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Goldman Sachs Struct Large Cap Val A (GCVAX)

On Dec 24: 9.10   0.05 (0.55%)

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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): 19.81% Worst 1 Yr Total Return (2008): -37.57% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GCVAX Category Alpha (against Standard Index) -6.88 -1.37 Beta (against Standard Index) 1.02 1.02 Mean Annual Return -12.38 -0.45 R-squared (against Standard Index) 96 94.58 Standard Deviation 20.72 20.79 Sharpe Ratio -0.64 N/A Treynor Ratio -14.34 N/A 5 Years Statistic GCVAX Category Alpha (against Standard Index) -3.24 -0.29 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -2.69 0.14 R-squared (against Standard Index) 94 93.49 Standard Deviation 17.00 16.81 Sharpe Ratio -0.25 N/A Treynor Ratio -5.53 N/A 10 Years Statistic GCVAX Category Alpha (against Standard Index) 0.89 2.74 Beta (against Standard Index) 0.90 0.88 Mean Annual Return 0.59 0.31 R-squared (against Standard Index) 84 81.33 Standard Deviation 15.87 15.97 Sharpe Ratio -0.06 N/A Treynor Ratio -2.61 N/A
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