Goldman Sachs Access Treasury 0-1 Yr ETF (GBIL)
100.08
+0.02
(+0.01%)
USD |
NYSEARCA |
Apr 26, 16:00
100.08
0.00 (0.00%)
After-Hours: 17:43
GBIL Max Drawdown (5Y): 0.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 0.10% |
| July 31, 2020 | 0.10% |
| June 30, 2020 | 0.10% |
| May 31, 2020 | 0.10% |
| April 30, 2020 | 0.10% |
| March 31, 2020 | 0.10% |
| February 29, 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
Apr 2019
0.37%
Maximum
Jun 2022
0.21%
Average
0.11%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1114 |
| Beta (5Y) | 0.0305 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1114 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0305 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.66% |
| Historical Sharpe Ratio (5Y) | 0.0939 |
| Historical Sortino (5Y) | 0.7434 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.04% |