Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GCIBX (Goldman Sachs Structured Intl Equity B) | NA | -4.48% | 10.40% | 3.43% | 2.90% | 1.48% | NA | … | … |
Data as of 12/30/2014, Common starting date is 08/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCIBX (Goldman Sachs Structured Intl Equity B) | 08/28/1997 | 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 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.48 | 10.40 | 3.43 | 2.90 | 1.48 | NA | … | … | -4.74 | 21.97 | 15.80 | -16.71 | 6.08 | 27.44 | -43.53 | 9.10 | 26.43 | 13.02 | 19.58 | 36.27 | -14.86 | -19.38 | -16.67 | 27.52 | 13.36 | -10.06 |
| Sharpe Ratio | NA | -0.40 | 0.75 | 0.17 | 0.08 | NA | NA | … | … | -0.43 | 1.68 | 0.96 | -0.59 | 0.27 | 0.93 | -1.04 | 0.21 | 1.62 | 1.00 | 1.25 | 2.34 | -0.84 | -1.31 | -1.29 | 1.86 | 0.49 | -0.67 |
| Standard Deviation(%) | NA | 11.20 | 13.75 | 19.41 | 24.05 | NA | NA | … | … | 11.16 | 13.05 | 16.45 | 28.51 | 22.35 | 29.33 | 42.47 | 29.30 | 14.33 | 10.89 | 14.97 | 15.19 | 19.11 | 16.84 | 16.06 | 13.07 | 20.38 | 45.29 |
| Draw Down(%) | NA | 14.42 | 15.04 | 29.19 | 61.73 | NA | NA | … | … | 14.42 | 9.45 | 15.04 | 29.19 | 20.06 | 28.46 | 55.07 | 14.51 | 16.33 | 8.36 | 11.57 | 16.26 | 26.75 | 30.91 | 21.53 | 8.61 | 26.37 | 26.84 |
| Yield(%) | 0.00 | 0.00 | 1.76 | 1.82 | 3.69 | 2.49 | 2.51 | … | … | 0.00 | 2.11 | 2.76 | 3.24 | 1.27 | 1.84 | 2.08 | 12.04 | 7.23 | 0.14 | 0.00 | 0.38 | 0.03 | 0.00 | 4.43 | 2.81 | 0.00 | 0.00 |
Data as of 12/30/2014, Common starting date is 08/28/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCIBX (Goldman Sachs Structured Intl Equity B) |
-19.02%
Mar 2000 – Mar 2003 |
-9.45%
May 2007 – May 2012 |
-1.62%
Feb 1999 – Feb 2009 |
1.68%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCIBX (Goldman Sachs Structured Intl Equity B) |
30.55%
Mar 2003 – Mar 2006 |
22.28%
Sep 2002 – Sep 2007 |
8.09%
Oct 1997 – Oct 2007 |
4.19%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart