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Wednesday, January 6, 2010, 9:54PM ET - U.S. Markets Closed.
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Goldman Sachs Government Income Svc (GSOSX)
On
Jan 6
:
15.09
0.01
(0.07%)
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Research Reports
Risk
As of 30-Nov-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)
:
6.78%
Worst 1 Yr Total Return
(2005)
:
1.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GSOSX
Category
Alpha (against Standard Index)
-0.27
0.23
Beta (against Standard Index)
0.90
0.76
Mean Annual Return
5.70
0.46
R-squared (against Standard Index)
89
64.12
Standard Deviation
3.88
3.94
Sharpe Ratio
0.85
N/A
Treynor Ratio
3.80
N/A
5 Years
Statistic
GSOSX
Category
Alpha (against Standard Index)
-0.39
-0.23
Beta (against Standard Index)
0.88
0.78
Mean Annual Return
4.79
0.39
R-squared (against Standard Index)
90
69.48
Standard Deviation
3.33
3.41
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.04
N/A
10 Years
Statistic
GSOSX
Category
Alpha (against Standard Index)
-0.32
-0.47
Beta (against Standard Index)
0.91
0.84
Mean Annual Return
5.79
0.44
R-squared (against Standard Index)
93
78.01
Standard Deviation
3.58
3.66
Sharpe Ratio
0.79
N/A
Treynor Ratio
3.15
N/A
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