Goldman Sachs Related Correlations
GCGAX Fund | USD 15.41 5.59 26.62% |
Correlations
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | GCEBX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | GCEDX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | GCEEX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | GCEGX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | GCEJX | ||
1.0 | 1.0 | 1.0 | 1.0 | 1.0 | GCEPX | ||
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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 | ||
---|---|---|---|---|---|---|---|---|---|---|
GCEBX | 0.90 | (0.17) | 0.00 | (0.07) | 0.00 | 1.54 | 5.30 | |||
GCEDX | 0.91 | (0.17) | 0.00 | (0.06) | 0.00 | 1.54 | 5.29 | |||
GCEEX | 0.91 | (0.17) | 0.00 | (0.06) | 0.00 | 1.63 | 5.17 | |||
GCEGX | 0.90 | (0.18) | 0.00 | (0.07) | 0.00 | 1.55 | 5.22 | |||
GCEJX | 0.91 | (0.17) | 0.00 | (0.06) | 0.00 | 1.54 | 5.30 | |||
GCEPX | 0.89 | (0.17) | 0.00 | (0.07) | 0.00 | 1.57 | 5.17 |