Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GCOYX (GROWTH ALLOCATION FUND I GS2) | NA | -16.93% | 0.03% | 1.07% | -2.05% | NA | NA | … | … |
Data as of 11/20/2015, Common starting date is 09/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCOYX (GROWTH ALLOCATION FUND I GS2) | 09/15/2005 | 11/20/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.11 | -16.93 | 0.03 | 1.07 | -2.05 | NA | NA | … | … | -9.25 | -4.73 | 14.58 | 11.92 | -5.16 | 10.41 | 24.22 | -41.34 | -3.32 | 2.69 | -0.86 |
| Sharpe Ratio | NA | -1.14 | 0.00 | 0.08 | -0.16 | NA | NA | … | … | -0.75 | -0.47 | 1.50 | 1.07 | -0.26 | 0.71 | 1.20 | -1.34 | -0.46 | -0.06 | -0.56 |
| Standard Deviation(%) | NA | 14.93 | 11.65 | 13.67 | 17.04 | NA | NA | … | … | 13.73 | 10.13 | 9.73 | 11.19 | 19.69 | 14.61 | 20.11 | 31.43 | 13.80 | 10.29 | 9.68 |
| Draw Down(%) | NA | 18.14 | 19.20 | 19.20 | 58.78 | NA | NA | … | … | 14.22 | 10.64 | 6.88 | 9.56 | 17.42 | 11.67 | 20.95 | 43.02 | 13.35 | 7.96 | 4.90 |
| Yield(%) | 0.00 | 7.48 | 5.33 | 4.55 | 1.75 | 1.20 | 0.90 | … | … | 0.00 | 7.84 | 4.05 | 3.08 | 2.90 | 3.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/20/2015, Common starting date is 09/15/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCOYX (GROWTH ALLOCATION FUND I GS2) |
-21.14%
Feb 2006 – Feb 2009 |
-6.77%
Sep 2006 – Sep 2011 |
-0.85%
Oct 2005 – Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCOYX (GROWTH ALLOCATION FUND I GS2) |
17.95%
Feb 2009 – Feb 2012 |
14.51%
Feb 2009 – Feb 2014 |
-0.85%
Oct 2005 – Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart