Goldman Sachs Related Correlations
GTVMXDelisted Fund | USD 7.69 0.00 0.00% |
Correlations
0.25 | 0.57 | 0.68 | 0.58 | 0.47 | XWDIX | ||
0.25 | 0.75 | 0.48 | 0.73 | 0.8 | TFCAX | ||
0.57 | 0.75 | 0.92 | 0.99 | 0.95 | LIGFX | ||
0.68 | 0.48 | 0.92 | 0.92 | 0.83 | CFAIX | ||
0.58 | 0.73 | 0.99 | 0.92 | 0.95 | ELDFX | ||
0.47 | 0.8 | 0.95 | 0.83 | 0.95 | WDIAX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
XWDIX | 0.27 | (0.03) | 0.00 | 8.29 | 0.00 | 0.32 | 1.98 | |||
TFCAX | 0.02 | 0.00 | 0.00 | 0.19 | 0.00 | 0.00 | 0.30 | |||
LIGFX | 0.29 | (0.01) | (0.09) | 0.04 | 0.29 | 0.66 | 1.69 | |||
CFAIX | 0.31 | (0.04) | 0.00 | (0.02) | 0.00 | 0.58 | 2.02 | |||
ELDFX | 0.37 | (0.02) | (0.07) | 0.04 | 0.42 | 0.78 | 2.27 | |||
WDIAX | 0.49 | 0.00 | (0.01) | 0.06 | 0.63 | 1.02 | 3.76 |