Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSQBX (Goldman Sachs Small Cap Value B) | NA | 4.84% | 18.23% | 15.26% | 7.78% | 11.63% | NA | … | … |
Data as of 12/30/2014, Common starting date is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSQBX (Goldman Sachs Small Cap Value 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 | 4.84 | 18.23 | 15.26 | 7.78 | 11.63 | NA | … | … | 4.51 | 37.21 | 15.24 | -0.32 | 24.91 | 26.84 | -27.75 | -6.50 | 16.38 | 3.24 | 18.06 | 42.08 | -8.25 | 19.68 | 31.01 | -2.87 | -17.57 | 28.96 |
| Sharpe Ratio | NA | 0.38 | 1.31 | 0.75 | 0.27 | NA | NA | … | … | 0.35 | 2.76 | 1.01 | -0.01 | 1.07 | 0.77 | -0.65 | -0.50 | 0.89 | 0.06 | 1.14 | 2.70 | -0.45 | 1.12 | 1.69 | -0.49 | -1.15 | 2.97 |
| Standard Deviation(%) | NA | 12.75 | 13.84 | 20.34 | 24.83 | NA | NA | … | … | 12.74 | 13.45 | 15.17 | 30.80 | 23.26 | 34.64 | 43.87 | 19.01 | 14.73 | 18.52 | 15.06 | 15.31 | 20.96 | 15.82 | 15.99 | 12.32 | 18.23 | 10.38 |
| Draw Down(%) | NA | 11.05 | 11.58 | 26.89 | 55.69 | NA | NA | … | … | 11.05 | 5.54 | 11.58 | 26.89 | 19.71 | 30.26 | 45.95 | 16.33 | 11.40 | 11.28 | 9.94 | 10.91 | 29.26 | 17.41 | 10.67 | 20.62 | 47.08 | 8.80 |
| Yield(%) | 0.00 | 0.00 | 7.23 | 5.72 | 5.63 | 9.73 | 7.14 | … | … | 0.00 | 13.21 | 6.96 | 1.92 | 0.00 | 0.00 | 0.13 | 18.63 | 9.92 | 8.25 | 7.29 | 2.47 | 0.10 | 0.00 | 0.00 | 0.00 | 5.11 | 11.36 |
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 |
|---|---|---|---|---|
| GSQBX (Goldman Sachs Small Cap Value B) |
-15.94%
Feb 2006 – Feb 2009 |
-5.45%
Feb 2004 – Feb 2009 |
5.43%
Jun 1999 – Jun 2009 |
6.75%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSQBX (Goldman Sachs Small Cap Value B) |
28.68%
Feb 2009 – Feb 2012 |
25.67%
Feb 2009 – Feb 2014 |
11.87%
Apr 1997 – Apr 2007 |
12.12%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart