Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GFIYX (CONSERVATIVE ALLOCATION FUND I GS2) | NA | -6.81% | -2.06% | -0.76% | -1.31% | NA | NA | … | … |
Data as of 11/20/2015, Common starting date is 09/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFIYX (CONSERVATIVE 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 (%) | -0.75 | -6.81 | -2.06 | -0.76 | -1.31 | NA | NA | … | … | -1.90 | -2.87 | 0.10 | 4.28 | -0.74 | 3.97 | 13.25 | -18.86 | -1.89 | -0.99 | -3.61 |
| Sharpe Ratio | NA | -1.30 | -0.46 | -0.16 | -0.32 | NA | NA | … | … | -0.50 | -0.70 | 0.02 | 1.03 | -0.13 | 0.74 | 1.76 | -1.81 | -0.69 | -0.70 | -1.87 |
| Standard Deviation(%) | NA | 5.25 | 4.54 | 4.75 | 6.54 | NA | NA | … | … | 4.24 | 4.11 | 4.28 | 4.14 | 5.90 | 5.25 | 7.48 | 10.91 | 7.18 | 6.13 | 7.64 |
| Draw Down(%) | NA | 7.89 | 8.98 | 8.98 | 30.21 | NA | NA | … | … | 5.34 | 6.05 | 3.75 | 3.09 | 4.51 | 3.69 | 7.38 | 19.68 | 8.47 | 6.86 | 5.05 |
| Yield(%) | 0.00 | 4.26 | 3.54 | 3.30 | 1.50 | 1.01 | 0.76 | … | … | 0.00 | 4.36 | 3.73 | 2.77 | 2.65 | 3.25 | 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 |
|---|---|---|---|---|
| GFIYX (CONSERVATIVE ALLOCATION FUND I GS2) |
-8.97%
Feb 2006 – Feb 2009 |
-2.24%
Nov 2006 – Nov 2011 |
-1.01%
Oct 2005 – Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFIYX (CONSERVATIVE ALLOCATION FUND I GS2) |
7.63%
Feb 2009 – Feb 2012 |
5.02%
Feb 2009 – Feb 2014 |
-1.01%
Oct 2005 – Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart