Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRAFX (GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND CLASS R6 SHARES) | NA | 90,314.58% | 872.28% | 309.53% | NA | NA | NA | … | … |
Data as of 01/05/2024, Common starting date is 01/02/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRAFX (GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND CLASS R6 SHARES) | 01/02/2018 | 01/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 90,314.58 | 872.28 | 309.53 | NA | NA | NA | … | … | 0.00 | 90,405.73 | -11.67 | 14.17 | 11.96 | 13.41 | -3.71 |
| Sharpe Ratio | NA | 99.48 | 2.07 | 0.98 | NA | NA | NA | … | … | 0.00 | 104.78 | -0.97 | 2.13 | 0.68 | 2.06 | -0.50 |
| Standard Deviation(%) | NA | 907.82 | 421.36 | 315.51 | NA | NA | NA | … | … | NA | 911.12 | 13.57 | 6.65 | 17.13 | 5.82 | 10.17 |
| Draw Down(%) | NA | 4.94 | 15.32 | 15.32 | NA | NA | NA | … | … | 0.00 | 4.94 | 15.10 | 3.00 | 15.10 | 4.15 | 9.91 |
| Yield(%) | 0.00 | 109.13 | 37.05 | 27.51 | 13.09 | 8.72 | 6.54 | … | … | 0.00 | 109.02 | 1.78 | 13.91 | 8.16 | 2.98 | 6.33 |
Data as of 01/05/2024, Common starting date is 01/02/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRAFX (GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND CLASS R6 SHARES) |
3.66%
Sep 2019 – Sep 2022 |
5.34%
Feb 2018 – Feb 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRAFX (GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND CLASS R6 SHARES) |
892.17%
Jul 2020 – Jul 2023 |
307.38%
Jul 2018 – Jul 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart