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Goldman Sachs Structured Small Cap Eq I (GCSIX)

On Dec 23: 9.76   0.11 (1.14%)

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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): 15.88% Worst 1 Yr Total Return (2008): -34.91% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GCSIX Category Alpha (against Standard Index) -5.47 -0.48 Beta (against Standard Index) 1.17 1.16 Mean Annual Return -12.82 -0.45 R-squared (against Standard Index) 86 86.39 Standard Deviation 25.02 24.75 Sharpe Ratio -0.51 N/A Treynor Ratio -12.91 N/A 5 Years Statistic GCSIX Category Alpha (against Standard Index) -3.52 0.00 Beta (against Standard Index) 1.21 1.17 Mean Annual Return -3.91 0.16 R-squared (against Standard Index) 83 83.41 Standard Deviation 21.24 20.64 Sharpe Ratio -0.22 N/A Treynor Ratio -5.71 N/A 10 Years Statistic GCSIX Category Alpha (against Standard Index) 4.44 7.16 Beta (against Standard Index) 1.04 1.00 Mean Annual Return 2.90 0.66 R-squared (against Standard Index) 64 64.42 Standard Deviation 21.08 20.26 Sharpe Ratio 0.11 N/A Treynor Ratio -0.02 N/A
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