iShares S&P GSCI Commodity-Indexed Trust (GSG)
22.30
0.00 (0.00%)
USD |
NYSEARCA |
Apr 18, 16:00
22.30
0.00 (0.00%)
After-Hours: 18:59
GSG Max Drawdown (5Y): 62.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.29% |
| February 29, 2024 | 62.29% |
| January 31, 2024 | 62.29% |
| December 31, 2023 | 62.29% |
| November 30, 2023 | 62.29% |
| October 31, 2023 | 62.29% |
| September 30, 2023 | 62.29% |
| August 31, 2023 | 62.29% |
| July 31, 2023 | 62.29% |
| June 30, 2023 | 62.29% |
| May 31, 2023 | 62.29% |
| April 30, 2023 | 62.29% |
| March 31, 2023 | 62.29% |
| February 28, 2023 | 62.29% |
| January 31, 2023 | 62.29% |
| December 31, 2022 | 62.29% |
| November 30, 2022 | 62.29% |
| October 31, 2022 | 62.29% |
| September 30, 2022 | 62.29% |
| August 31, 2022 | 62.29% |
| July 31, 2022 | 62.29% |
| June 30, 2022 | 62.29% |
| May 31, 2022 | 62.29% |
| April 30, 2022 | 62.29% |
| March 31, 2022 | 62.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.69% |
| January 31, 2022 | 62.69% |
| December 31, 2021 | 62.69% |
| November 30, 2021 | 62.69% |
| October 31, 2021 | 62.69% |
| September 30, 2021 | 62.69% |
| August 31, 2021 | 62.69% |
| July 31, 2021 | 62.69% |
| June 30, 2021 | 62.69% |
| May 31, 2021 | 62.69% |
| April 30, 2021 | 62.69% |
| March 31, 2021 | 62.69% |
| February 28, 2021 | 62.69% |
| January 31, 2021 | 63.70% |
| December 31, 2020 | 63.70% |
| November 30, 2020 | 68.34% |
| October 31, 2020 | 68.78% |
| September 30, 2020 | 68.78% |
| August 31, 2020 | 68.78% |
| July 31, 2020 | 68.78% |
| June 30, 2020 | 68.78% |
| May 31, 2020 | 68.78% |
| April 30, 2020 | 68.78% |
| March 31, 2020 | 68.78% |
| February 29, 2020 | 68.78% |
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
62.29%
Minimum
Apr 2022
68.78%
Maximum
Apr 2019
64.59%
Average
62.69%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.305 |
| Beta (5Y) | 1.370 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.305 |
| Beta (vs YCharts Benchmark) (5Y) | 1.370 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.09% |
| Historical Sharpe Ratio (5Y) | 0.1804 |
| Historical Sortino (5Y) | 0.2227 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.00% |