Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GXSRX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO CLASS R) | NA | -111,284.20% | nan% | nan% | nan% | nan% | NA | … | … |
Data as of 02/14/2024, Common starting date is 12/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GXSRX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO CLASS R) | 12/06/2007 | 02/14/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -107,564.79 | -111,284.20 | nan | nan | nan | nan | NA | … | … | -106,039.48 | 9.85 | -15.47 | 7.93 | 3.11 | 18.11 | -10.56 | 14.61 | 5.73 | -3.48 | -0.85 | 2.43 | 16.02 | -3.42 | 15.03 | 36.96 | -42.25 | -4.60 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.65 | -1.20 | 0.99 | 0.13 | 2.86 | -1.42 | 2.83 | 0.56 | -0.41 | -0.14 | 0.35 | 2.30 | -0.29 | 1.18 | 1.93 | -1.58 | -3.30 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 8.74 | 14.10 | 7.99 | 21.60 | 5.84 | 8.37 | 4.96 | 9.87 | 8.48 | 6.07 | 6.93 | 6.99 | 11.81 | 12.65 | 19.08 | 27.31 | 16.46 |
| Draw Down(%) | NA | 105,946.61 | 96,321.07 | 96,321.07 | 96,321.07 | NA | NA | … | … | 106,039.48 | 7.71 | 23.17 | 5.91 | 31.24 | 3.61 | 15.04 | 2.15 | 7.95 | 10.08 | 9.74 | 10.05 | 7.13 | 15.27 | 10.70 | 18.28 | 52.77 | 6.73 |
| Yield(%) | 99.96 | 103.35 | 31.82 | 22.37 | 12.16 | 15.35 | 5.58 | … | … | 98.93 | 3.41 | 2.81 | 3.34 | 1.53 | 3.47 | 2.15 | 3.98 | 3.18 | 2.18 | 2.54 | 3.09 | 4.65 | 3.70 | 6.26 | 5.04 | 3.41 | 0.00 |
Data as of 02/14/2024, Common starting date is 12/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXSRX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO CLASS R) |
-3.29%
Sep 2019 – Sep 2022 |
-1.23%
Sep 2017 – Sep 2022 |
1.19%
Sep 2012 – Sep 2022 |
1.05%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GXSRX (GOLDMAN SACHS SATELLITE STRATEGIES PORTFOLIO CLASS R) |
23.08%
Feb 2009 – Feb 2012 |
15.62%
Feb 2009 – Feb 2014 |
8.64%
Feb 2009 – Feb 2019 |
5.93%
Jan 2009 – Jan 2024 |
Annualized Rolling Returns Comparison Chart