Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds Top 2 | NA | 2.04% | 1.89% | 2.64% | 3.41% | 6.57% | 8.51% | 11.04% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds Top 2 | 12/31/1997 | 02/28/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2023.
AR inception is since 12/31/1997.
AR inception is since 12/31/1997.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 1.24 | 2.04 | 1.89 | 2.64 | 3.41 | 6.57 | 8.51 | 11.04 | 0.14 | 10.35 | -15.92 | 14.00 | 14.06 | 9.23 | -11.93 | 22.28 | 0.00 | -7.61 | 10.34 | 21.97 | 5.34 | 2.11 | 13.61 | 21.93 | -0.24 | 30.11 | 20.34 | 15.69 | 10.20 | 44.14 | 13.02 | 9.66 | 1.89 | 38.04 | 10.31 | 0.00 |
| Sharpe Ratio | NA | 0.73 | -0.09 | 0.30 | 0.23 | NA | NA | 0.71 | -0.04 | 0.70 | -1.11 | 0.88 | 0.81 | 0.83 | -0.99 | 3.12 | -0.02 | -0.60 | 1.11 | 1.96 | 0.56 | 0.12 | 0.68 | 1.28 | -0.08 | 1.33 | 1.10 | 1.15 | 0.74 | 5.13 | 1.37 | 0.89 | -0.17 | 2.75 | 0.73 | NA |
| Standard Deviation(%) | NA | 8.68 | 13.49 | 13.87 | 12.45 | NA | NA | 13.22 | 10.51 | 8.70 | 15.52 | 15.92 | 17.09 | 9.43 | 13.31 | 6.94 | 11.04 | 12.72 | 9.30 | 11.22 | 9.49 | 17.60 | 19.86 | 17.12 | 14.19 | 20.39 | 15.50 | 11.75 | 12.57 | 8.47 | 8.72 | 8.28 | 13.13 | 12.66 | 9.57 | NA |
| Draw Down(%) | NA | 8.65 | 20.14 | 20.14 | 23.37 | NA | NA | 23.37 | 2.81 | 8.65 | 19.21 | 12.17 | 17.00 | 6.34 | 23.37 | 2.38 | 8.61 | 18.03 | 5.76 | 10.55 | 6.43 | 18.48 | 13.93 | 8.09 | 16.10 | 14.99 | 20.69 | 9.51 | 12.03 | 4.44 | 12.37 | 7.22 | 12.51 | 8.67 | 7.81 | 0.00 |
| Yield(%) | NA | 4.66 | 7.25 | 6.05 | 4.73 | NA | NA | 4.85 | 0.00 | 4.90 | 14.39 | 1.56 | 5.08 | 3.72 | 3.10 | 3.24 | 3.49 | 2.93 | 4.05 | 2.81 | 4.31 | 10.46 | 3.99 | 6.15 | 4.24 | 2.98 | 2.83 | 4.66 | 3.19 | 4.70 | 6.58 | 10.65 | 4.76 | 2.96 | 4.32 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds Top 2 |
-0.20%
Oct 2017 - Oct 2020 |
-0.36%
Jan 2015 - Jan 2020 |
3.05%
Oct 2013 - Oct 2023 |
5.55%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds Top 2 |
26.39%
Oct 2004 - Oct 2007 |
26.49%
Oct 2002 - Oct 2007 |
18.96%
Feb 1998 - Feb 2008 |
16.05%
Nov 1998 - Nov 2013 |
Annualized Rolling Returns Comparison Chart