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Goldman Sachs Small Cap Eq Insghts P (GMAPX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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28.14-0.21 (-0.74%)
At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return (May 8, 2024)25.40%
Worst 1 Yr Total Return (May 8, 2024)N/A

Risk Statistics

3 Years
GMAPXCategory Average
5 Years
GMAPXCategory Average
10 Years
GMAPXCategory Average
Alpha
-6.77-0.09
-6.61-0.06
-4.66-0.06
BETA
1.060.01
1.140.01
1.140.01
Mean Annual Return
0.240.01
0.770.01
0.820.01
R-squared
77.70.83
80.760.77
76.30.78
Standard Deviation
21.220.26
23.510.21
19.90.19
Sharpe Ratio
-0.010
0.30.01
0.420.01
Treynor Ratio
-2.250.08
3.90.1
5.810.09