Goldman Sachs Value At Risk
| GVCXX Fund | | | USD 1.00 0.00 0.00% |
The Value At Risk indicator for Goldman Sachs Trust is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. Use
Risk vs Return Analysis to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. A position in Goldman Sachs Trust is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any money market fund could be closely tied with the direction of predictive economic indicators such as
signals in services.
Goldman Sachs Trust has current Value At Risk of 0. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | 0 | |
| ER[a] | = | Expected return on investing in Goldman Sachs |
| STD | = | Standard Deviation of Goldman Sachs |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Goldman Sachs Trust ranks first in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare Goldman Sachs to Peers