Goldman Sachs Related Correlations
GTVJXDelisted Fund | USD 7.76 0.00 0.00% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Goldman Mutual Fund performing well and Goldman Sachs Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Goldman Sachs' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
MPGVX | 0.42 | (0.02) | (0.06) | 0.07 | 0.45 | 1.05 | 2.61 | |||
TRZQX | 0.47 | 0.04 | 0.03 | 0.13 | 0.52 | 0.94 | 3.61 | |||
DIVHX | 0.45 | 0.00 | (0.02) | 0.08 | 0.52 | 0.91 | 3.47 | |||
HQICX | 0.47 | (0.02) | (0.05) | 0.06 | 0.66 | 0.87 | 3.09 | |||
AUUIX | 0.53 | 0.02 | 0.01 | 0.10 | 0.47 | 1.17 | 3.33 | |||
SMNIX | 0.45 | 0.04 | (0.08) | 17.21 | 0.51 | 0.85 | 2.42 | |||
SPRDX | 0.47 | (0.01) | (0.05) | 0.08 | 0.54 | 1.03 | 2.79 |