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 Benchmarks Based Include Emerging Market Diversified Bonds ETFs | NA | -8.29% | 0.29% | -0.14% | 2.65% | 5.33% | NA | 5.50% |
Data as of 11/30/2023, AR inception is 11/30/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P GS Global Tactical Benchmarks Based Include Emerging Market Diversified Bonds ETFs | 11/30/2007 | 02/28/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.81 | -8.29 | 0.29 | -0.14 | 2.65 | 5.33 | NA | 5.50 | -0.06 | -0.21 | -13.36 | 16.64 | 5.35 | 3.74 | -5.91 | 24.36 | 1.70 | -5.94 | 7.97 | 14.43 | 10.49 | 2.72 | 11.13 | 14.93 | 11.27 | 0.76 |
| Sharpe Ratio | NA | -0.03 | -0.26 | 0.03 | 0.19 | NA | NA | 0.43 | -0.07 | -0.52 | -1.62 | 1.33 | 0.33 | 0.31 | -0.57 | 3.05 | 0.16 | -0.64 | 1.00 | 1.23 | 1.58 | 0.19 | 0.60 | 0.88 | 0.82 | 0.03 |
| Standard Deviation(%) | NA | 8.64 | 9.81 | 11.15 | 10.38 | NA | NA | 11.85 | 9.72 | 8.60 | 9.11 | 12.46 | 15.43 | 7.62 | 12.65 | 7.77 | 9.52 | 9.37 | 7.98 | 11.75 | 6.59 | 13.94 | 18.40 | 16.86 | 12.63 | 21.75 |
| Draw Down(%) | NA | 10.83 | 21.62 | 21.62 | 24.41 | NA | NA | 24.41 | 2.46 | 11.43 | 14.02 | 5.89 | 18.18 | 5.41 | 16.03 | 2.33 | 8.03 | 13.99 | 5.89 | 10.37 | 4.27 | 14.27 | 13.31 | 7.85 | 7.76 | 5.98 |
| Yield(%) | NA | 3.25 | 2.44 | 1.97 | 2.25 | NA | NA | 2.66 | 0.25 | 3.16 | 2.27 | 1.40 | 1.36 | 1.07 | 1.98 | 2.54 | 2.72 | 2.23 | 3.46 | 2.60 | 3.27 | 2.39 | 2.68 | 3.78 | 3.31 | 2.06 |
Data as of 11/30/2023, AR inception is 11/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P GS Global Tactical Benchmarks Based Include Emerging Market Diversified Bonds ETFs |
-1.89%
Oct 2017 - Oct 2020 |
-1.03%
Sep 2018 - Sep 2023 |
2.29%
Oct 2013 - Oct 2023 |
5.30%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P GS Global Tactical Benchmarks Based Include Emerging Market Diversified Bonds ETFs |
14.56%
Apr 2008 - Apr 2011 |
12.71%
Apr 2009 - Apr 2014 |
9.80%
Jan 2008 - Jan 2018 |
6.33%
Jan 2008 - Jan 2023 |
Annualized Rolling Returns Comparison Chart