Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GCTBX (Goldman Sachs Structured Tx-Mgd Eq B) | NA | 10.87% | 20.30% | 14.64% | 6.09% | NA | NA | … | … |
Data as of 12/30/2014, Common starting date is 04/14/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCTBX (Goldman Sachs Structured Tx-Mgd Eq B) | 04/14/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.87 | 20.30 | 14.64 | 6.09 | NA | NA | … | … | 10.43 | 37.10 | 15.00 | 2.18 | 12.65 | 20.48 | -37.21 | -1.77 | 12.55 | 7.96 | 17.72 | 28.25 | -21.43 | -11.78 | -1.33 |
| Sharpe Ratio | NA | 0.90 | 1.62 | 0.85 | 0.24 | NA | NA | … | … | 0.87 | 3.05 | 1.14 | 0.09 | 0.63 | 0.74 | -0.94 | -0.28 | 0.81 | 0.50 | 1.36 | 1.65 | -0.92 | -0.68 | -0.27 |
| Standard Deviation(%) | NA | 12.03 | 12.51 | 17.13 | 21.15 | NA | NA | … | … | 11.99 | 12.17 | 13.24 | 24.50 | 19.85 | 27.67 | 40.55 | 17.10 | 11.42 | 11.67 | 12.31 | 16.73 | 24.53 | 21.00 | 22.23 |
| Draw Down(%) | NA | 8.86 | 11.43 | 20.11 | 58.20 | NA | NA | … | … | 8.86 | 6.09 | 11.43 | 20.11 | 17.21 | 27.97 | 48.11 | 13.23 | 9.11 | 6.88 | 8.07 | 13.45 | 31.76 | 28.24 | 18.79 |
| Yield(%) | 0.00 | 0.00 | 0.71 | 0.52 | 0.26 | 0.18 | 0.13 | … | … | 0.00 | 1.60 | 0.25 | 0.17 | 0.00 | 0.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | 0.00 |
Data as of 12/30/2014, Common starting date is 04/14/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCTBX (Goldman Sachs Structured Tx-Mgd Eq B) |
-18.72%
Feb 2006 – Feb 2009 |
-7.48%
Feb 2004 – Feb 2009 |
-2.87%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCTBX (Goldman Sachs Structured Tx-Mgd Eq B) |
23.85%
Feb 2009 – Feb 2012 |
22.68%
Feb 2009 – Feb 2014 |
7.59%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart