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Goldman Sachs Capital Growth C (GSPCX)

24.65 Up 0.10(0.41%) Nov 26

Risk as of Oct 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)-2.13-3.02
Beta (against Standard Index)1.071.09
Mean Annual Return1.481.43
R-squared (against Standard Index)84.7681.60
Standard Deviation10.5410.99
Sharpe Ratio1.681.57
Treynor Ratio17.3516.50
5 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-2.11-1.76
Beta (against Standard Index)1.041.07
Mean Annual Return1.241.31
R-squared (against Standard Index)93.1290.38
Standard Deviation14.1014.78
Sharpe Ratio1.051.06
Treynor Ratio14.2214.68
10 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-1.580.14
Beta (against Standard Index)1.081.03
Mean Annual Return0.670.78
R-squared (against Standard Index)90.4487.81
Standard Deviation16.6816.25
Sharpe Ratio0.390.48
Treynor Ratio4.886.62