Finance Home - My Yahoo - Yahoo! - Help

Monday, December 21, 2009, 10:48PM ET - U.S. Markets Closed. Dow  0.83% Nasdaq  1.17%

Goldman Sachs Capital Growth R (GSPRX)

On Dec 21: 18.88   0.18 (0.96%)

MORE ON GSPRX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -42.93% Worst 1 Yr Total Return (2008): -42.93% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GSPRX Category Alpha (against Standard Index) 3.33 2.20 Beta (against Standard Index) 1.12 0.99 Mean Annual Return -4.07 -0.14 R-squared (against Standard Index) 90 88.76 Standard Deviation 23.39 21.04 Sharpe Ratio -0.15 N/A Treynor Ratio -5.67 N/A 5 Years Statistic GSPRX Category Alpha (against Standard Index) 0.50 0.80 Beta (against Standard Index) 1.12 1.01 Mean Annual Return 0.56 0.24 R-squared (against Standard Index) 89 86.59 Standard Deviation 18.99 17.50 Sharpe Ratio -0.03 N/A Treynor Ratio -2.17 N/A 10 Years Statistic GSPRX Category Alpha (against Standard Index) -0.81 -0.13 Beta (against Standard Index) 1.06 1.04 Mean Annual Return -1.81 0.05 R-squared (against Standard Index) 92 78.99 Standard Deviation 17.97 19.17 Sharpe Ratio -0.17 N/A Treynor Ratio -4.45 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center