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Saturday, December 26, 2009, 3:50PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Goldman Sachs Equity Growth Strategy B (GAPBX)On Dec 24: 9.91  Up 0.05 (0.51%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):19.71%
Worst 1 Yr Total Return (2008):-43.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGAPBXCategory
Alpha (against Standard Index)-3.770.27
Beta (against Standard Index)0.950.91
Mean Annual Return-8.65-0.17
R-squared (against Standard Index)9590.08
Standard Deviation23.2122.93
Sharpe Ratio-0.37N/A
Treynor Ratio-11.52N/A
5 Years
StatisticGAPBXCategory
Alpha (against Standard Index)-3.33-0.86
Beta (against Standard Index)0.940.90
Mean Annual Return0.670.41
R-squared (against Standard Index)9588.40
Standard Deviation19.0018.93
Sharpe Ratio-0.02N/A
Treynor Ratio-2.46N/A
10 Years
StatisticGAPBXCategory
Alpha (against Standard Index)-1.430.53
Beta (against Standard Index)0.920.92
Mean Annual Return0.530.33
R-squared (against Standard Index)9379.83
Standard Deviation17.2218.84
Sharpe Ratio-0.05N/A
Treynor Ratio-2.59N/A

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