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Goldman Sachs Mid Cap Value B (GCMBX)

44.19 Up 0.23(0.52%) Oct 24

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up11
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):31.67%
Worst 1 Yr Total Return(Dec 30, 2008):-37.20%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGCMBXCategory
Alpha (against Standard Index)-2.04-2.46
Beta (against Standard Index)1.061.12
Mean Annual Return1.731.79
R-squared (against Standard Index)90.1386.88
Standard Deviation11.8212.74
Sharpe Ratio1.741.69
Treynor Ratio20.6420.40
5 Years
StatisticGCMBXCategory
Alpha (against Standard Index)-2.54-2.21
Beta (against Standard Index)1.131.13
Mean Annual Return1.241.27
R-squared (against Standard Index)93.0390.04
Standard Deviation15.4115.72
Sharpe Ratio0.960.98
Treynor Ratio12.9613.34
10 Years
StatisticGCMBXCategory
Alpha (against Standard Index)0.17-0.06
Beta (against Standard Index)1.081.16
Mean Annual Return0.810.84
R-squared (against Standard Index)91.8889.21
Standard Deviation16.6218.10
Sharpe Ratio0.490.47
Treynor Ratio6.526.24