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Goldman Sachs Global Income B (GSLBX)
On
Dec 24
:
12.50
0.00
(0.00%)
MORE ON GSLBX
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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
(2007)
:
5.29%
Worst 1 Yr Total Return
(2008)
:
-2.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GSLBX
Category
Alpha (against Standard Index)
-1.04
-1.26
Beta (against Standard Index)
0.82
1.48
Mean Annual Return
4.53
0.58
R-squared (against Standard Index)
62
50.87
Standard Deviation
4.16
8.83
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.75
N/A
5 Years
Statistic
GSLBX
Category
Alpha (against Standard Index)
-1.08
-1.05
Beta (against Standard Index)
0.75
1.29
Mean Annual Return
3.72
0.42
R-squared (against Standard Index)
61
44.83
Standard Deviation
3.38
7.36
Sharpe Ratio
0.22
N/A
Treynor Ratio
0.98
N/A
10 Years
Statistic
GSLBX
Category
Alpha (against Standard Index)
-1.11
0.03
Beta (against Standard Index)
0.70
1.06
Mean Annual Return
4.20
0.55
R-squared (against Standard Index)
64
39.47
Standard Deviation
3.24
6.68
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.84
N/A
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