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Goldman Sachs Concentrated Growth A (GCGAX)
On
Dec 24
:
11.97
0.05
(0.42%)
MORE ON GCGAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.13%
Worst 1 Yr Total Return
(2008)
:
-43.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GCGAX
Category
Alpha (against Standard Index)
4.02
2.20
Beta (against Standard Index)
1.10
0.99
Mean Annual Return
-3.39
-0.14
R-squared (against Standard Index)
86
88.76
Standard Deviation
23.58
21.04
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.14
N/A
5 Years
Statistic
GCGAX
Category
Alpha (against Standard Index)
1.29
0.80
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
1.31
0.24
R-squared (against Standard Index)
85
86.59
Standard Deviation
19.23
17.50
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.52
N/A
10 Years
Statistic
GCGAX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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