Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GCVBX (Goldman Sachs Struct Large Cap Val B) | NA | 11.37% | 19.15% | 14.08% | 4.89% | 4.42% | NA | … | … |
Data as of 12/30/2014, Common starting date is 01/27/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCVBX (Goldman Sachs Struct Large Cap Val B) | 01/27/1999 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.37 | 19.15 | 14.08 | 4.89 | 4.42 | NA | … | … | 11.08 | 33.11 | 14.39 | 2.27 | 12.83 | 13.42 | -38.04 | -6.39 | 16.96 | 7.45 | 16.64 | 27.59 | -18.85 | -5.97 | 3.87 | 10.00 |
| Sharpe Ratio | NA | 1.05 | 1.59 | 0.83 | 0.18 | NA | NA | … | … | 1.03 | 2.76 | 1.11 | 0.09 | 0.64 | 0.43 | -0.87 | -0.54 | 1.31 | 0.46 | 1.38 | 1.65 | -0.83 | -0.51 | -0.01 | 0.48 |
| Standard Deviation(%) | NA | 10.81 | 11.99 | 16.90 | 22.23 | NA | NA | … | … | 10.78 | 11.99 | 13.04 | 24.34 | 20.05 | 30.75 | 44.41 | 17.40 | 10.49 | 11.45 | 11.35 | 16.26 | 24.17 | 16.41 | 18.63 | 15.84 |
| Draw Down(%) | NA | 8.29 | 11.38 | 20.26 | 62.53 | NA | NA | … | … | 8.29 | 5.84 | 11.38 | 20.26 | 17.55 | 31.91 | 50.12 | 16.83 | 8.68 | 7.57 | 7.65 | 14.29 | 31.91 | 20.89 | 15.02 | 13.54 |
| Yield(%) | 0.00 | 0.08 | 0.59 | 0.75 | 1.56 | 1.37 | 1.18 | … | … | 0.08 | 0.48 | 1.08 | 0.76 | 0.80 | 1.24 | 0.82 | 3.52 | 4.64 | 2.07 | 0.46 | 0.37 | 0.20 | 0.00 | 1.62 | 1.52 |
Data as of 12/30/2014, Common starting date is 01/27/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCVBX (Goldman Sachs Struct Large Cap Val B) |
-20.61%
Feb 2006 – Feb 2009 |
-9.16%
Feb 2004 – Feb 2009 |
-3.36%
Feb 1999 – Feb 2009 |
3.74%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCVBX (Goldman Sachs Struct Large Cap Val B) |
22.55%
Feb 2009 – Feb 2012 |
21.45%
Feb 2009 – Feb 2014 |
6.62%
Mar 2003 – Mar 2013 |
4.49%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison Chart