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Goldman Sachs Growth & Inc A (GSGRX)
On
Dec 24
:
19.29
0.08
(0.42%)
MORE ON GSGRX
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Research Reports
Risk
As of 30-Nov-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
(2006)
:
22.26%
Worst 1 Yr Total Return
(2008)
:
-35.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GSGRX
Category
Alpha (against Standard Index)
-3.62
-1.37
Beta (against Standard Index)
0.92
1.02
Mean Annual Return
-8.47
-0.45
R-squared (against Standard Index)
94
94.58
Standard Deviation
18.73
20.79
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-11.74
N/A
5 Years
Statistic
GSGRX
Category
Alpha (against Standard Index)
-1.07
-0.29
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
-0.15
0.14
R-squared (against Standard Index)
92
93.49
Standard Deviation
15.23
16.81
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.44
N/A
10 Years
Statistic
GSGRX
Category
Alpha (against Standard Index)
0.77
2.74
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
0.80
0.31
R-squared (against Standard Index)
92
81.33
Standard Deviation
14.36
15.97
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.50
N/A
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