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Wednesday, February 10, 2010, 11:07AM ET - U.S. Markets close in 4 hours and 53 minutes. Dow Down 0.66% Nasdaq Down 0.72%
Goldman Sachs Struct Large Cap Val S (GCLSX)On Feb 9: 8.74  Up 0.13 (1.51%)  
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Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):17.75%
Worst 1 Yr Total Return (2008):-37.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGCLSXCategory
Alpha (against Standard Index)-6.92-1.25
Beta (against Standard Index)1.021.01
Mean Annual Return-13.76-0.57
R-squared (against Standard Index)9694.65
Standard Deviation20.7320.74
Sharpe Ratio-0.70N/A
Treynor Ratio-15.46N/A
5 Years
StatisticGCLSXCategory
Alpha (against Standard Index)-3.10-0.23
Beta (against Standard Index)1.031.01
Mean Annual Return-3.070.11
R-squared (against Standard Index)9493.42
Standard Deviation16.9616.80
Sharpe Ratio-0.27N/A
Treynor Ratio-5.83N/A
10 Years
StatisticGCLSXCategory
Alpha (against Standard Index)1.303.13
Beta (against Standard Index)0.900.89
Mean Annual Return0.750.32
R-squared (against Standard Index)8482.22
Standard Deviation15.8115.87
Sharpe Ratio-0.05N/A
Treynor Ratio-2.30N/A

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