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Sunday, December 27, 2009, 9:42AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

Goldman Sachs Struct Large Cap Val I (GCVIX)

On Dec 24: 9.09   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): 20.20% Worst 1 Yr Total Return (2008): -37.25% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GCVIX Category Alpha (against Standard Index) -6.44 -1.37 Beta (against Standard Index) 1.02 1.02 Mean Annual Return -12.01 -0.45 R-squared (against Standard Index) 96 94.58 Standard Deviation 20.77 20.79 Sharpe Ratio -0.62 N/A Treynor Ratio -13.95 N/A 5 Years Statistic GCVIX Category Alpha (against Standard Index) -2.82 -0.29 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -2.29 0.14 R-squared (against Standard Index) 94 93.49 Standard Deviation 17.03 16.81 Sharpe Ratio -0.22 N/A Treynor Ratio -5.13 N/A 10 Years Statistic GCVIX Category Alpha (against Standard Index) 1.29 2.74 Beta (against Standard Index) 0.90 0.88 Mean Annual Return 0.99 0.31 R-squared (against Standard Index) 84 81.33 Standard Deviation 15.89 15.97 Sharpe Ratio -0.04 N/A Treynor Ratio -2.16 N/A
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