92 | 4.26 | 7.70 | 6.20 | 9.28 | 5.12 | 3.08 | 5.04 | 0.00 |
Data as of 03/31/2025, AR inception is 12/31/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P GS Global Tactical Include Emerging Market Diversified Bonds |
-2.60%
Dec 2021 - Dec 2024 |
1.27%
Sep 2018 - Sep 2023 |
3.21%
Jan 2015 - Jan 2025 |
5.67%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P GS Global Tactical Include Emerging Market Diversified Bonds |
28.61%
Oct 2004 - Oct 2007 |
27.63%
Oct 2002 - Oct 2007 |
18.58%
Apr 2001 - Apr 2011 |
15.97%
Oct 1998 - Oct 2013 |
Annualized Rolling Returns Comparison Chart