Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GCSBX (Goldman Sachs Structured Small Cap Eq B) | NA | 3.02% | 15.34% | 13.90% | 4.77% | 5.39% | NA | … | … |
Data as of 12/30/2014, Common starting date is 08/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCSBX (Goldman Sachs Structured Small Cap Eq B) | 08/28/1997 | 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 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.02 | 15.34 | 13.90 | 4.77 | 5.39 | NA | … | … | 2.83 | 33.56 | 11.72 | -2.09 | 29.30 | 26.54 | -35.62 | -16.08 | 11.66 | 7.64 | 8.40 | 44.51 | -16.75 | 2.05 | 1.68 | 15.78 | -6.62 | 5.25 |
| Sharpe Ratio | NA | 0.20 | 0.98 | 0.62 | 0.14 | NA | NA | … | … | 0.19 | 2.28 | 0.70 | -0.06 | 1.12 | 0.71 | -0.79 | -0.89 | 0.49 | 0.28 | 0.41 | 2.15 | -0.74 | -0.01 | -0.08 | 0.87 | -0.47 | 0.74 |
| Standard Deviation(%) | NA | 15.01 | 15.56 | 22.52 | 26.99 | NA | NA | … | … | 14.99 | 14.67 | 16.83 | 33.62 | 26.03 | 37.48 | 46.27 | 21.47 | 17.15 | 19.55 | 18.37 | 20.41 | 24.27 | 22.77 | 29.82 | 14.44 | 21.32 | 17.19 |
| Draw Down(%) | NA | 12.84 | 13.38 | 27.41 | 64.57 | NA | NA | … | … | 12.84 | 5.79 | 13.38 | 27.41 | 21.09 | 33.67 | 50.97 | 23.51 | 15.15 | 11.30 | 14.43 | 13.54 | 34.38 | 25.42 | 22.98 | 12.17 | 40.34 | 8.73 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.08 | 2.89 | 2.44 | … | … | 0.00 | 0.00 | 0.00 | 0.02 | 0.00 | 0.15 | 0.00 | 5.06 | 6.60 | 9.05 | 0.00 | 7.77 | 0.00 | 4.00 | 10.54 | 0.00 | 0.00 | 0.44 |
Data as of 12/30/2014, Common starting date is 08/28/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCSBX (Goldman Sachs Structured Small Cap Eq B) |
-24.07%
Feb 2006 – Feb 2009 |
-12.27%
Feb 2004 – Feb 2009 |
-1.52%
Feb 1999 – Feb 2009 |
3.43%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCSBX (Goldman Sachs Structured Small Cap Eq B) |
31.16%
Feb 2009 – Feb 2012 |
25.24%
Feb 2009 – Feb 2014 |
7.74%
Mar 2003 – Mar 2013 |
6.70%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart