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Wednesday, December 30, 2009, 2:15AM ET - U.S. Markets open in 7 hours and 15 minutes. Dow Down 0.02% Nasdaq Down 0.12%
Goldman Sachs Structured Small Cap Eq C (GCSCX)On Dec 29: 8.54  Down 0.01 (0.12%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):14.55%
Worst 1 Yr Total Return (2008):-35.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGCSCXCategory
Alpha (against Standard Index)-6.62-0.48
Beta (against Standard Index)1.171.16
Mean Annual Return-13.84-0.45
R-squared (against Standard Index)8686.39
Standard Deviation25.0424.75
Sharpe Ratio-0.55N/A
Treynor Ratio-13.77N/A
5 Years
StatisticGCSCXCategory
Alpha (against Standard Index)-4.660.00
Beta (against Standard Index)1.211.17
Mean Annual Return-5.010.16
R-squared (against Standard Index)8383.41
Standard Deviation21.2520.64
Sharpe Ratio-0.27N/A
Treynor Ratio-6.62N/A
10 Years
StatisticGCSCXCategory
Alpha (against Standard Index)3.287.16
Beta (against Standard Index)1.041.00
Mean Annual Return1.730.66
R-squared (against Standard Index)6464.42
Standard Deviation21.0620.26
Sharpe Ratio0.05N/A
Treynor Ratio-1.15N/A

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