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Friday, December 25, 2009, 10:33PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Goldman Sachs Global Income Svc (GGISX)On Dec 24: 12.52   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):5.85%
Worst 1 Yr Total Return (2008):-1.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGGISXCategory
Alpha (against Standard Index)-0.43-1.26
Beta (against Standard Index)0.821.48
Mean Annual Return5.160.58
R-squared (against Standard Index)6350.87
Standard Deviation4.138.83
Sharpe Ratio0.67N/A
Treynor Ratio3.54N/A
5 Years
StatisticGGISXCategory
Alpha (against Standard Index)-0.46-1.05
Beta (against Standard Index)0.751.29
Mean Annual Return4.370.42
R-squared (against Standard Index)6144.83
Standard Deviation3.367.36
Sharpe Ratio0.40N/A
Treynor Ratio1.84N/A
10 Years
StatisticGGISXCategory
Alpha (against Standard Index)-0.470.03
Beta (against Standard Index)0.701.06
Mean Annual Return4.870.55
R-squared (against Standard Index)6439.47
Standard Deviation3.236.68
Sharpe Ratio0.59N/A
Treynor Ratio2.79N/A

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