Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEJBX (Goldman Sachs Enhanced Income B) | NA | -0.21% | 0.04% | -0.34% | NA | NA | NA | … | … |
Data as of 12/30/2014, Common starting date is 06/28/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEJBX (Goldman Sachs Enhanced Income B) | 06/28/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.21 | 0.04 | -0.34 | NA | NA | NA | … | … | -0.32 | -0.19 | 0.63 | -1.36 | -0.43 | 3.75 | 0.81 | 0.94 |
| Sharpe Ratio | NA | -0.37 | 0.01 | -0.67 | NA | NA | NA | … | … | -0.55 | -0.41 | 1.39 | -2.18 | -0.84 | 3.29 | -0.08 | -0.99 |
| Standard Deviation(%) | NA | 0.62 | 0.53 | 0.57 | NA | NA | NA | … | … | 0.61 | 0.54 | 0.42 | 0.64 | 0.61 | 1.11 | 1.44 | 0.83 |
| Draw Down(%) | NA | 0.32 | 0.61 | 2.06 | NA | NA | NA | … | … | 0.32 | 0.61 | 0.19 | 1.71 | 0.72 | 0.71 | 1.83 | 0.30 |
| Yield(%) | 0.00 | 0.00 | 0.04 | 0.12 | 0.68 | 0.45 | 0.34 | … | … | 0.00 | 0.02 | 0.10 | 0.31 | 0.20 | 1.39 | 3.29 | 1.55 |
Data as of 12/30/2014, Common starting date is 06/28/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEJBX (Goldman Sachs Enhanced Income B) |
-0.46%
Aug 2010 – Aug 2013 |
-0.36%
Nov 2009 – Nov 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEJBX (Goldman Sachs Enhanced Income B) |
1.83%
Jul 2007 – Jul 2010 |
0.90%
Jul 2007 – Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart