The Goldman Sachs Group Inc (GS)
403.11
-0.80
(-0.20%)
USD |
NYSE |
Apr 18, 16:00
402.35
-0.76
(-0.19%)
After-Hours: 20:00
Goldman Sachs Group Max Drawdown (5Y): 48.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 48.75% |
July 31, 2020 | 48.75% |
June 30, 2020 | 48.75% |
May 31, 2020 | 48.75% |
April 30, 2020 | 48.75% |
March 31, 2020 | 48.75% |
February 29, 2020 | 42.18% |
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
Apr 2019
48.75%
Maximum
Mar 2020
47.54%
Average
48.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Goldman Sachs BDC Inc | 62.67% |
Bank of America Corp | 48.93% |
BlackRock Inc | 43.88% |
Citigroup Inc | 56.50% |
JPMorgan Chase & Co | 43.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9069 |
Beta (5Y) | 1.426 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.86% |
Historical Sharpe Ratio (5Y) | 0.5557 |
Historical Sortino (5Y) | 0.8484 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.66% |