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Goldman Sachs Struct Large Cap Gr S (GSCLX)
On
Dec 24
:
10.80
0.06
(0.56%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
9.88%
Worst 1 Yr Total Return
(2008)
:
-41.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GSCLX
Category
Alpha (against Standard Index)
-2.84
2.20
Beta (against Standard Index)
0.98
0.99
Mean Annual Return
-8.39
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
20.08
21.04
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.85
N/A
5 Years
Statistic
GSCLX
Category
Alpha (against Standard Index)
-2.68
0.80
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-2.04
0.24
R-squared (against Standard Index)
93
86.59
Standard Deviation
16.55
17.50
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.05
N/A
10 Years
Statistic
GSCLX
Category
Alpha (against Standard Index)
-3.56
-0.13
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-4.78
0.05
R-squared (against Standard Index)
86
78.99
Standard Deviation
19.16
19.17
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-7.01
N/A
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