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Goldman Sachs Government Income B (GSOBX)
On
Dec 4
:
15.47
0.04
(0.26%)
MORE ON GSOBX
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Research Reports
Risk
As of 31-Oct-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)
:
6.11%
Worst 1 Yr Total Return
(2005)
:
1.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GSOBX
Category
Alpha (against Standard Index)
-0.86
0.17
Beta (against Standard Index)
0.90
0.75
Mean Annual Return
5.06
0.45
R-squared (against Standard Index)
88
63.33
Standard Deviation
3.88
3.92
Sharpe Ratio
0.66
N/A
Treynor Ratio
2.92
N/A
5 Years
Statistic
GSOBX
Category
Alpha (against Standard Index)
-1.03
-0.28
Beta (against Standard Index)
0.89
0.77
Mean Annual Return
3.75
0.36
R-squared (against Standard Index)
90
69.10
Standard Deviation
3.37
3.41
Sharpe Ratio
0.22
N/A
Treynor Ratio
0.82
N/A
10 Years
Statistic
GSOBX
Category
Alpha (against Standard Index)
-1.00
-0.49
Beta (against Standard Index)
0.91
0.85
Mean Annual Return
4.96
0.44
R-squared (against Standard Index)
93
77.74
Standard Deviation
3.57
3.68
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.19
N/A
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