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    Goldman Sachs Concentrated Growth IR (GGCTX)

    14.67 Up 0.13(0.89%) Jun 30

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    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
    Alpha (against Standard Index)-2.15-0.75
    Beta (against Standard Index)1.061.04
    Mean Annual Return0.810.90
    R-squared (against Standard Index)90.9885.77
    Standard Deviation12.6012.73
    Sharpe Ratio0.760.85
    Treynor Ratio8.6810.09
    5 Years
    Alpha (against Standard Index)-2.23-2.12
    Beta (against Standard Index)1.051.07
    Mean Annual Return0.850.87
    R-squared (against Standard Index)90.6888.32
    Standard Deviation13.4513.87
    Sharpe Ratio0.750.76
    Treynor Ratio9.169.34
    10 Years
    Alpha (against Standard Index)-0.780.01
    Beta (against Standard Index)1.061.02
    Mean Annual Return0.670.71
    R-squared (against Standard Index)88.3588.37
    Standard Deviation17.1716.60
    Sharpe Ratio0.410.45
    Treynor Ratio5.386.26