OTC Markets OTCPK - Delayed Quote USD
Goldman Sachs Emerging Markets Corporate Bond Portfolio (0P0000Y641)
At close: November 18 at 3:00 PM EST
Fund Summary
Fund Summary Information Not Available
Risk Overview
Morningstar Risk Rating | |
Best 1Y Total Return | 13.32% |
Worst 1Y Total Return | -- |
Number of Years Up | 7 |
Number of Years Down | 3 |
Performance & Risk
YTD Return | 0.00% |
5y Average Return | 0.00% |
Rank in Category (ytd) | 58 |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 0.89 |
Morningstar Risk Rating |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
0P0000Y641 | Category Average | 0P0000Y641 | Category Average | 0P0000Y641 | Category Average | |
Alpha | 0.45 | -- | 0.48 | -- | 0.3 | -- |
BETA | 0.89 | -- | 0.99 | -- | 0.95 | -- |
Mean Annual Return | 0.05 | -- | 0.2 | -- | 0.31 | -- |
R-squared | 86.75 | -- | 93.32 | -- | 92.25 | -- |
Standard Deviation | 8.16 | -- | 9.83 | -- | 7.46 | -- |
Sharpe Ratio | -0.43 | -- | -0.01 | -- | 0.27 | -- |
Treynor Ratio | -4.25 | -- | -0.63 | -- | 1.85 | -- |
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