GOLDMAN SACHS Market Risk Adjusted Performance
| GCTIX Fund | | | USD 52.43 -0.15 -0.29% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Goldman Sachs Tax Managed are shown here. Additional screening context is available through
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Risk vs Return Analysis to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. The allocation shows a weighting toward Goldman Sachs Tax Managed. Each holding is sized according to the methodology applied to the portfolio. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Goldman Sachs Tax Managed has current Market Risk Adjusted Performance of
-0.06.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.06 | |
| 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 Tax Managed is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators