Goldman Sachs Mid Cap Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.42
Mean 1.08
Sharpe Ratio 0.89
Bear Market Decile Rank 51

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 92.47 98.29
Beta 1.11 0.96
Alpha -2.9 -1.93