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    Goldman Sachs Em Mkts Eq Insghts Intl (GERIX)

    8.20 Up 0.01(0.12%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):80.32%
    Worst 1 Yr Total Return(Dec 30, 2008):-54.70%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGERIXCategory
    Alpha (against Standard Index)0.02-2.15
    Beta (against Standard Index)1.040.97
    Mean Annual Return0.18-0.02
    R-squared (against Standard Index)70.4372.38
    Standard Deviation16.4515.17
    Sharpe Ratio0.12-0.02
    Treynor Ratio0.69-1.37
    5 Years
    StatisticGERIXCategory
    Alpha (against Standard Index)-1.28-3.00
    Beta (against Standard Index)1.151.04
    Mean Annual Return0.02-0.14
    R-squared (against Standard Index)81.7881.30
    Standard Deviation19.7517.90
    Sharpe Ratio0.01-0.09
    Treynor Ratio-1.57-3.08
    10 Years
    StatisticGERIXCategory
    Alpha (against Standard Index)N/A1.80
    Beta (against Standard Index)N/A1.12
    Mean Annual ReturnN/A0.49
    R-squared (against Standard Index)N/A87.51
    Standard DeviationN/A22.87
    Sharpe RatioN/A0.22
    Treynor RatioN/A2.10