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Sunday, December 27, 2009, 7:48AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Goldman Sachs Government Income A (GSGOX)On Dec 24: 15.10  Down 0.03 (0.20%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):6.90%
Worst 1 Yr Total Return (2005):2.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGSGOXCategory
Alpha (against Standard Index)-0.110.23
Beta (against Standard Index)0.900.76
Mean Annual Return5.870.46
R-squared (against Standard Index)8964.12
Standard Deviation3.873.94
Sharpe Ratio0.89N/A
Treynor Ratio3.99N/A
5 Years
StatisticGSGOXCategory
Alpha (against Standard Index)-0.24-0.23
Beta (against Standard Index)0.890.78
Mean Annual Return4.950.39
R-squared (against Standard Index)9069.48
Standard Deviation3.343.41
Sharpe Ratio0.57N/A
Treynor Ratio2.22N/A
10 Years
StatisticGSGOXCategory
Alpha (against Standard Index)-0.25-0.47
Beta (against Standard Index)0.910.84
Mean Annual Return5.880.44
R-squared (against Standard Index)9478.01
Standard Deviation3.583.66
Sharpe Ratio0.81N/A
Treynor Ratio3.23N/A

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