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Goldman Sachs Structured US Equity I (GSELX)

On Feb 9: 20.73   0.28 (1.37%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2009): 21.36% Worst 1 Yr Total Return (2008): -37.43% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GSELX Category Alpha (against Standard Index) -3.92 0.23 Beta (against Standard Index) 0.96 1.01 Mean Annual Return -10.45 -0.44 R-squared (against Standard Index) 98 95.71 Standard Deviation 19.32 20.52 Sharpe Ratio -0.57 N/A Treynor Ratio -12.94 N/A 5 Years Statistic GSELX Category Alpha (against Standard Index) -1.86 0.14 Beta (against Standard Index) 0.97 1.01 Mean Annual Return -1.58 0.14 R-squared (against Standard Index) 97 95.11 Standard Deviation 15.77 16.67 Sharpe Ratio -0.20 N/A Treynor Ratio -4.63 N/A 10 Years Statistic GSELX Category Alpha (against Standard Index) -0.43 0.86 Beta (against Standard Index) 0.97 0.96 Mean Annual Return -1.13 0.12 R-squared (against Standard Index) 97 91.07 Standard Deviation 15.85 16.26 Sharpe Ratio -0.17 N/A Treynor Ratio -4.07 N/A
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