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Friday, December 25, 2009, 8:30AM ET - U.S. Markets Closed for Christmas. Dow  0.51% Nasdaq  0.71%

Goldman Sachs Structured US Equity S (GSESX)

On Dec 24: 21.07   0.11 (0.52%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 14.25% Worst 1 Yr Total Return (2008): -37.73% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GSESX Category Alpha (against Standard Index) -4.47 0.06 Beta (against Standard Index) 0.96 1.00 Mean Annual Return -9.63 -0.33 R-squared (against Standard Index) 98 95.82 Standard Deviation 19.30 20.42 Sharpe Ratio -0.54 N/A Treynor Ratio -12.34 N/A 5 Years Statistic GSESX Category Alpha (against Standard Index) -2.82 0.04 Beta (against Standard Index) 0.97 1.01 Mean Annual Return -2.03 0.17 R-squared (against Standard Index) 97 95.19 Standard Deviation 15.85 16.64 Sharpe Ratio -0.24 N/A Treynor Ratio -5.15 N/A 10 Years Statistic GSESX Category Alpha (against Standard Index) -0.93 0.81 Beta (against Standard Index) 0.98 0.96 Mean Annual Return -1.42 0.14 R-squared (against Standard Index) 97 91.13 Standard Deviation 16.05 16.39 Sharpe Ratio -0.19 N/A Treynor Ratio -4.44 N/A
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