Goldman Sachs Access Treasury 0-1 Yr ETF (GBIL)
99.98
0.00 (0.00%)
USD |
NYSEARCA |
Nov 14, 16:00
99.98
0.00 (0.00%)
After-Hours: 20:00
GBIL Max Drawdown (5Y): 0.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 0.76% |
| September 30, 2024 | 0.76% |
| August 31, 2024 | 0.76% |
| July 31, 2024 | 0.76% |
| June 30, 2024 | 0.76% |
| May 31, 2024 | 0.76% |
| April 30, 2024 | 0.76% |
| March 31, 2024 | 0.37% |
| February 29, 2024 | 0.37% |
| January 31, 2024 | 0.37% |
| December 31, 2023 | 0.37% |
| November 30, 2023 | 0.37% |
| October 31, 2023 | 0.37% |
| September 30, 2023 | 0.37% |
| August 31, 2023 | 0.37% |
| July 31, 2023 | 0.37% |
| June 30, 2023 | 0.37% |
| May 31, 2023 | 0.37% |
| April 30, 2023 | 0.37% |
| March 31, 2023 | 0.37% |
| February 28, 2023 | 0.37% |
| January 31, 2023 | 0.37% |
| December 31, 2022 | 0.37% |
| November 30, 2022 | 0.37% |
| October 31, 2022 | 0.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 0.37% |
| August 31, 2022 | 0.37% |
| July 31, 2022 | 0.37% |
| June 30, 2022 | 0.37% |
| May 31, 2022 | 0.28% |
| April 30, 2022 | 0.28% |
| March 31, 2022 | 0.26% |
| February 28, 2022 | 0.25% |
| January 31, 2022 | 0.19% |
| December 31, 2021 | 0.14% |
| November 30, 2021 | 0.12% |
| October 31, 2021 | 0.12% |
| September 30, 2021 | 0.10% |
| August 31, 2021 | 0.10% |
| July 31, 2021 | 0.10% |
| June 30, 2021 | 0.10% |
| May 31, 2021 | 0.10% |
| April 30, 2021 | 0.10% |
| March 31, 2021 | 0.10% |
| February 28, 2021 | 0.10% |
| January 31, 2021 | 0.10% |
| December 31, 2020 | 0.10% |
| November 30, 2020 | 0.10% |
| October 31, 2020 | 0.10% |
| September 30, 2020 | 0.10% |
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
0.10%
Minimum
Nov 2019
0.76%
Maximum
Apr 2024
0.29%
Average
0.28%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.022 |
| Beta (5Y) | 0.0436 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.022 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0436 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.74% |
| Historical Sharpe Ratio (5Y) | -0.1833 |
| Historical Sortino (5Y) | -1.121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.04% |