Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GREBX (Goldman Sachs Real Estate B) | NA | 21.84% | 12.72% | 14.08% | 5.89% | 10.27% | NA | … | … |
Data as of 12/30/2014, Common starting date is 01/27/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GREBX (Goldman Sachs Real Estate B) | 01/27/1999 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 21.84 | 12.72 | 14.08 | 5.89 | 10.27 | NA | … | … | 22.55 | 1.36 | 15.31 | 8.54 | 26.50 | 24.10 | -41.83 | -16.77 | 33.30 | 12.41 | 25.51 | 38.26 | 2.09 | 5.17 | 31.07 | -1.32 |
| Sharpe Ratio | NA | 2.12 | 0.96 | 0.67 | 0.14 | NA | NA | … | … | 2.20 | 0.09 | 1.12 | 0.29 | 0.96 | 0.38 | -0.57 | -0.77 | 2.06 | 0.61 | 1.47 | 3.12 | 0.06 | 0.21 | 2.23 | -0.42 |
| Standard Deviation(%) | NA | 10.30 | 13.19 | 20.80 | 36.16 | NA | NA | … | … | 10.29 | 15.03 | 13.76 | 29.81 | 27.44 | 63.56 | 74.43 | 25.81 | 14.62 | 16.86 | 16.71 | 12.05 | 15.86 | 13.99 | 12.14 | 11.17 |
| Draw Down(%) | NA | 7.23 | 17.22 | 22.45 | 74.84 | NA | NA | … | … | 7.23 | 17.22 | 9.48 | 22.45 | 16.02 | 41.01 | 65.53 | 29.32 | 8.99 | 11.31 | 17.33 | 6.59 | 20.71 | 15.23 | 8.50 | 20.53 |
| Yield(%) | 0.00 | 0.79 | 0.94 | 1.20 | 4.59 | 7.87 | 5.77 | … | … | 0.80 | 0.86 | 0.89 | 0.62 | 1.57 | 2.13 | 5.71 | 14.75 | 9.12 | 7.59 | 1.75 | 4.67 | 5.15 | 6.22 | 4.04 | 4.02 |
Data as of 12/30/2014, Common starting date is 01/27/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GREBX (Goldman Sachs Real Estate B) |
-26.87%
Mar 2006 – Mar 2009 |
-10.73%
Mar 2004 – Mar 2009 |
1.63%
Feb 1999 – Feb 2009 |
8.92%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GREBX (Goldman Sachs Real Estate B) |
39.58%
Mar 2009 – Mar 2012 |
26.74%
Feb 2009 – Feb 2014 |
10.21%
Apr 2003 – Apr 2013 |
10.53%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison Chart