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Goldman Sachs Em Mkts Eq Insights Intl (GERIX)

9.39 Up 0.08(0.86%) Jul 22

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up3
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):80.32%
Worst 1 Yr Total Return(Dec 30, 2008):-54.70%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGERIXCategory
Alpha (against Standard Index)-5.46-5.55
Beta (against Standard Index)1.211.08
Mean Annual Return0.240.16
R-squared (against Standard Index)88.8986.66
Standard Deviation21.2319.13
Sharpe Ratio0.140.11
Treynor Ratio0.520.39
5 Years
StatisticGERIXCategory
Alpha (against Standard Index)-1.74-1.79
Beta (against Standard Index)1.141.03
Mean Annual Return1.000.88
R-squared (against Standard Index)85.3283.36
Standard Deviation20.8919.02
Sharpe Ratio0.570.56
Treynor Ratio8.899.04
10 Years
StatisticGERIXCategory
Alpha (against Standard Index)N/A2.91
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A1.12
R-squared (against Standard Index)N/A88.17
Standard DeviationN/A23.29
Sharpe RatioN/A0.51
Treynor RatioN/A8.37