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Goldman Sachs International T/M Eq Inv (GITRX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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Risk overview
Morningstar risk rating★★★
Number of years up9
Number of years down4
Best 1-yr total return (1 May 2024)29.09%
Worst 1-yr total return (1 May 2024)N/A
Risk statistics
3 years
GITRXCategory average5 years
GITRXCategory average10 years
GITRXCategory averageAlpha
4.18-0.01
2.1-0.01
1.270.01
BETA
1.040.01
0.990.01
0.960.01
Mean annual return
0.480.01
0.710.01
0.510.01
R-squared
93.390.95
94.370.94
92.960.93
Standard deviation
17.540.18
17.980.15
14.960.15
Sharpe ratio
0.160
0.350.01
0.310
Treynor ratio
1.20.07
4.970.09
3.730.05
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