The Goldman Sachs Group Inc (GS)
596.11
+14.18
(+2.44%)
USD |
NYSE |
Nov 21, 16:00
595.99
-0.12
(-0.02%)
After-Hours: 17:08
Goldman Sachs Group Max Drawdown (5Y): 48.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.75% |
| September 30, 2024 | 48.75% |
| August 31, 2024 | 48.75% |
| July 31, 2024 | 48.75% |
| June 30, 2024 | 48.75% |
| May 31, 2024 | 48.75% |
| April 30, 2024 | 48.75% |
| March 31, 2024 | 48.75% |
| February 29, 2024 | 48.75% |
| January 31, 2024 | 48.75% |
| December 31, 2023 | 48.75% |
| November 30, 2023 | 48.75% |
| October 31, 2023 | 48.75% |
| September 30, 2023 | 48.75% |
| August 31, 2023 | 48.75% |
| July 31, 2023 | 48.75% |
| June 30, 2023 | 48.75% |
| May 31, 2023 | 48.75% |
| April 30, 2023 | 48.75% |
| March 31, 2023 | 48.75% |
| February 28, 2023 | 48.75% |
| January 31, 2023 | 48.75% |
| December 31, 2022 | 48.75% |
| November 30, 2022 | 48.75% |
| October 31, 2022 | 48.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.75% |
| August 31, 2022 | 48.75% |
| July 31, 2022 | 48.75% |
| June 30, 2022 | 48.75% |
| May 31, 2022 | 48.75% |
| April 30, 2022 | 48.75% |
| March 31, 2022 | 48.75% |
| February 28, 2022 | 48.75% |
| January 31, 2022 | 48.75% |
| December 31, 2021 | 48.75% |
| November 30, 2021 | 48.75% |
| October 31, 2021 | 48.75% |
| September 30, 2021 | 48.75% |
| August 31, 2021 | 48.75% |
| July 31, 2021 | 48.75% |
| June 30, 2021 | 48.75% |
| May 31, 2021 | 48.75% |
| April 30, 2021 | 48.75% |
| March 31, 2021 | 48.75% |
| February 28, 2021 | 48.75% |
| January 31, 2021 | 48.75% |
| December 31, 2020 | 48.75% |
| November 30, 2020 | 48.75% |
| October 31, 2020 | 48.75% |
| September 30, 2020 | 48.75% |
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
42.18%
Minimum
Nov 2019
48.75%
Maximum
Mar 2020
48.31%
Average
48.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Blackstone Inc | 49.26% |
| KKR & Co Inc | 47.92% |
| Goldman Sachs BDC Inc | 62.67% |
| Apollo Global Management Inc | 53.48% |
| State Street Corp | 59.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.579 |
| Beta (5Y) | 1.351 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.61% |
| Historical Sharpe Ratio (5Y) | 0.6331 |
| Historical Sortino (5Y) | 0.9386 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.57% |