Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GOIBX (Goldman Sachs Growth & Inc Strat B) | NA | 2.66% | 9.24% | 6.35% | 3.87% | 3.34% | NA | … | … |
Data as of 12/30/2014, Common starting date is 01/26/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GOIBX (Goldman Sachs Growth & Inc Strat B) | 01/26/1998 | 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 | 2.66 | 9.24 | 6.35 | 3.87 | 3.34 | NA | … | … | 2.49 | 14.07 | 11.52 | -4.19 | 9.35 | 24.82 | -32.47 | 4.39 | 13.03 | 7.60 | 14.11 | 23.53 | -9.05 | -7.95 | -5.32 | 14.96 | 4.52 |
| Sharpe Ratio | NA | 0.40 | 1.19 | 0.59 | 0.22 | NA | NA | … | … | 0.38 | 1.71 | 1.41 | -0.29 | 0.68 | 1.41 | -1.32 | 0.12 | 1.34 | 0.79 | 1.55 | 2.77 | -0.98 | -0.97 | -0.91 | 1.42 | 0.15 |
| Standard Deviation(%) | NA | 6.59 | 7.72 | 10.70 | 13.27 | NA | NA | … | … | 6.59 | 8.23 | 8.22 | 14.46 | 13.57 | 17.53 | 25.21 | 11.26 | 7.27 | 6.87 | 8.51 | 8.25 | 10.38 | 10.78 | 10.24 | 8.24 | 10.14 |
| Draw Down(%) | NA | 6.94 | 8.18 | 15.63 | 45.72 | NA | NA | … | … | 6.94 | 8.18 | 7.60 | 15.63 | 11.36 | 17.53 | 41.47 | 8.28 | 7.98 | 4.95 | 6.95 | 6.89 | 17.50 | 18.61 | 9.68 | 5.14 | 16.93 |
| Yield(%) | 0.00 | 1.62 | 1.33 | 1.45 | 2.79 | 2.57 | 2.43 | … | … | 0.00 | 1.76 | 2.03 | 1.32 | 1.74 | 3.67 | 4.58 | 4.83 | 6.62 | 1.35 | 1.24 | 2.21 | 1.45 | 3.84 | 3.85 | 2.02 | 2.00 |
Data as of 12/30/2014, Common starting date is 01/26/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOIBX (Goldman Sachs Growth & Inc Strat B) |
-12.15%
Feb 2006 – Feb 2009 |
-3.60%
Feb 2004 – Feb 2009 |
-0.18%
Feb 1999 – Feb 2009 |
3.25%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOIBX (Goldman Sachs Growth & Inc Strat B) |
17.78%
Mar 2003 – Mar 2006 |
13.84%
Feb 2009 – Feb 2014 |
6.51%
Mar 2003 – Mar 2013 |
4.34%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart