Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSOBX (Goldman Sachs Government Income B) | NA | 2.77% | 0.42% | 1.67% | 2.64% | 3.76% | NA | … | … |
Data as of 12/30/2014, Common starting date is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSOBX (Goldman Sachs Government 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 | 2.77 | 0.42 | 1.67 | 2.64 | 3.76 | NA | … | … | 2.80 | -3.19 | 1.76 | 3.32 | 3.94 | 3.89 | 3.85 | 5.71 | 2.72 | 1.61 | 1.60 | 2.36 | 8.67 | 7.17 | 11.26 | -2.27 | 6.72 | 7.65 |
| Sharpe Ratio | NA | 1.44 | 0.17 | 0.55 | 0.49 | NA | NA | … | … | 1.46 | -1.18 | 0.82 | 0.82 | 1.08 | 0.98 | 0.49 | 0.85 | -0.22 | -0.23 | 0.18 | 0.41 | 2.08 | 1.02 | 1.80 | -1.30 | 0.88 | 1.49 |
| Standard Deviation(%) | NA | 1.91 | 2.28 | 2.98 | 3.43 | NA | NA | … | … | 1.92 | 2.72 | 2.11 | 3.99 | 3.57 | 3.85 | 5.96 | 3.16 | 2.69 | 2.40 | 3.71 | 4.05 | 3.65 | 4.84 | 4.00 | 4.22 | 3.87 | 3.63 |
| Draw Down(%) | NA | 0.90 | 4.91 | 5.04 | 5.04 | NA | NA | … | … | 0.90 | 4.41 | 1.20 | 3.00 | 3.32 | 2.05 | 4.92 | 2.23 | 2.01 | 2.22 | 4.04 | 4.29 | 2.13 | 3.82 | 2.94 | 4.23 | 3.10 | 1.94 |
| Yield(%) | 0.00 | 0.63 | 1.68 | 2.01 | 2.57 | 3.35 | 3.25 | … | … | 0.59 | 0.53 | 3.97 | 0.45 | 4.42 | 3.92 | 3.26 | 2.92 | 2.79 | 2.41 | 2.14 | 3.34 | 3.99 | 6.32 | 5.44 | 4.26 | 7.41 | 5.57 |
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 |
|---|---|---|---|---|
| GSOBX (Goldman Sachs Government Income B) |
-0.28%
Sep 2011 – Sep 2014 |
1.37%
Nov 2009 – Nov 2014 |
2.39%
Mar 2004 – Mar 2014 |
3.42%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSOBX (Goldman Sachs Government Income B) |
9.50%
May 2000 – May 2003 |
6.67%
Aug 1997 – Aug 2002 |
5.02%
Jan 2000 – Jan 2010 |
4.58%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart