Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GIPBX (Goldman Sachs Balanced Strat B) | NA | 2.50% | 6.30% | 5.34% | 3.66% | 3.39% | NA | … | … |
Data as of 12/30/2014, Common starting date is 01/28/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIPBX (Goldman Sachs Balanced Strat B) | 01/28/1998 | 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 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.50 | 6.30 | 5.34 | 3.66 | 3.39 | NA | … | … | 2.41 | 7.46 | 9.16 | -2.72 | 11.34 | 19.03 | -21.02 | 3.98 | 10.15 | 2.35 | 9.36 | 15.28 | -4.46 | -3.32 | -1.35 | 9.68 | 4.81 |
| Sharpe Ratio | NA | 0.54 | 1.16 | 0.70 | 0.30 | NA | NA | … | … | 0.52 | 1.24 | 1.65 | -0.28 | 1.10 | 1.62 | -1.37 | 0.13 | 1.42 | 0.03 | 1.39 | 2.52 | -0.78 | -0.75 | -0.80 | 1.12 | 0.27 |
| Standard Deviation(%) | NA | 4.58 | 5.41 | 7.55 | 8.89 | NA | NA | … | … | 4.58 | 5.99 | 5.57 | 9.69 | 10.19 | 11.71 | 15.98 | 7.40 | 4.85 | 5.45 | 6.04 | 5.78 | 7.15 | 7.66 | 6.70 | 5.78 | 6.94 |
| Draw Down(%) | NA | 4.97 | 7.30 | 11.14 | 30.95 | NA | NA | … | … | 4.97 | 7.30 | 5.16 | 11.14 | 8.09 | 11.52 | 28.76 | 5.44 | 4.87 | 3.31 | 4.94 | 4.47 | 11.04 | 11.23 | 5.00 | 3.45 | 9.92 |
| Yield(%) | 0.00 | 1.78 | 1.41 | 2.06 | 2.95 | 2.87 | 2.63 | … | … | 0.07 | 1.94 | 2.03 | 0.80 | 5.10 | 3.80 | 3.38 | 5.07 | 7.06 | 1.33 | 1.49 | 1.88 | 1.93 | 3.70 | 6.19 | 3.05 | 2.58 |
Data as of 12/30/2014, Common starting date is 01/28/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIPBX (Goldman Sachs Balanced Strat B) |
-6.59%
Feb 2006 – Feb 2009 |
-1.82%
Feb 2004 – Feb 2009 |
0.83%
Feb 1999 – Feb 2009 |
3.44%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIPBX (Goldman Sachs Balanced Strat B) |
13.55%
Feb 2009 – Feb 2012 |
10.63%
Feb 2009 – Feb 2014 |
5.54%
Mar 2003 – Mar 2013 |
4.09%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart