Finance Home - My Yahoo - Yahoo! - Help

Tuesday, January 5, 2010, 11:54PM ET - U.S. Markets Closed. Dow  0.11% Nasdaq  0.01%

Goldman Sachs Struct Large Cap Val S (GCLSX)

On Jan 5: 9.25   0.04 (0.43%)

MORE ON GCLSX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 19.64% Worst 1 Yr Total Return (2008): -37.64% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GCLSX Category Alpha (against Standard Index) -6.97 -1.37 Beta (against Standard Index) 1.02 1.02 Mean Annual Return -12.48 -0.45 R-squared (against Standard Index) 96 94.58 Standard Deviation 20.75 20.79 Sharpe Ratio -0.64 N/A Treynor Ratio -14.42 N/A 5 Years Statistic GCLSX Category Alpha (against Standard Index) -3.34 -0.29 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -2.80 0.14 R-squared (against Standard Index) 94 93.49 Standard Deviation 17.02 16.81 Sharpe Ratio -0.25 N/A Treynor Ratio -5.62 N/A 10 Years Statistic GCLSX Category Alpha (against Standard Index) 0.78 2.74 Beta (against Standard Index) 0.90 0.88 Mean Annual Return 0.49 0.31 R-squared (against Standard Index) 84 81.33 Standard Deviation 15.86 15.97 Sharpe Ratio -0.07 N/A Treynor Ratio -2.73 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center