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Goldman Sachs Global Income A (GSGIX)
On
Dec 2
:
12.59
0.01
(0.08%)
MORE ON GSGIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
6.00%
Worst 1 Yr Total Return
(2008)
:
-1.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GSGIX
Category
Alpha (against Standard Index)
-0.25
-1.14
Beta (against Standard Index)
0.82
1.47
Mean Annual Return
5.36
0.58
R-squared (against Standard Index)
62
50.46
Standard Deviation
4.14
8.81
Sharpe Ratio
0.68
N/A
Treynor Ratio
3.58
N/A
5 Years
Statistic
GSGIX
Category
Alpha (against Standard Index)
0.04
-0.18
Beta (against Standard Index)
0.73
1.21
Mean Annual Return
4.53
0.44
R-squared (against Standard Index)
58
39.58
Standard Deviation
3.37
7.42
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.07
N/A
10 Years
Statistic
GSGIX
Category
Alpha (against Standard Index)
-0.39
-0.04
Beta (against Standard Index)
0.69
1.06
Mean Annual Return
4.87
0.53
R-squared (against Standard Index)
63
39.24
Standard Deviation
3.24
6.67
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.74
N/A
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