Goldman Sachs Standard Deviation
| GCSIX Fund | | | USD 29.83 -0.49 -1.62% |
This dataset for Goldman Sachs Small reflects inputs used in the Standard Deviation calculation. All values reflect available price and volume data across reporting intervals. For portfolio construction context, review
Risk vs Return Analysis. Allocation decisions are shaped by the composition and weighting of holdings. Goldman Sachs Small can be included in a portfolio to evaluate diversification impact. All values are presented as reference data. Broader economic conditions can influence Goldman Sachs Small's mutual fund valuation — related indicators include
signals in gross domestic product.
Goldman Sachs Small has current Standard Deviation of 1.21. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.
Standard Deviation | = | SQRT(V) |
| = | 1.21 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
Goldman Sachs Small is rated
below average in standard deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.83 of Maximum Drawdown per Standard Deviation. At
4.83 , Goldman Sachs Small's Maximum Drawdown-to-Standard Deviation multiple reflects the spread between these metrics
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
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