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Thursday, December 24, 2009, 9:03PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Goldman Sachs Struct Large Cap Gr S (GSCLX)On Dec 24: 10.80  Up 0.06 (0.56%)  
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Risk  As of 30-Nov-09Get 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
StatisticGSCLXCategory
Alpha (against Standard Index)-2.842.20
Beta (against Standard Index)0.980.99
Mean Annual Return-8.39-0.14
R-squared (against Standard Index)9488.76
Standard Deviation20.0821.04
Sharpe Ratio-0.44N/A
Treynor Ratio-10.85N/A
5 Years
StatisticGSCLXCategory
Alpha (against Standard Index)-2.680.80
Beta (against Standard Index)1.001.01
Mean Annual Return-2.040.24
R-squared (against Standard Index)9386.59
Standard Deviation16.5517.50
Sharpe Ratio-0.22N/A
Treynor Ratio-5.05N/A
10 Years
StatisticGSCLXCategory
Alpha (against Standard Index)-3.56-0.13
Beta (against Standard Index)1.101.04
Mean Annual Return-4.780.05
R-squared (against Standard Index)8678.99
Standard Deviation19.1619.17
Sharpe Ratio-0.31N/A
Treynor Ratio-7.01N/A

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