| GSFRX Fund | | | USD 8.85 0.01 0.11% |
Goldman Sachs market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Goldman Sachs High or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Goldman Sachs High has current Market Risk Adjusted Performance of 0.9314.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.9314 | |
| 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. |
Goldman Sachs Market Risk Adjusted Performance Peers Comparison
Goldman Market Risk Adjusted Performance Relative To Other Indicators
Goldman Sachs High is one of the top funds in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
0.86 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Goldman Sachs High is roughly
1.16
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