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Friday, December 25, 2009, 10:49AM ET - U.S. Markets Closed for Christmas. Dow  0.51% Nasdaq  0.71%

Goldman Sachs Structured Intl Equity S (GCISX)

On Dec 24: 9.83   0.05 (0.51%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 27.16% Worst 1 Yr Total Return (2008): -43.19% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GCISX Category Alpha (against Standard Index) -0.40 -0.21 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -6.24 -0.25 R-squared (against Standard Index) 97 95.18 Standard Deviation 24.88 24.76 Sharpe Ratio -0.22 N/A Treynor Ratio -8.28 N/A 5 Years Statistic GCISX Category Alpha (against Standard Index) -0.18 -0.52 Beta (against Standard Index) 1.03 1.00 Mean Annual Return 3.88 0.46 R-squared (against Standard Index) 97 94.69 Standard Deviation 20.45 20.25 Sharpe Ratio 0.15 N/A Treynor Ratio 0.86 N/A 10 Years Statistic GCISX Category Alpha (against Standard Index) 0.09 2.00 Beta (against Standard Index) 1.00 0.98 Mean Annual Return 1.93 0.46 R-squared (against Standard Index) 97 92.23 Standard Deviation 18.30 18.46 Sharpe Ratio 0.04 N/A Treynor Ratio -0.99 N/A
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