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 | 60.80% | 68.46% | 11.93% | 23.68% | 14.93% | 21.09% | 9.83% | 11.72% |
| Sharpe Ratio | 1.91 | 1.95 | 0.51 | 0.77 | 0.67 | 0.65 | 0.50 | 0.33 |
| Max Drawdown | -13.49% | -19.42% | -30.97% | -32.84% | -30.97% | -48.75% | -37.90% | -78.84% |
| % Time Invested | 83.7% | 100.0% | 65.9% | 100.0% | 60.5% | 100.0% | 56.3% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.8 | 0.0 | 1.9 | 0.0 | 1.6 | 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 |
| 2025-06-11 | 2026-03-04 | Completed | 100% | $607.67 | $869.84 | 43.14% | Stop |
| 2025-05-07 | 2025-06-11 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-04-30 | 2025-05-07 | Completed | 100% | $524.89 | $539.04 | 2.70% | Signal |
| 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 |
| 2023-12-15 | 2025-03-05 | Completed | 100% | $361.87 | $570.28 | 57.59% | Stop |
| 2023-10-05 | 2023-12-15 | Interest | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2023-09-20 | 2023-10-05 | Completed | 100% | $323.44 | $290.17 | -10.29% | Signal |
| 2023-04-26 | 2023-09-20 | Interest | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2023-04-04 | 2023-04-26 | Completed | 100% | $303.67 | $313.67 | 3.29% | Signal |
| 2023-03-13 | 2023-04-04 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-11-08 | 2023-03-13 | Completed | 100% | $332.07 | $297.03 | -10.55% | Stop |
| 2022-10-13 | 2022-11-08 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2022-09-27 | 2022-10-13 | Completed | 100% | $272.68 | $266.19 | -2.38% | Signal |
| 2022-08-18 | 2022-09-27 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-08-16 | 2022-08-18 | Completed | 100% | $321.11 | $320.81 | -0.09% | Signal |
| 2022-01-19 | 2022-08-16 | Interest | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2020-08-04 | 2022-01-19 | Completed | 100% | $174.09 | $322.10 | 85.02% | Stop |
| 2020-03-27 | 2020-08-04 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2020-03-23 | 2020-03-27 | Completed | 100% | $118.05 | $138.06 | 16.94% | Signal |
| 2020-02-28 | 2020-03-23 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-07-16 | 2020-02-28 | Completed | 100% | $183.09 | $172.78 | -5.63% | Stop |
| 2019-03-21 | 2019-07-16 | Interest | 100% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2019-03-19 | 2019-03-21 | Completed | 100% | $173.85 | $163.69 | -5.85% | Stop |
| 2018-08-02 | 2019-03-19 | Interest | 100% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2018-07-31 | 2018-08-02 | Completed | 100% | $200.93 | $196.26 | -2.33% | Signal |
| 2018-05-31 | 2018-07-31 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2018-05-29 | 2018-05-31 | Completed | 100% | $193.55 | $190.73 | -1.46% | Signal |
| 2018-05-04 | 2018-05-29 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-10-19 | 2018-05-04 | Completed | 100% | $199.74 | $194.21 | -2.77% | Stop |
| 2017-07-24 | 2017-10-19 | Interest | 100% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2017-05-11 | 2017-07-24 | Completed | 100% | $185.19 | $181.33 | -2.08% | Signal |
| 2017-04-19 | 2017-05-11 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-09-08 | 2017-04-19 | Completed | 100% | $138.99 | $178.19 | 28.20% | Stop |
| 2016-07-19 | 2016-09-08 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2016-07-15 | 2016-07-19 | Completed | 100% | $133.15 | $132.46 | -0.52% | Signal |
| 2015-09-28 | 2016-07-15 | Interest | 100% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2015-09-17 | 2015-09-28 | Completed | 100% | $152.25 | $144.18 | -5.30% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-07-21 | 2015-08-25 | Completed | 100% | $135.31 | $149.67 | 10.62% | Stop |
| 2014-04-14 | 2014-07-21 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2012-09-25 | 2014-04-14 | Completed | 100% | $90.92 | $122.67 | 34.92% | Stop |
| 2012-06-18 | 2012-09-25 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2012-05-30 | 2012-06-18 | Completed | 100% | $74.71 | $73.60 | -1.49% | Signal |
| 2012-05-07 | 2012-05-30 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-03-16 | 2012-05-07 | Completed | 100% | $94.68 | $83.47 | -11.84% | Stop |
| 2011-05-06 | 2012-03-16 | Interest | 100% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2010-11-08 | 2011-05-06 | Completed | 100% | $128.54 | $115.05 | -10.49% | Signal |
| 2010-02-23 | 2010-11-08 | Interest | 100% | $1.00 | $1.02 | 2.23% | Interest Income |
| 2010-02-19 | 2010-02-23 | Completed | 100% | $116.01 | $117.74 | 1.49% | Signal |
| 2010-01-27 | 2010-02-19 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-12-22 | 2010-01-27 | Completed | 100% | $124.27 | $113.19 | -8.91% | Stop |
| 2009-11-30 | 2009-12-22 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-05-08 | 2009-11-30 | Completed | 100% | $100.59 | $124.24 | 23.51% | Stop |
| 2008-01-22 | 2009-05-08 | Interest | 100% | $1.00 | $1.04 | 4.47% | Interest Income |
| 2008-01-14 | 2008-01-22 | Completed | 100% | $147.19 | $131.01 | -10.99% | Signal |
| 2007-12-19 | 2008-01-14 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-11-06 | 2007-12-19 | Completed | 100% | $163.05 | $149.03 | -8.60% | Stop |
| 2007-08-20 | 2007-11-06 | Interest | 100% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2007-08-16 | 2007-08-20 | Completed | 100% | $119.74 | $129.23 | 7.92% | Signal |
| 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 |
| 2005-08-15 | 2006-05-25 | Completed | 100% | $81.87 | $105.61 | 28.99% | Stop |
| 2005-05-27 | 2005-08-15 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2004-11-17 | 2005-05-27 | Completed | 100% | $74.69 | $69.93 | -6.38% | Stop |
| 2004-06-17 | 2004-11-17 | Interest | 100% | $1.00 | $1.02 | 1.80% | Interest Income |
| 2004-06-03 | 2004-06-17 | Completed | 100% | $65.52 | $63.71 | -2.76% | Signal |
| 2004-05-11 | 2004-06-03 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-05-08 | 2004-05-11 | Completed | 100% | $54.53 | $65.85 | 20.77% | Stop |
| 2002-05-22 | 2003-05-08 | Interest | 100% | $1.00 | $1.04 | 3.99% | Interest Income |
| 2002-05-20 | 2002-05-22 | Completed | 100% | $56.31 | $55.29 | -1.80% | Signal |
| 2002-04-26 | 2002-05-20 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2002-02-25 | 2002-04-26 | Completed | 100% | $55.73 | $55.33 | -0.72% | Stop |
| 2002-01-31 | 2002-02-25 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-12-19 | 2002-01-31 | Completed | 100% | $63.30 | $60.49 | -4.45% | Stop |
| 2001-07-13 | 2001-12-19 | Interest | 100% | $1.00 | $1.02 | 2.00% | Interest Income |
Return Distribution Analysis
