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Saturday, December 26, 2009, 10:34PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Goldman Sachs Global Income Instl (GSGLX)On Dec 24: 12.54   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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):6.38%
Worst 1 Yr Total Return (2008):-1.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGSGLXCategory
Alpha (against Standard Index)0.06-1.26
Beta (against Standard Index)0.821.48
Mean Annual Return5.680.58
R-squared (against Standard Index)6350.87
Standard Deviation4.158.83
Sharpe Ratio0.79N/A
Treynor Ratio4.16N/A
5 Years
StatisticGSGLXCategory
Alpha (against Standard Index)0.04-1.05
Beta (against Standard Index)0.751.29
Mean Annual Return4.890.42
R-squared (against Standard Index)6144.83
Standard Deviation3.387.36
Sharpe Ratio0.54N/A
Treynor Ratio2.54N/A
10 Years
StatisticGSGLXCategory
Alpha (against Standard Index)0.040.03
Beta (against Standard Index)0.691.06
Mean Annual Return5.390.55
R-squared (against Standard Index)6439.47
Standard Deviation3.226.68
Sharpe Ratio0.74N/A
Treynor Ratio3.56N/A

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