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    Goldman Sachs Em Mkts Eq Insights Intl (GERIX)

    8.58 Down 0.05(0.58%) Jan 27

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down4
    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)-3.90-4.08
    Beta (against Standard Index)1.181.02
    Mean Annual Return0.610.47
    R-squared (against Standard Index)82.5079.78
    Standard Deviation16.9014.85
    Sharpe Ratio0.430.39
    Treynor Ratio5.074.92
    5 Years
    StatisticGERIXCategory
    Alpha (against Standard Index)-1.58-2.31
    Beta (against Standard Index)1.131.01
    Mean Annual Return0.400.29
    R-squared (against Standard Index)85.8383.11
    Standard Deviation20.1018.32
    Sharpe Ratio0.240.19
    Treynor Ratio2.471.92
    10 Years
    StatisticGERIXCategory
    Alpha (against Standard Index)N/A2.49
    Beta (against Standard Index)N/A1.16
    Mean Annual ReturnN/A0.85
    R-squared (against Standard Index)N/A88.06
    Standard DeviationN/A23.28
    Sharpe RatioN/A0.38
    Treynor RatioN/A5.36