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Goldman Sachs Capital Growth C (GSPCX)

23.51 Down 0.03(0.13%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):47.06%
Worst 1 Yr Total Return(Dec 30, 2008):-43.24%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-2.57-3.35
Beta (against Standard Index)1.081.10
Mean Annual Return1.541.50
R-squared (against Standard Index)90.3487.42
Standard Deviation13.1413.63
Sharpe Ratio1.401.33
Treynor Ratio17.7017.01
5 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-2.08-1.60
Beta (against Standard Index)1.041.07
Mean Annual Return1.251.34
R-squared (against Standard Index)93.2090.33
Standard Deviation14.1414.87
Sharpe Ratio1.061.08
Treynor Ratio14.4315.04
10 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-1.690.35
Beta (against Standard Index)1.081.03
Mean Annual Return0.670.81
R-squared (against Standard Index)90.3787.64
Standard Deviation16.6516.23
Sharpe Ratio0.390.50
Treynor Ratio4.916.98