Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GBRIX (GOLDMAN SACHS BRIC FUND (BRAZIL RUSSIA INDIA CHINA) INSTITUTIONAL) | NA | -7.75% | -3.30% | -3.90% | NA | NA | NA | … | … |
Data as of 02/11/2016, Common starting date is 07/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBRIX (GOLDMAN SACHS BRIC FUND (BRAZIL RUSSIA INDIA CHINA) INSTITUTIONAL) | 07/06/2006 | 02/11/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.75 | -3.30 | -3.90 | NA | NA | NA | … | … | 0.00 | -4.11 | -4.38 | -4.40 | 15.42 | -26.02 | 10.79 | 102.21 | -61.85 | 46.90 | 28.05 |
| Sharpe Ratio | NA | -0.43 | -0.24 | -0.24 | NA | NA | NA | … | … | 0.00 | -0.22 | -0.28 | -0.27 | 0.82 | -0.98 | 0.45 | 2.70 | -1.06 | 1.66 | 3.76 |
| Standard Deviation(%) | NA | 18.03 | 16.89 | 19.62 | NA | NA | NA | … | … | NA | 18.62 | 15.78 | 16.20 | 18.84 | 26.49 | 23.75 | 37.82 | 59.27 | 26.60 | 16.63 |
| Draw Down(%) | NA | 26.28 | 26.28 | 35.62 | NA | NA | NA | … | … | 0.00 | 26.28 | 18.69 | 21.80 | 21.85 | 34.98 | 19.91 | 23.98 | 71.00 | 17.18 | 5.88 |
| Yield(%) | 0.00 | 0.00 | 0.76 | 0.65 | 1.44 | 0.96 | 0.72 | … | … | 0.00 | 0.00 | 0.84 | 1.43 | 1.32 | 0.16 | 0.00 | 0.00 | 0.00 | 7.24 | 0.00 |
Data as of 02/11/2016, Common starting date is 07/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBRIX (GOLDMAN SACHS BRIC FUND (BRAZIL RUSSIA INDIA CHINA) INSTITUTIONAL) |
-8.39%
Apr 2011 – Apr 2014 |
-8.72%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBRIX (GOLDMAN SACHS BRIC FUND (BRAZIL RUSSIA INDIA CHINA) INSTITUTIONAL) |
30.03%
Feb 2009 – Feb 2012 |
14.95%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart