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Goldman Sachs Mid Cap Value A (GCMAX)

35.34 -0.07 (-0.20%)
At close: 8:01 PM EDT

Fund Summary

The fund invests, under normal circumstances, at least 80% of its net assets plus any borrowings for investment purposes in a diversified portfolio of equity investments in mid-cap issuers. Although it will invest primarily in publicly traded U.S. securities, the fund may invest in foreign securities, including securities of issuers in countries with emerging markets or economies and securities quoted in foreign currencies.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 32.70%
Worst 1Y Total Return --
Number of Years Up 18
Number of Years Down 8

Performance & Risk

YTD Return 2.10%
5y Average Return 10.02%
Rank in Category (ytd) 61
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.97
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
GCMAXCategory AverageGCMAXCategory AverageGCMAXCategory Average
Alpha -2.42 -0.06 -2.92 -0.05 -4.32 -0.04
BETA 0.97 0.01 1.04 0.01 1.03 0.01
Mean Annual Return 0.81 0.01 1.12 0.01 0.78 0.01
R-squared 84.53 0.88 85.87 0.85 85.31 0.84
Standard Deviation 18.46 0.23 20.56 0.19 16.84 0.17
Sharpe Ratio 0.37 0.01 0.55 0.01 0.47 0.01
Treynor Ratio 5.59 0.11 9.32 0.11 6.6 0.1

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