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    Goldman Sachs Focused Intl Equity C (GSICX)

    15.74 Down 0.11(0.69%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up12
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):33.24%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.25%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.850.23
    Beta (against Standard Index)0.990.90
    Mean Annual Return-0.060.19
    R-squared (against Standard Index)88.4489.92
    Standard Deviation13.9912.66
    Sharpe Ratio-0.060.18
    Treynor Ratio-1.731.69
    5 Years
    Alpha (against Standard Index)0.301.03
    Beta (against Standard Index)0.940.93
    Mean Annual Return0.230.29
    R-squared (against Standard Index)89.6792.48
    Standard Deviation15.6315.14
    Sharpe Ratio0.170.23
    Treynor Ratio1.522.60
    10 Years
    Alpha (against Standard Index)-2.51-0.35
    Beta (against Standard Index)0.950.95
    Mean Annual Return0.120.30
    R-squared (against Standard Index)93.7194.40
    Standard Deviation18.7518.81
    Sharpe Ratio0.030.15
    Treynor Ratio-1.341.08