• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.08% Nasdaq Up0.22%

    Goldman Sachs Focused Intl Equity C (GSICX)

    16.59 Up 0.04(0.24%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):33.24%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.25%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.812.15
    Beta (against Standard Index)0.960.93
    Mean Annual Return0.580.59
    R-squared (against Standard Index)86.0390.41
    Standard Deviation12.8212.05
    Sharpe Ratio0.540.59
    Treynor Ratio6.517.22
    5 Years
    Alpha (against Standard Index)0.501.31
    Beta (against Standard Index)0.950.95
    Mean Annual Return0.340.41
    R-squared (against Standard Index)89.0792.92
    Standard Deviation15.5515.12
    Sharpe Ratio0.260.33
    Treynor Ratio3.004.13
    10 Years
    Alpha (against Standard Index)-2.57-0.12
    Beta (against Standard Index)0.950.96
    Mean Annual Return0.260.47
    R-squared (against Standard Index)93.6994.57
    Standard Deviation18.6518.77
    Sharpe Ratio0.100.24
    Treynor Ratio0.122.86