Goldman Sachs Market Risk Adjusted Performance
| GCEJX Fund | | | USD 12.43 0.09 0.73% |
The Market Risk Adjusted Performance indicator for Goldman Sachs is constructed from normalized market data. Related indicator context is organized within
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio design. All values are presented as reference data. Adding Goldman Sachs Clean to a portfolio enables side-by-side comparison with other holdings. This view summarizes available data without implying outcomes. Broader economic conditions can influence Goldman Sachs Clean's mutual fund valuation — related indicators include
signals in bureau of economic analysis.
Goldman Sachs Clean has current Market Risk Adjusted Performance of 0.2603.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2603 | |
| ER[a] | = | Expected return on investing in Goldman Sachs |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Goldman Sachs Clean ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
25.03 of Maximum Drawdown per Market Risk Adjusted Performance. At
25.03 , Goldman Sachs Clean's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators