Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SVPFX (Goldman Sachs Strategic Volatility Premium Fund Institutional Shares) | 1.82% | 3.06% | 3.19% | NA | NA | NA | NA | 1.78% |
Data as of 07/22/2025, AR inception is 03/31/2021
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVPFX (Goldman Sachs Strategic Volatility Premium Fund Institutional Shares) | 03/31/2021 | 07/22/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.52 | 3.06 | 3.19 | NA | NA | NA | NA | 1.78 | 1.82 | 3.85 | 5.30 | -4.36 | 0.78 |
| Sharpe Ratio | NA | -0.03 | -0.01 | NA | NA | NA | NA | -0.16 | -0.01 | 0.03 | 0.40 | -1.42 | 0.67 |
| Standard Deviation(%) | NA | 7.98 | 5.49 | NA | NA | NA | NA | 4.89 | 5.04 | 7.35 | 4.11 | 4.08 | 1.50 |
| Draw Down(%) | NA | 4.70 | 4.70 | NA | NA | NA | NA | 6.37 | 2.87 | 4.60 | 2.54 | 6.08 | 0.79 |
| Yield(%) | 0.00 | 5.09 | 3.38 | 2.05 | 1.03 | 0.68 | 0.51 | 2.56 | 0.88 | 4.35 | 4.33 | 0.72 | 0.38 |
Data as of 07/22/2025, 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 |
|---|---|---|---|---|
| SVPFX (Goldman Sachs Strategic Volatility Premium Fund Institutional Shares) |
0.32%
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 |
|---|---|---|---|---|
| SVPFX (Goldman Sachs Strategic Volatility Premium Fund Institutional Shares) |
3.37%
Jun 2022 - Jun 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart