GOLDMAN SACHS Market Risk Adjusted Performance
| GTMUX Fund | | | USD 22.06 0.18 0.82% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Goldman Sachs Smallmid. Coverage may vary across instruments due to feed availability.
Goldman Sachs Smallmid has current Market Risk Adjusted Performance of
-0.02.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.02 | |
| 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 Smallmid is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators