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More On GSPCX


Goldman Sachs Capital Growth C (GSPCX)

19.75 Up 0.04(0.20%) Feb 17

Risk as of Jan 30, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):47.06%
Worst 1 Yr Total Return(Dec 30, 2008):-43.24%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-4.05-2.98
Beta (against Standard Index)1.111.05
Mean Annual Return0.670.70
R-squared (against Standard Index)89.8682.82
Standard Deviation12.2912.11
Sharpe Ratio0.640.69
Treynor Ratio6.657.53
5 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-2.94-1.86
Beta (against Standard Index)1.071.04
Mean Annual Return0.981.04
R-squared (against Standard Index)88.6183.37
Standard Deviation11.6811.77
Sharpe Ratio1.001.06
Treynor Ratio10.8211.88
10 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-1.180.19
Beta (against Standard Index)1.081.02
Mean Annual Return0.610.69
R-squared (against Standard Index)91.1488.35
Standard Deviation17.2616.59
Sharpe Ratio0.380.46
Treynor Ratio4.926.33