Goldman Sachs Market Risk Adjusted Performance
| GSRHX Fund | | | USD 7.88 -0.03 -0.38% |
This module presents the Market Risk Adjusted Performance indicator for Goldman Sachs Real using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments. Use
Risk vs Return Analysis to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Allocation decisions are shaped by the composition and weighting of holdings. A position in Goldman Sachs Real is indicated here. This is part of the broader portfolio composition. Position allocation is driven by the portfolio construction model. This information is provided for contextual purposes. 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 rate.
Goldman Sachs Real has current Market Risk Adjusted Performance of 0.164.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.164 | |
| 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 Real ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.18 of Maximum Drawdown per Market Risk Adjusted Performance. At
6.18 , Goldman Sachs Real's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators