Goldman Sachs Risk Adjusted Performance

GSKPX Fund  USD 25.61  0.02  0.08%   
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Goldman Sachs Tax Advantaged has current Risk Adjusted Performance of 0.0405.

RAP

 = 

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

RFR

 = 
0.0405
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 Tax Advantaged 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  134.95  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Goldman Sachs Tax Advantaged is roughly  134.95 
Compare Goldman Sachs to Peers

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