Goldman Sachs Market Risk Adjusted Performance
| GSEW Etf | | | USD 85.10 -0.01 -0.01% |
The Market Risk Adjusted Performance reading for Goldman Sachs Equal is computed from historical trading observations. Broader indicator relationships are reflected within
Equity Screeners.
Risk vs Return Analysis provides context for diversified portfolio design. Diversification analysis considers the interaction of positions within a portfolio. Goldman Sachs Equal can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Goldman Sachs Equal's etf valuation — related indicators include
signals in median.
Goldman Sachs Equal has current Market Risk Adjusted Performance of 0.0137.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0137 | |
| 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 Equal is rated
below average for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
311.09 ratio of Maximum Drawdown to Market Risk Adjusted Performance. Goldman Sachs Equal's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
311.09 Other Technical Indicators