Goldman Sachs Group Inc/The
Provider: Exchange
| Annualised Return | 7.47% |
| Realised Volatility | 30.95% |
| Downside Volatility | 18.47% |
| Max Drawdown | -67.86% |
| Winning months | 54.88% |
| Sharpe Ratio | 0.24 |
| Sortino Ratio | 0.4 |
| Calmar Ratio | 0.11 |
| Viking Ratio | 0.34 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.46% | 2.03% | 7.36% | 2.16% | 7.63% | -0.92% | 12.54% | 0.83% | -2.97% | 4.58% | 12.28% | 53.6% | |
| 2023 | 6.53% | -3.87% | -6.31% | 4.99% | -4.97% | -0.42% | 10.33% | -7.15% | -1.26% | -6.17% | 13.42% | 12.95% | 15.91% |
| 2022 | -7.29% | -3.78% | -2.71% | -7.46% | 7.65% | -9.13% | 12.24% | 0.54% | -11.91% | 17.56% | 12.82% | -11.08% | -7.87% |
| 2021 | 2.83% | 17.82% | 2.76% | 6.56% | 7.12% | 2.02% | -1.23% | 10.84% | -8.58% | 9.34% | -7.83% | 0.94% | 47.61% |
| 2020 | 3.4% | -15.04% | -23% | 18.65% | 7.8% | 0.58% | 0.17% | 4.12% | -1.9% | -5.94% | 21.97% | 14.99% | 17.45% |
| 2019 | 18.53% | -0.26% | -2.39% | 7.26% | -10.98% | 12.12% | 7.59% | -6.79% | 1.63% | 2.97% | 4.32% | 3.88% | 40.48% |
| 2018 | 5.15% | -1.58% | -4.21% | -5.37% | -4.89% | -2.35% | 7.64% | 0.49% | -5.71% | 0.5% | -15.05% | -12.4% | -33.53% |
| 2017 | -4.23% | 8.45% | -7.39% | -2.58% | -5.29% | 5.04% | 1.55% | -0.37% | 6.01% | 2.23% | 2.45% | 2.88% | 7.73% |
| 2016 | -10.36% | -7.04% | 4.98% | 4.54% | -2.42% | -6.83% | 6.89% | 7.12% | -4.83% | 10.52% | 23.41% | 9.19% | 34.92% |
| 2015 | -11.05% | 10.43% | -0.96% | 4.5% | 5.3% | 1.26% | -1.78% | -7.71% | -8% | 8.06% | 1.69% | -5.15% | -5.79% |
| 2014 | -7.41% | 1.76% | -1.56% | -2.46% | 0.33% | 4.77% | 3.24% | 3.93% | 2.49% | 3.5% | -0.52% | 2.88% | 10.79% |
| 2013 | 15.91% | 1.63% | -1.74% | -0.73% | 11.31% | -6.68% | 8.45% | -6.95% | 4% | 1.68% | 5.37% | 4.92% | 40.79% |
| 2012 | 23.27% | 3.6% | 8.02% | -7.41% | -16.49% | 0.17% | 5.26% | 5.24% | 7.53% | 7.66% | -3.35% | 8.29% | 43.39% |
| 2011 | -2.7% | 0.31% | -3.16% | -4.79% | -6.57% | -5.43% | 1.41% | -13.63% | -18.65% | 15.86% | -12.16% | -5.66% | -45.6% |
| 2010 | -11.92% | 5.37% | 9.13% | -14.9% | -0.4% | -9% | 14.89% | -8.98% | 5.59% | 11.45% | -2.88% | 7.7% | 0.54% |
| 2009 | -4.34% | 13.44% | 16.4% | 21.2% | 12.8% | 1.99% | 10.76% | 1.54% | 11.42% | -7.69% | -0.09% | -0.48% | 102.55% |
| 2008 | -7.04% | -14.99% | -2.5% | 15.92% | -7.82% | -0.86% | 5.43% | -10.91% | -21.94% | -27.51% | -14.61% | 6.84% | -60.42% |
| 2007 | 6.81% | -4.91% | 2.42% | 5.97% | 5.59% | -6.1% | -12.95% | -6.55% | 23.14% | 14.56% | -8.58% | -5.11% | 8.8% |