Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/30/2016.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| The Goldman Sachs 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 11.07% | 5.90% | 7.94% | 5.55% | 7.42% | NA | 7.07% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Goldman Sachs 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/30/2016 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 09/30/2016.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.33 | 11.07 | 5.90 | 7.94 | 5.55 | 7.42 | NA | 7.07 | -24.18 | -1.19 | 10.05 | 7.45 | 12.03 | 1.14 | 15.41 | 27.55 | -26.58 | 8.11 | 7.48 | 7.97 | 16.71 | 23.84 | -3.04 | 4.10 |
| Sharpe Ratio | NA | -0.69 | -0.28 | -0.01 | 0.07 | NA | NA | 0.24 | -0.69 | -0.14 | 0.88 | 1.05 | 1.63 | 0.08 | 1.33 | 1.60 | -1.28 | 0.54 | 0.50 | 0.89 | 1.77 | 2.89 | -0.41 | 0.18 |
| Standard Deviation(%) | NA | 35.49 | 22.13 | 17.77 | 16.52 | NA | NA | 14.10 | 35.56 | 8.61 | 11.43 | 7.07 | 7.33 | 13.11 | 11.52 | 17.12 | 21.43 | 9.45 | 8.30 | 6.50 | 8.90 | 8.00 | 10.00 | 9.79 |
| Draw Down(%) | NA | 30.04 | 30.04 | 30.04 | 38.11 | NA | NA | 38.11 | 30.04 | 10.54 | 5.99 | 8.11 | 5.91 | 11.41 | 7.96 | 15.95 | 37.09 | 6.66 | 8.60 | 3.97 | 7.60 | 6.52 | 13.85 | 12.62 |
| Yield(%) | NA | 24.94 | 12.69 | 8.78 | 6.16 | NA | NA | 5.33 | 25.15 | 5.80 | 7.36 | 3.20 | 2.56 | 2.18 | 2.38 | 2.24 | 4.40 | 6.47 | 3.66 | 3.33 | 4.61 | 5.10 | 3.06 | 3.79 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Goldman Sachs 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-9.62%
Feb 2006 - Feb 2009 |
-1.74%
Feb 2004 - Feb 2009 |
4.26%
Nov 2006 - Nov 2016 |
6.31%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Goldman Sachs 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
21.34%
Feb 2009 - Feb 2012 |
15.58%
Feb 2009 - Feb 2014 |
8.92%
Mar 2003 - Mar 2013 |
7.38%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart