Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GGBYX (AGGRESSIVE ALLOCATION FUND I GS2) | NA | -17.52% | 3.49% | 3.49% | -1.72% | NA | NA | … | … |
Data as of 11/20/2015, Common starting date is 09/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GGBYX (AGGRESSIVE 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 (%) | -7.09 | -17.52 | 3.49 | 3.49 | -1.72 | NA | NA | … | … | -9.13 | -5.29 | 24.56 | 15.40 | -6.70 | 13.36 | 28.09 | -48.90 | -3.37 | 3.93 | 1.23 |
| Sharpe Ratio | NA | -0.91 | 0.23 | 0.19 | -0.11 | NA | NA | … | … | -0.57 | -0.39 | 2.04 | 1.06 | -0.26 | 0.68 | 1.05 | -1.14 | -0.37 | 0.05 | 0.15 |
| Standard Deviation(%) | NA | 19.28 | 14.97 | 17.98 | 22.94 | NA | NA | … | … | 17.79 | 13.54 | 12.01 | 14.64 | 26.32 | 19.52 | 26.70 | 43.56 | 17.45 | 12.92 | 11.05 |
| Draw Down(%) | NA | 19.16 | 19.54 | 23.23 | 66.99 | NA | NA | … | … | 15.57 | 10.95 | 7.86 | 13.15 | 23.23 | 15.85 | 26.51 | 51.74 | 14.93 | 10.75 | 4.51 |
| Yield(%) | 0.00 | 8.46 | 5.44 | 4.19 | 1.48 | 1.03 | 0.77 | … | … | 0.00 | 8.93 | 3.10 | 1.84 | 1.73 | 1.81 | 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 |
|---|---|---|---|---|
| GGBYX (AGGRESSIVE ALLOCATION FUND I GS2) |
-25.76%
Feb 2006 – Feb 2009 |
-8.90%
Sep 2006 – Sep 2011 |
-0.28%
Oct 2005 – Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGBYX (AGGRESSIVE ALLOCATION FUND I GS2) |
22.30%
Feb 2009 – Feb 2012 |
19.07%
Feb 2009 – Feb 2014 |
-0.28%
Oct 2005 – Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart