Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XGCRX (Goldman Sachs Credit Strategies) | NA | -2.51% | -0.13% | -0.09% | NA | NA | NA | … | … |
Data as of 11/14/2014, Common starting date is 06/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XGCRX (Goldman Sachs Credit Strategies) | 06/17/2009 | 11/14/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.51 | -0.13 | -0.09 | NA | NA | NA | … | … | 0.67 | -2.25 | 3.69 | -2.92 | 0.00 | 6.32 |
| Sharpe Ratio | NA | -0.65 | -0.05 | -0.03 | NA | NA | NA | … | … | 1.07 | -0.55 | 1.39 | -0.38 | -0.02 | 5.37 |
| Standard Deviation(%) | NA | 3.89 | 3.44 | 4.57 | NA | NA | NA | … | … | 0.70 | 4.12 | 2.64 | 7.71 | 3.96 | 2.21 |
| Draw Down(%) | NA | 3.88 | 4.67 | 8.71 | NA | NA | NA | … | … | 0.76 | 4.49 | 2.44 | 6.33 | 4.08 | 0.87 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/14/2014, Common starting date is 06/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XGCRX (Goldman Sachs Credit Strategies) |
-0.82%
Jan 2011 – Jan 2014 |
-0.08%
Oct 2009 – Oct 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XGCRX (Goldman Sachs Credit Strategies) |
1.47%
Aug 2009 – Aug 2012 |
0.50%
Jul 2009 – Jul 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart