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Goldman Sachs Structured US Equity B (GSSBX)

On Dec 28: 19.85   0.02 (0.10%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 13.52% Worst 1 Yr Total Return (2008): -38.14% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GSSBX Category Alpha (against Standard Index) -5.14 0.06 Beta (against Standard Index) 0.97 1.00 Mean Annual Return -10.24 -0.33 R-squared (against Standard Index) 98 95.82 Standard Deviation 19.31 20.42 Sharpe Ratio -0.58 N/A Treynor Ratio -12.97 N/A 5 Years Statistic GSSBX Category Alpha (against Standard Index) -3.48 0.04 Beta (against Standard Index) 0.97 1.01 Mean Annual Return -2.68 0.17 R-squared (against Standard Index) 97 95.19 Standard Deviation 15.86 16.64 Sharpe Ratio -0.28 N/A Treynor Ratio -5.82 N/A 10 Years Statistic GSSBX Category Alpha (against Standard Index) -1.58 0.81 Beta (against Standard Index) 0.98 0.96 Mean Annual Return -2.06 0.14 R-squared (against Standard Index) 97 91.13 Standard Deviation 16.05 16.39 Sharpe Ratio -0.23 N/A Treynor Ratio -5.10 N/A
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