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GuideStone Funds Medium-Duration Bd GS4 (GMDZX)
On
Dec 18
:
13.45
0.36
(2.61%)
MORE ON GMDZX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
6.54%
Worst 1 Yr Total Return
(2008)
:
-3.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GMDZX
Category
Alpha (against Standard Index)
-0.94
-1.73
Beta (against Standard Index)
1.25
1.02
Mean Annual Return
6.33
0.39
R-squared (against Standard Index)
60
59.65
Standard Deviation
6.56
5.93
Sharpe Ratio
0.62
N/A
Treynor Ratio
3.25
N/A
5 Years
Statistic
GMDZX
Category
Alpha (against Standard Index)
-0.35
-1.13
Beta (against Standard Index)
1.17
0.98
Mean Annual Return
5.49
0.35
R-squared (against Standard Index)
63
61.85
Standard Deviation
5.33
4.90
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.13
N/A
10 Years
Statistic
GMDZX
Category
Alpha (against Standard Index)
N/A
-0.67
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
70.95
Standard Deviation
N/A
4.48
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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