The Goldman Sachs Group Inc (GS)

566.10 +12.11 (+2.19%) USD  |  NYSE  |  Dec 20, 16:00
566.90 +0.80 (+0.14%) After-Hours: 20:00
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Goldman Sachs Group Max Drawdown (5Y): 48.75% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Blackstone Inc 49.26%
Goldman Sachs BDC Inc 62.67%
Apollo Global Management Inc 53.48%
KKR & Co Inc 47.92%
BlackRock Inc 43.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.519
Beta (5Y) 1.378
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.03%
Historical Sharpe Ratio (5Y) 0.7157
Historical Sortino (5Y) 1.075
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.57%