Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSVBX (Goldman Sachs Large Cap Value B) | NA | 10.71% | 19.71% | 11.56% | 5.56% | NA | NA | … | … |
Data as of 12/30/2014, Common starting date is 01/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSVBX (Goldman Sachs Large Cap Value B) | 01/07/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.71 | 19.71 | 11.56 | 5.56 | NA | NA | … | … | 10.17 | 31.61 | 18.30 | -8.46 | 11.20 | 23.85 | -37.70 | 2.73 | 17.54 | 5.70 | 17.16 | 24.11 | -12.97 | -6.15 | 9.01 |
| Sharpe Ratio | NA | 0.98 | 1.59 | 0.65 | 0.21 | NA | NA | … | … | 0.94 | 2.69 | 1.30 | -0.32 | 0.55 | 0.86 | -0.97 | -0.02 | 1.38 | 0.23 | 1.54 | 1.59 | -0.64 | -0.56 | 0.26 |
| Standard Deviation(%) | NA | 10.91 | 12.35 | 17.82 | 21.37 | NA | NA | … | … | 10.88 | 11.76 | 14.14 | 26.67 | 20.29 | 27.48 | 39.62 | 16.46 | 10.34 | 15.22 | 10.52 | 14.69 | 21.85 | 15.50 | 19.62 |
| Draw Down(%) | NA | 8.84 | 11.72 | 25.97 | 54.99 | NA | NA | … | … | 8.84 | 5.78 | 11.72 | 25.97 | 17.68 | 25.29 | 47.83 | 11.38 | 8.28 | 7.83 | 6.56 | 13.53 | 26.24 | 19.31 | 13.99 |
| Yield(%) | 0.00 | 0.00 | 0.14 | 0.13 | 2.06 | 1.83 | 1.37 | … | … | 0.00 | 0.00 | 0.41 | 0.21 | 0.00 | 0.21 | 0.04 | 7.31 | 4.11 | 7.81 | 0.13 | 0.29 | 0.72 | 0.00 | 0.00 |
Data as of 12/30/2014, Common starting date is 01/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSVBX (Goldman Sachs Large Cap Value B) |
-15.06%
Feb 2006 – Feb 2009 |
-5.63%
Feb 2004 – Feb 2009 |
1.38%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSVBX (Goldman Sachs Large Cap Value B) |
23.09%
Sep 2011 – Sep 2014 |
18.96%
Feb 2009 – Feb 2014 |
7.10%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart