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Goldman Sachs Capital Growth C (GSPCX)

22.72 Down 0.04(0.18%) Jul 21

Risk as of Jun 29, 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)-2.56-3.12
Beta (against Standard Index)1.071.09
Mean Annual Return1.231.21
R-squared (against Standard Index)90.9188.06
Standard Deviation13.7714.30
Sharpe Ratio1.071.02
Treynor Ratio13.7213.26
5 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-2.70-1.94
Beta (against Standard Index)1.021.06
Mean Annual Return1.321.46
R-squared (against Standard Index)92.6490.09
Standard Deviation14.1415.03
Sharpe Ratio1.121.16
Treynor Ratio15.6016.59
10 Years
StatisticGSPCXCategory
Alpha (against Standard Index)-1.800.00
Beta (against Standard Index)1.081.04
Mean Annual Return0.610.74
R-squared (against Standard Index)90.3787.48
Standard Deviation16.6616.32
Sharpe Ratio0.350.45
Treynor Ratio4.195.99