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Sunday, December 27, 2009, 3:23AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Goldman Sachs Global Income B (GSLBX)On Dec 24: 12.50   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):5.29%
Worst 1 Yr Total Return (2008):-2.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGSLBXCategory
Alpha (against Standard Index)-1.04-1.26
Beta (against Standard Index)0.821.48
Mean Annual Return4.530.58
R-squared (against Standard Index)6250.87
Standard Deviation4.168.83
Sharpe Ratio0.53N/A
Treynor Ratio2.75N/A
5 Years
StatisticGSLBXCategory
Alpha (against Standard Index)-1.08-1.05
Beta (against Standard Index)0.751.29
Mean Annual Return3.720.42
R-squared (against Standard Index)6144.83
Standard Deviation3.387.36
Sharpe Ratio0.22N/A
Treynor Ratio0.98N/A
10 Years
StatisticGSLBXCategory
Alpha (against Standard Index)-1.110.03
Beta (against Standard Index)0.701.06
Mean Annual Return4.200.55
R-squared (against Standard Index)6439.47
Standard Deviation3.246.68
Sharpe Ratio0.39N/A
Treynor Ratio1.84N/A

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