Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GDHFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS IR) | NA | -2.26% | 4.54% | 6.50% | 4.47% | NA | NA | … | … |
Data as of 03/02/2022, Common starting date is 01/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDHFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS IR) | 01/05/2010 | 03/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.26 | 4.54 | 6.50 | 4.47 | NA | NA | … | … | -2.99 | -2.90 | -15.15 | 1.25 | -11.09 | -10.78 | 6.20 | -10.19 | -3.55 | 2.14 | 4.16 | -2.27 | 5.70 |
| Sharpe Ratio | NA | -0.30 | 0.28 | 0.31 | 0.29 | NA | NA | … | … | -2.61 | -0.39 | -1.76 | -3.36 | -4.10 | -1.27 | -3.19 | -3.22 | -2.55 | -1.97 | -2.01 | -2.24 | -1.51 |
| Standard Deviation(%) | NA | 7.59 | 13.87 | 18.61 | 14.23 | NA | NA | … | … | 6.59 | 7.46 | 8.70 | 6.54 | 7.97 | 23.76 | 8.72 | 8.91 | 8.66 | 8.32 | 7.23 | 9.28 | 8.61 |
| Draw Down(%) | NA | 9.78 | 17.72 | 25.03 | 25.03 | NA | NA | … | … | 3.44 | 9.22 | 18.41 | 6.62 | 11.88 | 21.36 | 5.46 | 14.70 | 9.37 | 9.64 | 5.74 | 9.94 | 5.68 |
| Yield(%) | 0.00 | 0.00 | 12.82 | 14.46 | 8.56 | 6.35 | 4.76 | … | … | 0.00 | 0.00 | 6.13 | 50.00 | 4.88 | 25.00 | 0.00 | 3.05 | 6.24 | 3.30 | 3.74 | 0.80 | 1.87 |
Data as of 03/02/2022, Common starting date is 01/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDHFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS IR) |
-1.91%
Apr 2013 – Apr 2016 |
0.10%
Apr 2011 – Apr 2016 |
4.45%
Feb 2012 – Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDHFX (GOLDMAN SACHS DYNAMIC ALLOCATION FUND CLASS IR) |
20.32%
Apr 2016 – Apr 2019 |
10.88%
Sep 2015 – Sep 2020 |
7.25%
Feb 2010 – Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart