Goldman Sachs Small Cap Value

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.63
Mean 1.31
Sharpe Ratio 1.0
Bear Market Decile Rank 29

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 92.11 97.54
Beta 1.2 0.95
Alpha -1.39 1.6