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Goldman Sachs Structured Small Cap Eq B (GCSBX)

On Jan 5: 8.60   0.02 (0.23%)

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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): 14.51% Worst 1 Yr Total Return (2008): -35.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GCSBX Category Alpha (against Standard Index) -6.62 -0.48 Beta (against Standard Index) 1.17 1.16 Mean Annual Return -13.83 -0.45 R-squared (against Standard Index) 86 86.39 Standard Deviation 25.03 24.75 Sharpe Ratio -0.55 N/A Treynor Ratio -13.77 N/A 5 Years Statistic GCSBX Category Alpha (against Standard Index) -4.65 0.00 Beta (against Standard Index) 1.21 1.17 Mean Annual Return -5.00 0.16 R-squared (against Standard Index) 83 83.41 Standard Deviation 21.25 20.64 Sharpe Ratio -0.27 N/A Treynor Ratio -6.62 N/A 10 Years Statistic GCSBX Category Alpha (against Standard Index) 3.28 7.16 Beta (against Standard Index) 1.04 1.00 Mean Annual Return 1.72 0.66 R-squared (against Standard Index) 64 64.42 Standard Deviation 21.08 20.26 Sharpe Ratio 0.05 N/A Treynor Ratio -1.15 N/A
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