Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSMBX (Goldman Sachs Municipal Income B) | NA | 8.78% | 4.02% | 4.57% | 3.27% | 4.26% | NA | … | … |
Data as of 12/30/2014, Common starting date is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSMBX (Goldman Sachs Municipal Income B) | 02/21/1997 | 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 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.78 | 4.02 | 4.57 | 3.27 | 4.26 | NA | … | … | 8.50 | -4.96 | 9.14 | 9.70 | 1.40 | 19.00 | -12.06 | -1.87 | 3.78 | 3.32 | 3.81 | 4.85 | 7.19 | 4.83 | 10.54 | -5.66 | 4.72 | 7.83 |
| Sharpe Ratio | NA | 4.77 | 1.55 | 1.65 | 0.69 | NA | NA | … | … | 4.66 | -1.55 | 3.86 | 3.40 | 0.42 | 5.56 | -1.90 | -1.86 | 0.28 | 0.58 | 0.94 | 1.31 | 2.16 | 0.97 | 2.73 | -3.10 | 0.50 | 0.19 |
| Standard Deviation(%) | NA | 1.84 | 2.57 | 2.75 | 3.34 | NA | NA | … | … | 1.83 | 3.21 | 2.37 | 2.85 | 3.13 | 3.40 | 6.81 | 2.64 | 1.72 | 1.97 | 3.05 | 3.18 | 2.82 | 2.63 | 2.38 | 2.87 | 2.79 | 28.90 |
| Draw Down(%) | NA | 1.67 | 8.34 | 8.34 | 16.96 | NA | NA | … | … | 1.67 | 8.32 | 1.88 | 2.91 | 6.46 | 3.09 | 16.34 | 4.99 | 1.14 | 1.85 | 5.11 | 4.77 | 3.58 | 3.35 | 2.94 | 7.62 | 2.08 | 17.19 |
| Yield(%) | 0.00 | 2.76 | 2.92 | 3.06 | 2.98 | 3.59 | 3.12 | … | … | 2.50 | 2.76 | 3.12 | 3.36 | 3.16 | 4.25 | 3.12 | 2.66 | 3.07 | 3.21 | 3.40 | 3.39 | 3.78 | 4.08 | 4.22 | 3.38 | 4.10 | 3.69 |
Data as of 12/30/2014, Common starting date is 02/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMBX (Goldman Sachs Municipal Income B) |
-3.61%
Dec 2005 – Dec 2008 |
-0.80%
Dec 2003 – Dec 2008 |
1.67%
Dec 1998 – Dec 2008 |
3.24%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMBX (Goldman Sachs Municipal Income B) |
9.80%
Dec 2008 – Dec 2011 |
6.57%
Jan 2000 – Jan 2005 |
4.66%
Mar 1997 – Mar 2007 |
4.25%
Apr 1997 – Apr 2012 |
Annualized Rolling Returns Comparison Chart