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Friday, December 25, 2009, 1:23AM ET - U.S. Markets Closed for Christmas. Dow  0.51% Nasdaq  0.71%

Goldman Sachs Structured Small Cap Eq S (GCSSX)

On Dec 24: 9.38   0.04 (0.43%)

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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): 15.36% Worst 1 Yr Total Return (2008): -35.22% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GCSSX Category Alpha (against Standard Index) -5.97 -0.48 Beta (against Standard Index) 1.17 1.16 Mean Annual Return -13.27 -0.45 R-squared (against Standard Index) 86 86.39 Standard Deviation 25.05 24.75 Sharpe Ratio -0.53 N/A Treynor Ratio -13.27 N/A 5 Years Statistic GCSSX Category Alpha (against Standard Index) -4.02 0.00 Beta (against Standard Index) 1.21 1.17 Mean Annual Return -4.40 0.16 R-squared (against Standard Index) 83 83.41 Standard Deviation 21.27 20.64 Sharpe Ratio -0.24 N/A Treynor Ratio -6.11 N/A 10 Years Statistic GCSSX Category Alpha (against Standard Index) 3.93 7.16 Beta (against Standard Index) 1.04 1.00 Mean Annual Return 2.38 0.66 R-squared (against Standard Index) 64 64.42 Standard Deviation 21.07 20.26 Sharpe Ratio 0.08 N/A Treynor Ratio -0.52 N/A
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