Finance Home - My Yahoo - Yahoo! - Help

Friday, December 4, 2009, 8:24PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Goldman Sachs Emerging Mkts Eq Svc (GEMSX)

On Dec 4: 14.26   0.06 (0.42%)

MORE ON GEMSX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2005): 40.16% Worst 1 Yr Total Return (2008): -54.63% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GEMSX Category Alpha (against Standard Index) 11.35 12.35 Beta (against Standard Index) 1.32 1.29 Mean Annual Return 1.63 0.71 R-squared (against Standard Index) 88 87.52 Standard Deviation 33.71 33.07 Sharpe Ratio 0.15 N/A Treynor Ratio -0.59 N/A 5 Years Statistic GEMSX Category Alpha (against Standard Index) 8.95 9.15 Beta (against Standard Index) 1.36 1.29 Mean Annual Return 13.88 1.44 R-squared (against Standard Index) 85 85.78 Standard Deviation 29.19 27.65 Sharpe Ratio 0.50 N/A Treynor Ratio 7.98 N/A 10 Years Statistic GEMSX Category Alpha (against Standard Index) 8.90 9.81 Beta (against Standard Index) 1.28 1.23 Mean Annual Return 9.75 1.14 R-squared (against Standard Index) 78 76.71 Standard Deviation 26.07 25.41 Sharpe Ratio 0.38 N/A Treynor Ratio 5.30 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center