Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GHYBX (Goldman Sachs High Yield Muni B) | NA | 14.12% | 6.93% | 6.69% | 2.36% | NA | NA | … | … |
Data as of 12/30/2014, Common starting date is 04/17/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GHYBX (Goldman Sachs High Yield Muni B) | 04/17/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.12 | 6.93 | 6.69 | 2.36 | NA | NA | … | … | 13.56 | -6.42 | 15.07 | 9.11 | 3.72 | 27.28 | -30.91 | -8.13 | 6.38 | 6.13 | 5.30 | 8.04 | 6.63 | 7.00 | 5.04 |
| Sharpe Ratio | NA | 5.71 | 2.01 | 1.82 | 0.34 | NA | NA | … | … | 5.58 | -1.38 | 6.15 | 2.34 | 0.91 | 6.05 | -4.52 | -3.42 | 1.88 | 1.99 | 1.79 | 2.54 | 1.88 | 1.63 | 1.32 |
| Standard Deviation(%) | NA | 2.47 | 3.42 | 3.65 | 4.04 | NA | NA | … | … | 2.44 | 4.69 | 2.46 | 3.89 | 4.02 | 4.49 | 7.02 | 3.28 | 1.65 | 1.99 | 2.43 | 2.90 | 2.94 | 2.92 | 2.35 |
| Draw Down(%) | NA | 2.26 | 12.23 | 12.23 | 37.24 | NA | NA | … | … | 2.26 | 12.23 | 1.88 | 3.91 | 7.84 | 5.31 | 32.20 | 9.49 | 0.85 | 1.92 | 4.24 | 3.03 | 3.86 | 2.62 | 1.74 |
| Yield(%) | 0.00 | 3.92 | 3.98 | 4.20 | 3.37 | 3.99 | 3.00 | … | … | 3.53 | 3.69 | 3.95 | 4.85 | 4.17 | 5.66 | 3.88 | 3.32 | 3.50 | 3.84 | 3.70 | 4.40 | 4.85 | 5.85 | 3.66 |
Data as of 12/30/2014, Common starting date is 04/17/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GHYBX (Goldman Sachs High Yield Muni B) |
-12.27%
Dec 2005 – Dec 2008 |
-5.48%
Dec 2003 – Dec 2008 |
1.59%
Dec 2003 – Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GHYBX (Goldman Sachs High Yield Muni B) |
13.33%
Mar 2009 – Mar 2012 |
9.51%
Mar 2009 – Mar 2014 |
3.35%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart