Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GISBX (Goldman Sachs Intl Small Cap B) | NA | -4.43% | 13.07% | 8.89% | 3.97% | 2.85% | NA | … | … |
Data as of 12/30/2014, Common starting date is 05/18/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GISBX (Goldman Sachs Intl Small Cap B) | 05/18/1998 | 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 | -4.43 | 13.07 | 8.89 | 3.97 | 2.85 | NA | … | … | -4.83 | 25.59 | 20.96 | -15.34 | 25.30 | 38.04 | -49.96 | -1.14 | 18.17 | 19.29 | 31.05 | 50.78 | -21.63 | -24.31 | -12.08 | 46.70 | 2.87 |
| Sharpe Ratio | NA | -0.43 | 1.02 | 0.50 | 0.15 | NA | NA | … | … | -0.48 | 2.24 | 1.33 | -0.60 | 1.27 | 1.53 | -1.39 | -0.25 | 1.01 | 1.80 | 2.17 | 4.65 | -1.64 | -1.58 | -0.93 | 3.86 | 0.09 |
| Standard Deviation(%) | NA | 10.26 | 12.76 | 17.63 | 20.42 | NA | NA | … | … | 10.22 | 11.39 | 15.91 | 25.79 | 19.92 | 24.86 | 36.57 | 16.91 | 14.83 | 9.49 | 13.89 | 10.77 | 13.85 | 17.09 | 17.26 | 11.26 | 15.97 |
| Draw Down(%) | NA | 14.60 | 14.60 | 26.57 | 66.14 | NA | NA | … | … | 14.60 | 9.82 | 14.34 | 26.57 | 16.67 | 22.80 | 58.80 | 16.34 | 20.43 | 9.36 | 11.80 | 10.91 | 34.13 | 35.31 | 30.28 | 5.10 | 23.66 |
| Yield(%) | 0.00 | 0.00 | 0.53 | 0.71 | 1.06 | 1.17 | 1.54 | … | … | 0.00 | 1.01 | 0.35 | 0.65 | 1.06 | 3.77 | 1.76 | 1.79 | 0.00 | 0.00 | 1.09 | 0.07 | 0.00 | 0.00 | 6.57 | 4.99 | 0.00 |
Data as of 12/30/2014, Common starting date is 05/18/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GISBX (Goldman Sachs Intl Small Cap B) |
-24.36%
Mar 2000 – Mar 2003 |
-7.96%
May 2007 – May 2012 |
-1.51%
Feb 2000 – Feb 2010 |
3.27%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GISBX (Goldman Sachs Intl Small Cap B) |
40.83%
Mar 2003 – Mar 2006 |
26.53%
Oct 2002 – Oct 2007 |
10.55%
Mar 2003 – Mar 2013 |
6.57%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart