Goldman Sachs BDC Inc (GSBD)

12.85 +0.07 (+0.55%) USD  |  NYSE  |  Dec 20, 16:00
12.83 -0.02 (-0.16%) Pre-Market: 20:00
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Goldman Sachs BDC Max Drawdown (5Y): 62.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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The Goldman Sachs Group Inc 48.75%
Apollo Global Management Inc 53.48%
The Carlyle Group Inc 56.71%
Diamond Hill Investment Group Inc 57.66%
Oaktree Specialty Lending Corp 57.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.65
Beta (5Y) 1.057
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.95%
Historical Sharpe Ratio (5Y) -0.0178
Historical Sortino (5Y) -0.0196
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.44%