Goldman Sachs Risk Adjusted Performance

GFVIX Fund  USD 17.64  0.01  0.06%   
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Goldman Sachs Focused has current Risk Adjusted Performance of 0.1499.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1499
ER[a] = Expected return on investing in Goldman Sachs
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Goldman Sachs Risk Adjusted Performance Peers Comparison

Goldman Risk Adjusted Performance Relative To Other Indicators

Goldman Sachs Focused is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  26.56  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Goldman Sachs Focused is roughly  26.56 
Compare Goldman Sachs to Peers

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