Goldman Sachs ActiveBeta® US LgCp Eq ETF (GSLC)
103.60
-0.70
(-0.67%)
USD |
NYSEARCA |
May 23, 16:00
103.58
-0.02
(-0.02%)
Pre-Market: 20:00
GSLC Max Drawdown (5Y): 33.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.69% |
March 31, 2024 | 33.69% |
February 29, 2024 | 33.69% |
January 31, 2024 | 33.69% |
December 31, 2023 | 33.69% |
November 30, 2023 | 33.69% |
October 31, 2023 | 33.69% |
September 30, 2023 | 33.69% |
August 31, 2023 | 33.69% |
July 31, 2023 | 33.69% |
June 30, 2023 | 33.69% |
May 31, 2023 | 33.69% |
April 30, 2023 | 33.69% |
March 31, 2023 | 33.69% |
February 28, 2023 | 33.69% |
January 31, 2023 | 33.69% |
December 31, 2022 | 33.69% |
November 30, 2022 | 33.69% |
October 31, 2022 | 33.69% |
September 30, 2022 | 33.69% |
August 31, 2022 | 33.69% |
July 31, 2022 | 33.69% |
June 30, 2022 | 33.69% |
May 31, 2022 | 33.69% |
April 30, 2022 | 33.69% |
Date | Value |
---|---|
March 31, 2022 | 33.69% |
February 28, 2022 | 33.69% |
January 31, 2022 | 33.69% |
December 31, 2021 | 33.69% |
November 30, 2021 | 33.69% |
October 31, 2021 | 33.69% |
September 30, 2021 | 33.69% |
August 31, 2021 | 33.69% |
July 31, 2021 | 33.69% |
June 30, 2021 | 33.69% |
May 31, 2021 | 33.69% |
April 30, 2021 | 33.69% |
March 31, 2021 | 33.69% |
February 28, 2021 | 33.69% |
January 31, 2021 | 33.69% |
December 31, 2020 | 33.69% |
November 30, 2020 | 33.69% |
October 31, 2020 | 33.69% |
September 30, 2020 | 33.69% |
August 31, 2020 | 33.69% |
July 31, 2020 | 33.69% |
June 30, 2020 | 33.69% |
May 31, 2020 | 33.69% |
April 30, 2020 | 33.69% |
March 31, 2020 | 33.69% |
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
19.57%
Minimum
May 2019
33.69%
Maximum
Mar 2020
31.34%
Average
33.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® S&P 500 ETF Trust | 33.70% |
iShares Russell Top 200 ETF | 32.71% |
iShares MSCI KLD 400 Social ETF | 34.10% |
iShares Russell 1000 ETF | 34.60% |
iShares Dow Jones US ETF | 34.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3967 |
Beta (5Y) | 0.9809 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3967 |
Beta (vs YCharts Benchmark) (5Y) | 0.9809 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.68% |
Historical Sharpe Ratio (5Y) | 0.5638 |
Historical Sortino (5Y) | 0.6267 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.82% |