Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GCFBX (Goldman Sachs Core Fxd-Inc B) | NA | 4.30% | 2.11% | 3.73% | 3.15% | 4.29% | NA | … | … |
Data as of 12/30/2014, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCFBX (Goldman Sachs Core Fxd-Inc B) | 11/12/1998 | 12/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.30 | 2.11 | 3.73 | 3.15 | 4.29 | NA | … | … | 3.83 | -2.35 | 5.00 | 6.13 | 6.43 | 15.61 | -11.83 | 5.56 | 3.26 | 1.90 | 2.42 | 5.29 | 7.41 | 8.34 | 10.25 | -2.38 | 1.19 |
| Sharpe Ratio | NA | 2.00 | 0.80 | 1.13 | 0.56 | NA | NA | … | … | 1.82 | -0.79 | 1.97 | 1.56 | 1.52 | 3.22 | -1.78 | 0.73 | -0.02 | -0.10 | 0.35 | 0.92 | 1.49 | 1.22 | 1.57 | -1.29 | 1.51 |
| Standard Deviation(%) | NA | 2.14 | 2.59 | 3.25 | 3.94 | NA | NA | … | … | 2.10 | 3.03 | 2.53 | 3.92 | 4.18 | 4.82 | 7.13 | 3.48 | 2.62 | 2.76 | 4.17 | 5.01 | 4.25 | 5.01 | 3.96 | 4.34 | 4.24 |
| Draw Down(%) | NA | 1.03 | 5.28 | 5.28 | 18.57 | NA | NA | … | … | 1.03 | 5.28 | 1.15 | 2.21 | 3.64 | 5.17 | 18.57 | 2.14 | 2.02 | 2.33 | 4.47 | 4.81 | 2.46 | 3.75 | 3.05 | 4.29 | 1.56 |
| Yield(%) | 0.00 | 1.65 | 1.37 | 1.48 | 2.54 | 3.58 | 2.81 | … | … | 1.19 | 1.39 | 1.40 | 1.22 | 1.72 | 3.77 | 4.14 | 3.79 | 3.56 | 3.95 | 2.32 | 6.61 | 4.63 | 6.13 | 5.55 | 4.32 | 2.26 |
Data as of 12/30/2014, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCFBX (Goldman Sachs Core Fxd-Inc B) |
-2.26%
Nov 2005 – Nov 2008 |
-0.75%
Feb 2004 – Feb 2009 |
2.70%
Jan 1999 – Jan 2009 |
3.88%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCFBX (Goldman Sachs Core Fxd-Inc B) |
10.46%
Feb 2009 – Feb 2012 |
6.89%
Nov 2008 – Nov 2013 |
4.84%
May 2000 – May 2010 |
4.34%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison Chart