Goldman Sachs Risk Adjusted Performance

GCAL Etf   50.91  -0.15  -0.29%   
Goldman Sachs risk adjusted performance lookup summarizes this and related technical indicators for Goldman Sachs ETF. Coverage varies by data normalization and availability; see Equity Screeners for broader screening context. Use Risk vs Return Analysis to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Goldman Sachs ETF within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.
Goldman Sachs ETF has current Risk Adjusted Performance of 0.052.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.052
ER[a] = Expected return on investing in Goldman Sachs
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Goldman Sachs Risk Adjusted Performance Peers Comparison

Goldman Risk Adjusted Performance Relative To Other Indicators

Goldman Sachs ETF carries a fifth ranking for risk adjusted performance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group where Maximum Drawdown runs almost 12.74 per Risk Adjusted Performance. Goldman Sachs ETF's Maximum Drawdown registers at 12.74 relative to Risk Adjusted Performance
Compare Goldman Sachs to Peers

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