Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Copy of Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Tactical Asset Allocation Moderate | NA | 15.87% | 4.64% | 6.96% | 4.03% | 6.13% | 8.02% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Copy of Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.52 | 15.87 | 4.64 | 6.96 | 4.03 | 6.13 | 8.02 | … | … | 0.50 | 11.01 | 7.68 | -4.77 | 14.73 | 5.98 | 10.04 | -9.62 | 6.67 | 4.12 | -3.93 | 5.79 | 10.54 | 14.21 | 4.95 | 15.43 | 12.96 | 7.32 | 18.80 | 15.23 | 11.25 | 13.53 | 27.47 | 2.61 | 8.21 |
| Sharpe Ratio | NA | 0.63 | 0.12 | 0.38 | 0.23 | NA | NA | … | … | 0.05 | 0.53 | 0.46 | -0.50 | 1.47 | 0.36 | 1.47 | -1.12 | 1.07 | 0.44 | -0.45 | 0.85 | 1.46 | 2.07 | 0.38 | 1.14 | 0.98 | 2.15 | 1.14 | 0.98 | 0.97 | 1.20 | 3.79 | 0.25 | 0.96 |
| Standard Deviation(%) | NA | 8.35 | 9.62 | 11.20 | 9.73 | NA | NA | … | … | 8.54 | 8.38 | 7.38 | 12.42 | 9.99 | 15.78 | 5.86 | 9.78 | 5.62 | 8.99 | 8.83 | 6.78 | 7.21 | 6.85 | 12.79 | 13.49 | 13.11 | 2.97 | 13.92 | 12.21 | 9.33 | 10.47 | 7.06 | 5.95 | 6.17 |
| Draw Down(%) | NA | 5.18 | 14.83 | 21.58 | 22.75 | NA | NA | … | … | 0.69 | 5.18 | 6.36 | 14.83 | 5.16 | 21.58 | 2.78 | 16.33 | 3.36 | 8.57 | 9.20 | 6.21 | 7.02 | 4.94 | 10.99 | 8.68 | 5.93 | 2.23 | 9.41 | 13.23 | 6.04 | 13.74 | 2.29 | 6.86 | 5.13 |
| Yield(%) | NA | 2.52 | 2.43 | 2.26 | 2.06 | NA | NA | … | … | NA | 1.74 | 2.26 | 2.26 | 2.58 | 1.48 | 2.18 | 1.75 | 1.45 | 1.74 | 2.17 | 2.31 | 1.95 | 2.68 | 2.44 | 2.40 | 3.16 | 3.56 | 3.45 | 2.88 | 3.56 | 2.72 | 2.79 | 3.37 | 2.98 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Copy of Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Tactical Asset A |
-2.46%
Mar 2017 – Mar 2020 |
-1.74%
Mar 2015 – Mar 2020 |
3.20%
Oct 2013 – Oct 2023 |
5.66%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Copy of Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Tactical Asset A |
19.43%
Apr 2003 – Apr 2006 |
17.76%
Mar 2003 – Mar 2008 |
14.38%
Apr 2003 – Apr 2013 |
11.00%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart