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Monday, December 21, 2009, 5:45PM ET - U.S. Markets Closed. Dow  0.83% Nasdaq  1.17%

Goldman Sachs Equity Growth Strategy IR (GAPTX)

On Dec 18: 9.92   0.19 (1.88%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -42.50% Worst 1 Yr Total Return (2008): -42.50% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GAPTX Category Alpha (against Standard Index) -2.83 0.27 Beta (against Standard Index) 0.95 0.91 Mean Annual Return -7.80 -0.17 R-squared (against Standard Index) 95 90.08 Standard Deviation 23.27 22.93 Sharpe Ratio -0.33 N/A Treynor Ratio -10.60 N/A 5 Years Statistic GAPTX Category Alpha (against Standard Index) -2.47 -0.86 Beta (against Standard Index) 0.94 0.90 Mean Annual Return 1.54 0.41 R-squared (against Standard Index) 94 88.40 Standard Deviation 19.03 18.93 Sharpe Ratio 0.02 N/A Treynor Ratio -1.54 N/A 10 Years Statistic GAPTX Category Alpha (against Standard Index) -0.62 0.53 Beta (against Standard Index) 0.92 0.92 Mean Annual Return 1.35 0.33 R-squared (against Standard Index) 93 79.83 Standard Deviation 17.25 18.84 Sharpe Ratio 0.00 N/A Treynor Ratio -1.71 N/A
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