Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GXIRX (Goldman Sachs Income Strategies R) | NA | 5.41% | 7.08% | 5.89% | NA | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 12/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GXIRX (Goldman Sachs Income Strategies R) | 12/06/2007 | 11/20/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.41 | 7.08 | 5.89 | NA | NA | NA | … | … | 5.70 | -0.34 | 13.93 | -2.24 | 11.74 | 27.24 | -27.06 | -2.99 |
| Sharpe Ratio | NA | 1.62 | 1.19 | 0.77 | NA | NA | NA | … | … | 2.04 | -0.06 | 2.46 | -0.21 | 1.28 | 2.29 | -1.51 | -4.79 |
| Standard Deviation(%) | NA | 3.33 | 5.59 | 7.55 | NA | NA | NA | … | … | 3.13 | 6.35 | 5.69 | 10.68 | 9.11 | 11.84 | 18.43 | 8.36 |
| Draw Down(%) | NA | 2.53 | 9.52 | 12.26 | NA | NA | NA | … | … | 2.53 | 9.52 | 5.31 | 12.26 | 7.38 | 13.84 | 35.28 | 2.99 |
| Yield(%) | 0.00 | 2.29 | 3.61 | 3.63 | 2.27 | 1.52 | 1.14 | … | … | 0.86 | 4.13 | 4.16 | 3.17 | 3.75 | 4.99 | 6.15 | 0.00 |
Data as of 11/20/2014, Common starting date is 12/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXIRX (Goldman Sachs Income Strategies R) |
2.32%
Jan 2008 – Jan 2011 |
3.37%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXIRX (Goldman Sachs Income Strategies R) |
17.35%
Feb 2009 – Feb 2012 |
11.90%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart