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Goldman Sachs Government Income A (GSGOX)
On
Dec 24
:
15.10
0.03
(0.20%)
MORE ON GSGOX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
GSGOX
Category
Alpha (against Standard Index)
-0.11
0.23
Beta (against Standard Index)
0.90
0.76
Mean Annual Return
5.87
0.46
R-squared (against Standard Index)
89
64.12
Standard Deviation
3.87
3.94
Sharpe Ratio
0.89
N/A
Treynor Ratio
3.99
N/A
5 Years
Statistic
GSGOX
Category
Alpha (against Standard Index)
-0.24
-0.23
Beta (against Standard Index)
0.89
0.78
Mean Annual Return
4.95
0.39
R-squared (against Standard Index)
90
69.48
Standard Deviation
3.34
3.41
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.22
N/A
10 Years
Statistic
GSGOX
Category
Alpha (against Standard Index)
-0.25
-0.47
Beta (against Standard Index)
0.91
0.84
Mean Annual Return
5.88
0.44
R-squared (against Standard Index)
94
78.01
Standard Deviation
3.58
3.66
Sharpe Ratio
0.81
N/A
Treynor Ratio
3.23
N/A
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