Goldman Sachs ActiveBeta® Japan Eq ETF (GSJY)
37.99
+0.44
(+1.16%)
USD |
NYSEARCA |
May 31, 16:00
37.86
-0.13
(-0.33%)
After-Hours: 20:00
GSJY Max Drawdown (5Y): 32.54% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 32.54% |
| April 30, 2024 | 32.54% |
| March 31, 2024 | 32.54% |
| February 29, 2024 | 32.54% |
| January 31, 2024 | 32.54% |
| December 31, 2023 | 32.54% |
| November 30, 2023 | 32.54% |
| October 31, 2023 | 32.54% |
| September 30, 2023 | 32.54% |
| August 31, 2023 | 32.54% |
| July 31, 2023 | 32.54% |
| June 30, 2023 | 32.54% |
| May 31, 2023 | 32.54% |
| April 30, 2023 | 32.54% |
| March 31, 2023 | 32.54% |
| February 28, 2023 | 32.54% |
| January 31, 2023 | 32.54% |
| December 31, 2022 | 32.54% |
| November 30, 2022 | 32.54% |
| October 31, 2022 | 32.54% |
| September 30, 2022 | 32.23% |
| August 31, 2022 | 28.41% |
| July 31, 2022 | 28.41% |
| June 30, 2022 | 28.41% |
| May 31, 2022 | 28.41% |
| Date | Value |
|---|---|
| April 30, 2022 | 28.41% |
| March 31, 2022 | 28.41% |
| February 28, 2022 | 28.41% |
| January 31, 2022 | 28.41% |
| December 31, 2021 | 28.41% |
| November 30, 2021 | 28.41% |
| October 31, 2021 | 28.41% |
| September 30, 2021 | 28.41% |
| August 31, 2021 | 28.41% |
| July 31, 2021 | 28.41% |
| June 30, 2021 | 28.41% |
| May 31, 2021 | 28.41% |
| April 30, 2021 | 28.41% |
| March 31, 2021 | 28.41% |
| February 28, 2021 | 28.41% |
| January 31, 2021 | 28.41% |
| December 31, 2020 | 28.41% |
| November 30, 2020 | 28.41% |
| October 31, 2020 | 28.41% |
| September 30, 2020 | 28.41% |
| August 31, 2020 | 28.41% |
| July 31, 2020 | 28.41% |
| June 30, 2020 | 28.41% |
| May 31, 2020 | 28.41% |
| April 30, 2020 | 28.41% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
20.02%
Minimum
Jun 2019
32.54%
Maximum
Oct 2022
28.59%
Average
28.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.59 |
| Beta (5Y) | 0.7315 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4126 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9306 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.68% |
| Historical Sharpe Ratio (5Y) | 0.3017 |
| Historical Sortino (5Y) | 0.3933 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.39% |