Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SVPBX (Goldman Sachs Strategic Volatility Premium Fund Class P Shares) | 1.61% | 2.97% | 3.38% | NA | NA | NA | NA | 1.76% |
Data as of 07/18/2025, AR inception is 03/31/2021
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SVPBX (Goldman Sachs Strategic Volatility Premium Fund Class P Shares) | 03/31/2021 | 07/18/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.21 | 2.97 | 3.38 | NA | NA | NA | NA | 1.76 | 1.61 | 3.97 | 5.31 | -4.36 | 0.78 |
Sharpe Ratio | NA | -0.03 | 0.00 | NA | NA | NA | NA | -0.16 | -0.01 | 0.05 | 0.41 | -1.44 | 0.67 |
Standard Deviation(%) | NA | 7.98 | 5.47 | NA | NA | NA | NA | 4.87 | 5.05 | 7.33 | 4.03 | 4.04 | 1.50 |
Draw Down(%) | NA | 4.70 | 4.70 | NA | NA | NA | NA | 6.37 | 2.86 | 4.60 | 2.54 | 6.08 | 0.79 |
Yield(%) | 0.00 | 5.11 | 3.42 | 2.06 | 1.03 | 0.69 | 0.51 | 2.57 | 0.89 | 4.36 | 4.34 | 0.73 | 0.38 |
Data as of 07/18/2025, AR inception is 03/31/2021
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SVPBX (Goldman Sachs Strategic Volatility Premium Fund Class P Shares) |
0.33%
Apr 2021 - Apr 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SVPBX (Goldman Sachs Strategic Volatility Premium Fund Class P Shares) |
3.38%
Jun 2022 - Jun 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart