Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FRAXX (Goldman Sachs Trust - Goldman Sachs Financial Square Treasury Instruments Fund) | 1.30% | 2.46% | -4.90% | 216.22% | 154.42% | 37.10% | -4.15% | -5.08% |
Data as of 08/04/2025, AR inception is 04/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRAXX (Goldman Sachs Trust - Goldman Sachs Financial Square Treasury Instruments Fund) | 04/19/2001 | 08/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.46 | -4.90 | 216.22 | 154.42 | 37.10 | -4.15 | -5.08 | 1.30 | 3.73 | -72.11 | 60,721.80 | 0.99 | -99.48 | -39.23 | 123.39 | 829.59 | 7,841.67 | -88.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -87.50 | -96.83 | -43.37 | 32.44 | 104.88 | 248.94 | -45.35 | -41.89 | -62.72 |
| Sharpe Ratio | NA | -0.77 | -0.03 | 0.93 | 0.21 | NA | NA | -0.02 | -0.95 | -2.39 | -0.28 | 172.24 | 0.01 | -0.23 | -7.23 | 16.72 | 9.48 | 23.97 | -0.09 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -0.15 | -0.48 | -1.97 | 3.68 | 13.25 | 12.28 | -2.45 | -3.59 | -3.42 |
| Standard Deviation(%) | NA | 0.91 | 248.39 | 226.48 | 288.34 | NA | NA | 250.97 | 0.84 | 1.20 | 271.23 | 352.54 | 144.69 | 427.67 | 5.62 | 7.34 | 88.34 | 327.08 | 999.13 | NA | NA | NA | NA | 212.85 | 577.29 | 205.23 | 23.59 | 7.97 | 7.75 | 20.20 | 18.77 | 11.99 | 22.90 |
| Draw Down(%) | NA | 0.00 | 79.87 | 89.58 | 99.99 | NA | NA | 100.00 | 0.00 | 0.00 | 79.87 | 67.68 | 63.91 | 99.99 | 40.84 | 1.52 | 44.43 | 93.75 | 99.00 | 0.00 | 0.00 | 0.00 | 0.00 | 66.67 | 98.90 | 99.64 | 47.50 | 7.34 | 2.98 | 5.66 | 47.67 | 41.89 | 62.72 |
| Yield(%) | 0.00 | 3.18 | 3.10 | 680.00 | 14,740.00 | 98.27 | 0.28 | 0.15 | 1.29 | 4.76 | 1.24 | 204.92 | 0.00 | 0.22 | 0.82 | 1.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/04/2025, AR inception is 04/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRAXX (Goldman Sachs Trust - Goldman Sachs Financial Square Treasury Instruments Fund) |
-95.77%
Oct 2012 - Oct 2015 |
-88.29%
Oct 2010 - Oct 2015 |
-64.47%
Sep 2005 - Sep 2015 |
-37.97%
Aug 2005 - Aug 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRAXX (Goldman Sachs Trust - Goldman Sachs Financial Square Treasury Instruments Fund) |
2,525.72%
Oct 2015 - Oct 2018 |
298.58%
May 2020 - May 2025 |
60.53%
Apr 2015 - Apr 2025 |
16.32%
Mar 2008 - Mar 2023 |
Annualized Rolling Returns Comparison Chart