Goldman Sachs Risk Adjusted Performance

GSFPDelisted Etf  USD 33.78  0.00  0.00%   
The Risk Adjusted Performance calculation for Goldman Sachs draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Risk vs Return Analysis frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price.
Goldman Sachs Future has current Risk Adjusted Performance of 0.2234.

RAP

 = 

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

RFR

 = 
0.2234
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.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Goldman Sachs Future is ranked second for risk adjusted performance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs with Maximum Drawdown measuring nearly 13.88 against Risk Adjusted Performance. Maximum Drawdown runs about 13.88 times Risk Adjusted Performance for Goldman Sachs Future

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