Goldman Sachs Total Risk Alpha
| FTIXX Fund | | | USD 1.00 0.00 0.00% |
The Total Risk Alpha indicator for Goldman Sachs Financial is derived from observed market data. Broader indicator relationships are reflected within
Equity Screeners. Diversification context is available through
Investing Opportunities. Allocation context can improve visibility into portfolio balance. A position in Goldman Sachs Financial is indicated here. It is reflected in the overall portfolio structure. Also, note that the market value of any money market fund could be closely tied with the direction of predictive economic indicators such as
signals in services.
Goldman Sachs Financial has current Total Risk Alpha of 0. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0 | |
| ER[a] | = | Expected return on investing in Goldman Sachs |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Goldman Sachs |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Goldman Sachs Financial is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Goldman Sachs to Peers