GS
Goldman Sachs Group Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
GS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 80.54% | 68.46% | 19.22% | 23.68% | 10.74% | 21.09% | 8.48% | 11.72% |
| Sharpe Ratio | 2.29 | 1.95 | 0.76 | 0.77 | 0.48 | 0.65 | 0.42 | 0.33 |
| Max Drawdown | -13.49% | -19.42% | -34.64% | -32.84% | -41.41% | -48.75% | -51.39% | -78.84% |
| % Time Invested | 93.3% | 100.0% | 69.7% | 100.0% | 59.9% | 100.0% | 57.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.6 | 0.0 | 1.8 | 0.0 | 1.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-26 | Open | Open | 100% | $833.79 | $905.60 | 8.61% | Mark-to-Market |
| 2026-03-04 | 2026-03-26 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-04-30 | 2026-03-04 | Completed | 100% | $524.89 | $869.84 | 65.72% | Stop |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-27 | 2025-04-07 | Completed | 100% | $553.53 | $437.83 | -20.90% | Stop |
| 2025-03-05 | 2025-03-27 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-12 | 2025-03-05 | Completed | 100% | $364.87 | $570.28 | 56.30% | Stop |
| 2023-12-19 | 2024-01-12 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-12-15 | 2023-12-19 | Completed | 100% | $361.87 | $357.89 | -1.10% | Signal |
| 2023-04-20 | 2023-12-15 | Interest | 100% | $1.00 | $1.03 | 2.70% | Interest Income |
| 2023-04-18 | 2023-04-20 | Completed | 100% | $304.77 | $311.23 | 2.12% | Signal |
| 2022-11-16 | 2023-04-18 | Interest | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2022-10-18 | 2022-11-16 | Completed | 100% | $294.83 | $351.24 | 19.13% | Signal |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-05-03 | 2022-09-26 | Completed | 100% | $281.66 | $274.05 | -2.70% | Stop |
| 2022-04-08 | 2022-05-03 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-02-10 | 2022-04-08 | Completed | 100% | $334.11 | $283.53 | -15.14% | Stop |
| 2022-01-19 | 2022-02-10 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-10-16 | 2022-01-19 | Completed | 100% | $183.02 | $322.10 | 75.99% | Stop |
| 2020-09-24 | 2020-10-16 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-06-01 | 2020-09-24 | Completed | 100% | $172.31 | $166.03 | -3.64% | Stop |
| 2019-09-17 | 2020-06-01 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2019-09-13 | 2019-09-17 | Completed | 100% | $189.00 | $185.10 | -2.06% | Signal |
| 2019-03-21 | 2019-09-13 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2019-03-19 | 2019-03-21 | Completed | 100% | $173.85 | $163.69 | -5.85% | Stop |
| 2018-12-19 | 2019-03-19 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2018-12-07 | 2018-12-19 | Completed | 100% | $155.38 | $145.02 | -6.67% | Signal |
| 2018-11-13 | 2018-12-07 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-05-29 | 2018-11-13 | Completed | 100% | $193.55 | $172.05 | -11.11% | Stop |
| 2018-05-04 | 2018-05-29 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-05-11 | 2018-05-04 | Completed | 100% | $185.19 | $194.21 | 4.87% | Stop |
| 2017-04-19 | 2017-05-11 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-03-06 | 2017-04-19 | Completed | 100% | $208.15 | $178.19 | -14.40% | Stop |
| 2016-11-18 | 2017-03-06 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2016-11-16 | 2016-11-18 | Completed | 100% | $170.18 | $172.25 | 1.22% | Signal |
| 2016-07-19 | 2016-11-16 | Interest | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2016-07-15 | 2016-07-19 | Completed | 100% | $133.15 | $132.46 | -0.52% | Signal |
| 2016-05-06 | 2016-07-15 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2016-02-02 | 2016-05-06 | Completed | 100% | $127.28 | $128.80 | 1.20% | Signal |
| 2016-01-08 | 2016-02-02 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-09-17 | 2016-01-08 | Completed | 100% | $152.25 | $135.18 | -11.21% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-05-07 | 2015-08-25 | Completed | 100% | $123.15 | $149.67 | 21.53% | Stop |
| 2014-04-14 | 2014-05-07 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-03-01 | 2014-04-14 | Completed | 100% | $115.85 | $122.67 | 5.88% | Stop |
| 2011-03-11 | 2013-03-01 | Interest | 100% | $1.00 | $1.04 | 4.26% | Interest Income |
| 2010-05-11 | 2011-03-11 | Completed | 100% | $107.16 | $121.42 | 13.31% | Signal |
| 2010-04-19 | 2010-05-11 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-02-19 | 2010-04-19 | Completed | 100% | $116.01 | $117.09 | 0.93% | Stop |
| 2010-01-27 | 2010-02-19 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-12-11 | 2010-01-27 | Completed | 100% | $125.80 | $113.19 | -10.02% | Stop |
| 2008-06-30 | 2009-12-11 | Interest | 100% | $1.00 | $1.05 | 4.92% | Interest Income |
| 2008-06-26 | 2008-06-30 | Completed | 100% | $132.11 | $129.56 | -1.93% | Signal |
| 2008-06-04 | 2008-06-26 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2008-04-10 | 2008-06-04 | Completed | 100% | $128.10 | $125.46 | -2.06% | Stop |
| 2008-03-18 | 2008-04-10 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2008-03-10 | 2008-03-18 | Completed | 100% | $117.85 | $121.51 | 3.11% | Stop |
| 2008-02-14 | 2008-03-10 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-01-31 | 2008-02-14 | Completed | 100% | $144.71 | $131.48 | -9.14% | Stop |
| 2008-01-08 | 2008-01-31 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-12-04 | 2008-01-08 | Completed | 100% | $162.55 | $143.98 | -11.42% | Stop |
| 2007-11-09 | 2007-12-04 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-08-16 | 2007-11-09 | Completed | 100% | $119.74 | $148.95 | 24.39% | Stop |
| 2007-07-25 | 2007-08-16 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2006-06-19 | 2007-07-25 | Completed | 100% | $105.45 | $146.42 | 38.86% | Stop |
| 2006-05-25 | 2006-06-19 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-06-21 | 2006-05-25 | Completed | 100% | $74.29 | $105.61 | 42.15% | Stop |
| 2005-05-27 | 2005-06-21 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-06-03 | 2005-05-27 | Completed | 100% | $65.52 | $69.93 | 6.73% | Stop |
| 2004-05-11 | 2004-06-03 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-11-21 | 2004-05-11 | Completed | 100% | $65.60 | $65.85 | 0.39% | Stop |
| 2001-09-18 | 2003-11-21 | Interest | 100% | $1.00 | $1.10 | 9.79% | Interest Income |
| 2001-07-17 | 2001-09-18 | Completed | 100% | $57.72 | $48.74 | -15.56% | Stop |
| 2001-07-13 | 2001-07-17 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
