Goldman Sachs Commodity Strategy Fund

Scorecard
3 / 5 Stars
Lipper
4 4 1 5 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
E (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.69
Mean -0.2
Sharpe Ratio -0.14
Bear Market Decile Rank 87

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Morningstar Energy Commodity TR
R-Squared 82.96 94.37
Beta 0.98 0.86
Alpha -1.54 -4.16