GOLDMAN SACHS Market Risk Adjusted Performance
| GSHIX Fund | | | USD 5.58 0.02 0.36% |
The Market Risk Adjusted Performance indicator for GOLDMAN SACHS is constructed from normalized market data. The depth of trading history affects the precision of the indicator. Review
Risk vs Return Analysis to understand diversified portfolio construction. Portfolio construction reflects how positions are combined across holdings. Tracking Goldman Sachs High in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Goldman Sachs High's mutual fund valuation — related indicators include
signals in gross domestic product.
Goldman Sachs High has current Market Risk Adjusted Performance of
-0.15.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.15 | |
| 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 High 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