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IPSHX vs. GIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPSHX vs. GIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle Sherman Multi-Strategy Core Fund (IPSHX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). The values are adjusted to include any dividend payments, if applicable.

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IPSHX vs. GIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPSHX
Pinnacle Sherman Multi-Strategy Core Fund
2.43%10.90%6.79%18.85%-17.42%8.71%22.20%15.05%-13.11%11.19%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
-2.44%10.80%8.51%12.49%-14.43%7.94%11.09%15.68%-6.52%11.63%

Returns By Period

In the year-to-date period, IPSHX achieves a 2.43% return, which is significantly higher than GIPIX's -2.44% return. Over the past 10 years, IPSHX has outperformed GIPIX with an annualized return of 6.42%, while GIPIX has yielded a comparatively lower 5.45% annualized return.


IPSHX

1D
-0.83%
1M
-6.33%
YTD
2.43%
6M
4.69%
1Y
23.31%
3Y*
12.17%
5Y*
3.97%
10Y*
6.42%

GIPIX

1D
0.09%
1M
-5.43%
YTD
-2.44%
6M
-0.36%
1Y
8.91%
3Y*
8.13%
5Y*
3.82%
10Y*
5.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPSHX vs. GIPIX - Expense Ratio Comparison

IPSHX has a 1.24% expense ratio, which is higher than GIPIX's 0.19% expense ratio.


Return for Risk

IPSHX vs. GIPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPSHX
IPSHX Risk / Return Rank: 7777
Overall Rank
IPSHX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IPSHX Sortino Ratio Rank: 7474
Sortino Ratio Rank
IPSHX Omega Ratio Rank: 7474
Omega Ratio Rank
IPSHX Calmar Ratio Rank: 8282
Calmar Ratio Rank
IPSHX Martin Ratio Rank: 7979
Martin Ratio Rank

GIPIX
GIPIX Risk / Return Rank: 5353
Overall Rank
GIPIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GIPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
GIPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GIPIX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IPSHX vs. GIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Sherman Multi-Strategy Core Fund (IPSHX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IPSHXGIPIXDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.14

+0.28

Sortino ratio

Return per unit of downside risk

1.84

1.60

+0.24

Omega ratio

Gain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratio

Return relative to maximum drawdown

2.01

0.93

+1.08

Martin ratio

Return relative to average drawdown

7.69

4.10

+3.59

IPSHX vs. GIPIX - Sharpe Ratio Comparison

The current IPSHX Sharpe Ratio is 1.42, which is comparable to the GIPIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IPSHX and GIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IPSHXGIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.14

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.49

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.68

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.64

-0.20

Correlation

The correlation between IPSHX and GIPIX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IPSHX vs. GIPIX - Dividend Comparison

IPSHX's dividend yield for the trailing twelve months is around 3.24%, less than GIPIX's 5.95% yield.


TTM20252024202320222021202020192018201720162015
IPSHX
Pinnacle Sherman Multi-Strategy Core Fund
3.24%3.32%0.00%0.00%0.00%16.18%0.00%0.90%3.68%6.15%0.71%0.00%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
5.95%5.22%4.06%2.12%4.56%6.37%2.25%2.51%4.70%4.51%1.46%5.73%

Drawdowns

IPSHX vs. GIPIX - Drawdown Comparison

The maximum IPSHX drawdown since its inception was -25.73%, smaller than the maximum GIPIX drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for IPSHX and GIPIX.


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Drawdown Indicators


IPSHXGIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.73%

-29.46%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-6.33%

-3.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.73%

-20.65%

-5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-25.73%

-20.65%

-5.08%

Current Drawdown

Current decline from peak

-7.12%

-5.50%

-1.62%

Average Drawdown

Average peak-to-trough decline

-8.03%

-3.70%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.65%

+1.03%

Volatility

IPSHX vs. GIPIX - Volatility Comparison

Pinnacle Sherman Multi-Strategy Core Fund (IPSHX) has a higher volatility of 5.60% compared to Goldman Sachs Balanced Strategy Portfolio (GIPIX) at 2.94%. This indicates that IPSHX's price experiences larger fluctuations and is considered to be riskier than GIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPSHXGIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

2.94%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

4.78%

+6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

8.09%

+8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

7.93%

+7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

8.06%

+6.86%