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Goldman Sachs Concentrated Growth IR (GGCTX)

18.82 Down 0.01(0.05%) Sep 30

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):48.69%
Worst 1 Yr Total Return(Dec 30, 2008):-43.92%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGGCTXCategory
Alpha (against Standard Index)-1.87-3.35
Beta (against Standard Index)1.021.10
Mean Annual Return1.511.50
R-squared (against Standard Index)87.0087.42
Standard Deviation12.7413.63
Sharpe Ratio1.421.33
Treynor Ratio18.2917.01
5 Years
StatisticGGCTXCategory
Alpha (against Standard Index)-1.52-1.60
Beta (against Standard Index)1.011.07
Mean Annual Return1.261.34
R-squared (against Standard Index)91.3890.33
Standard Deviation13.9114.87
Sharpe Ratio1.081.08
Treynor Ratio14.9815.04
10 Years
StatisticGGCTXCategory
Alpha (against Standard Index)-0.680.35
Beta (against Standard Index)1.061.03
Mean Annual Return0.740.81
R-squared (against Standard Index)87.0087.64
Standard Deviation16.6816.23
Sharpe Ratio0.440.50
Treynor Ratio5.846.98