Goldman Sachs Large Cap Value Fund

Scorecard
2 / 5 Stars
Lipper
2 3 4 2 5
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.59
Mean 1.04
Sharpe Ratio 0.85
Bear Market Decile Rank 89

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 94.51 95.79
Beta 1.14 1.08
Alpha -3.72 -2.74