Goldman Sachs BDC Inc (GSBD)
12.74
-0.12
(-0.89%)
USD |
NYSE |
Nov 21, 16:00
12.77
+0.02
(+0.20%)
After-Hours: 20:00
Goldman Sachs BDC Max Drawdown (5Y): 62.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.67% |
| September 30, 2024 | 62.67% |
| August 31, 2024 | 62.67% |
| July 31, 2024 | 62.67% |
| June 30, 2024 | 62.67% |
| May 31, 2024 | 62.67% |
| April 30, 2024 | 62.67% |
| March 31, 2024 | 62.67% |
| February 29, 2024 | 62.67% |
| January 31, 2024 | 62.67% |
| December 31, 2023 | 62.67% |
| November 30, 2023 | 62.67% |
| October 31, 2023 | 62.67% |
| September 30, 2023 | 62.67% |
| August 31, 2023 | 62.67% |
| July 31, 2023 | 62.67% |
| June 30, 2023 | 62.67% |
| May 31, 2023 | 62.67% |
| April 30, 2023 | 62.67% |
| March 31, 2023 | 62.67% |
| February 28, 2023 | 62.67% |
| January 31, 2023 | 62.67% |
| December 31, 2022 | 62.67% |
| November 30, 2022 | 62.67% |
| October 31, 2022 | 62.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.67% |
| August 31, 2022 | 62.67% |
| July 31, 2022 | 62.67% |
| June 30, 2022 | 62.67% |
| May 31, 2022 | 62.67% |
| April 30, 2022 | 62.67% |
| March 31, 2022 | 62.67% |
| February 28, 2022 | 62.67% |
| January 31, 2022 | 62.67% |
| December 31, 2021 | 62.67% |
| November 30, 2021 | 62.67% |
| October 31, 2021 | 62.67% |
| September 30, 2021 | 62.67% |
| August 31, 2021 | 62.67% |
| July 31, 2021 | 62.67% |
| June 30, 2021 | 62.67% |
| May 31, 2021 | 62.67% |
| April 30, 2021 | 62.67% |
| March 31, 2021 | 62.67% |
| February 28, 2021 | 62.67% |
| January 31, 2021 | 62.67% |
| December 31, 2020 | 62.67% |
| November 30, 2020 | 62.67% |
| October 31, 2020 | 62.67% |
| September 30, 2020 | 62.67% |
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
27.58%
Minimum
Nov 2019
62.67%
Maximum
Mar 2020
60.33%
Average
62.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Goldman Sachs Group Inc | 48.75% |
| JPMorgan Chase & Co | 43.62% |
| Apollo Global Management Inc | 53.48% |
| The Carlyle Group Inc | 56.71% |
| Diamond Hill Investment Group Inc | 57.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.83 |
| Beta (5Y) | 1.074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.86% |
| Historical Sharpe Ratio (5Y) | 0.0009 |
| Historical Sortino (5Y) | 0.001 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.44% |