Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Strategic Asset Allocation – Optimal Moderate | NA | 20.22% | 2.14% | 5.89% | 4.97% | 6.09% | 5.85% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Strategic Asset Allocation – Optimal 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 (%) | -1.27 | 20.22 | 2.14 | 5.89 | 4.97 | 6.09 | 5.85 | … | … | -0.11 | 6.98 | 13.26 | -14.22 | 13.01 | 8.65 | 16.32 | -7.35 | 11.94 | 7.10 | -2.08 | 3.16 | 8.88 | 13.32 | -1.01 | 12.14 | 23.64 | -24.32 | 9.32 | 15.53 | 8.21 | 9.82 | 19.56 | -10.99 | -4.96 |
| Sharpe Ratio | NA | 0.14 | -0.24 | 0.20 | 0.33 | NA | NA | … | … | -0.03 | 0.05 | 1.09 | -1.14 | 1.75 | 0.44 | 2.43 | -0.98 | 2.67 | 0.81 | -0.24 | 0.54 | 1.19 | 1.69 | -0.07 | 1.00 | 1.27 | -1.04 | 0.58 | 1.46 | 0.88 | 1.26 | 2.10 | -0.85 | -0.55 |
| Standard Deviation(%) | NA | 7.92 | 10.33 | 12.17 | 10.10 | NA | NA | … | … | 6.38 | 7.98 | 8.26 | 13.71 | 7.41 | 19.10 | 6.13 | 8.80 | 4.24 | 8.52 | 8.63 | 5.80 | 7.45 | 7.86 | 14.42 | 12.07 | 18.59 | 24.36 | 10.95 | 8.39 | 6.88 | 7.04 | 8.97 | 14.22 | 13.14 |
| Draw Down(%) | NA | 4.83 | 19.76 | 22.27 | 22.27 | NA | NA | … | … | 0.53 | 4.75 | 8.20 | 20.11 | 3.27 | 22.27 | 3.27 | 13.00 | 1.72 | 5.74 | 9.41 | 5.46 | 8.13 | 6.80 | 14.15 | 9.05 | 17.67 | 36.22 | 6.50 | 7.79 | 4.28 | 5.74 | 7.98 | 19.20 | 17.49 |
| Yield(%) | NA | 2.88 | 2.65 | 2.30 | 2.25 | NA | NA | … | … | NA | 0.79 | 2.66 | 2.39 | 2.32 | 1.53 | 2.02 | 1.84 | 0.29 | 3.21 | 2.87 | 3.02 | 2.83 | 3.31 | 3.67 | 3.33 | 3.75 | 3.14 | 3.46 | 3.49 | 3.31 | 2.15 | 1.56 | 1.39 | 1.59 |
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 |
|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Strategic Asset Allocati |
-6.98%
Feb 2006 – Feb 2009 |
-0.71%
Feb 2004 – Feb 2009 |
3.60%
Oct 2013 – Oct 2023 |
3.39%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Strategic Asset Allocati |
18.96%
Feb 2009 – Feb 2012 |
14.43%
Feb 2009 – Feb 2014 |
8.78%
Feb 2009 – Feb 2019 |
7.75%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart