Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Saturday, December 5, 2009, 8:04PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Goldman Sachs Enhanced Income Admin (GEADX)On Dec 4: 9.69   0.00 (0.00%)  
MORE ON GEADX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):4.61%
Worst 1 Yr Total Return (2004):0.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGEADXCategory
Alpha (against Standard Index)0.83-1.83
Beta (against Standard Index)0.110.06
Mean Annual Return3.680.07
R-squared (against Standard Index)106.99
Standard Deviation1.283.69
Sharpe Ratio0.91N/A
Treynor Ratio12.05N/A
5 Years
StatisticGEADXCategory
Alpha (against Standard Index)0.21-1.28
Beta (against Standard Index)0.100.07
Mean Annual Return3.450.15
R-squared (against Standard Index)118.59
Standard Deviation1.032.82
Sharpe Ratio0.38N/A
Treynor Ratio4.18N/A
10 Years
StatisticGEADXCategory
Alpha (against Standard Index)N/A-0.25
Beta (against Standard Index)N/A0.11
Mean Annual ReturnN/A0.25
R-squared (against Standard Index)N/A11.36
Standard DeviationN/A1.93
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center