Goldman Sachs ActiveBeta® Japan Eq ETF (GSJY)
31.87
-0.09 (-0.28%)
USD |
NYSEARCA |
May 24, 16:00
GSJY Max Drawdown (5Y): 28.41% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 28.41% |
| March 31, 2022 | 28.41% |
| February 28, 2022 | 28.41% |
| January 31, 2022 | 28.41% |
| December 31, 2021 | 28.41% |
| November 30, 2021 | 28.41% |
| October 31, 2021 | 28.41% |
| September 30, 2021 | 28.41% |
| August 31, 2021 | 28.41% |
| July 31, 2021 | 28.41% |
| June 30, 2021 | 28.41% |
| May 31, 2021 | 28.41% |
| April 30, 2021 | 28.41% |
| March 31, 2021 | 28.41% |
| February 28, 2021 | 28.41% |
| January 31, 2021 | 28.41% |
| December 31, 2020 | 28.41% |
| November 30, 2020 | 28.41% |
| October 31, 2020 | 28.41% |
| September 30, 2020 | 28.41% |
| August 31, 2020 | 28.41% |
| July 31, 2020 | 28.41% |
| June 30, 2020 | 28.41% |
| May 31, 2020 | 28.41% |
| April 30, 2020 | 28.41% |
| Date | Value |
|---|---|
| March 31, 2020 | 28.41% |
| February 29, 2020 | 20.02% |
| January 31, 2020 | 20.02% |
| December 31, 2019 | 20.02% |
| November 30, 2019 | 20.02% |
| October 31, 2019 | 20.02% |
| September 30, 2019 | 20.02% |
| August 31, 2019 | 20.02% |
| July 31, 2019 | 20.02% |
| June 30, 2019 | 20.02% |
| May 31, 2019 | 20.02% |
| April 30, 2019 | 20.02% |
| March 31, 2019 | 20.02% |
| February 28, 2019 | 20.02% |
| January 31, 2019 | 20.02% |
| December 31, 2018 | 20.02% |
| November 30, 2018 | 14.01% |
| October 31, 2018 | 14.01% |
| September 30, 2018 | 10.23% |
| August 31, 2018 | 10.20% |
| July 31, 2018 | 9.53% |
| June 30, 2018 | 9.17% |
| May 31, 2018 | 9.17% |
| April 30, 2018 | 9.17% |
| March 31, 2018 | 9.17% |
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
6.02%
Minimum
May 2017
28.41%
Maximum
Mar 2020
19.95%
Average
20.02%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1184 |
| Beta (5Y) | 0.7011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.16% |
| Historical Sharpe Ratio (5Y) | 0.2309 |
| Historical Sortino (5Y) | 0.2803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.90% |