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Tuesday, January 5, 2010, 11:54PM ET - U.S. Markets Closed.
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Goldman Sachs Struct Large Cap Val S (GCLSX)
On
Jan 5
:
9.25
0.04
(0.43%)
MORE ON GCLSX
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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
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