GOLDMAN SACHS Market Risk Adjusted Performance
| GSSQX Fund | | | USD 61.05 -0.86 -1.39% |
Observed values used in the Market Risk Adjusted Performance indicator for Goldman Sachs Equity are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. For portfolio construction context, review
Risk vs Return Analysis. Diversification context helps frame allocation across holdings. The allocation includes a position in Goldman Sachs Equity. It is distributed across the allocation. The weighting is determined by the allocation framework in use. 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 producer price index.
Goldman Sachs Equity has current Market Risk Adjusted Performance of 0.3987.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3987 | |
| 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 Equity ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
8.25 of Maximum Drawdown per Market Risk Adjusted Performance. At
8.25 , Goldman Sachs Equity's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators