Goldman Sachs Small Cap Value

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 15.64
Mean 1.28
Sharpe Ratio 0.98
Bear Market Decile Rank 29

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 92.54 97.69
Beta 1.21 0.9
Alpha -2.13 3.46