Goldman Sachs ActiveBeta® US SmCp Eq ETF (GSSC)
60.56
-0.13
(-0.21%)
USD |
NYSEARCA |
Apr 18, 16:00
60.50
-0.06
(-0.10%)
After-Hours: 20:00
GSSC Max Drawdown (5Y): 41.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 41.37% |
| February 29, 2024 | 41.37% |
| January 31, 2024 | 41.37% |
| December 31, 2023 | 41.37% |
| November 30, 2023 | 41.37% |
| October 31, 2023 | 41.37% |
| September 30, 2023 | 41.37% |
| August 31, 2023 | 41.37% |
| July 31, 2023 | 41.37% |
| June 30, 2023 | 41.37% |
| May 31, 2023 | 41.37% |
| April 30, 2023 | 41.37% |
| March 31, 2023 | 41.37% |
| February 28, 2023 | 41.37% |
| January 31, 2023 | 41.37% |
| December 31, 2022 | 41.37% |
| November 30, 2022 | 41.37% |
| October 31, 2022 | 41.37% |
| September 30, 2022 | 41.37% |
| August 31, 2022 | 41.37% |
| July 31, 2022 | 41.37% |
| June 30, 2022 | 41.37% |
| May 31, 2022 | 41.37% |
| April 30, 2022 | 41.37% |
| March 31, 2022 | 41.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.37% |
| January 31, 2022 | 41.37% |
| December 31, 2021 | 41.37% |
| November 30, 2021 | 41.37% |
| October 31, 2021 | 41.37% |
| September 30, 2021 | 41.37% |
| August 31, 2021 | 41.37% |
| July 31, 2021 | 41.37% |
| June 30, 2021 | 41.37% |
| May 31, 2021 | 41.37% |
| April 30, 2021 | 41.37% |
| March 31, 2021 | 41.37% |
| February 28, 2021 | 41.37% |
| January 31, 2021 | 41.37% |
| December 31, 2020 | 41.37% |
| November 30, 2020 | 41.37% |
| October 31, 2020 | 41.37% |
| September 30, 2020 | 41.37% |
| August 31, 2020 | 41.37% |
| July 31, 2020 | 41.37% |
| June 30, 2020 | 41.37% |
| May 31, 2020 | 41.37% |
| April 30, 2020 | 41.37% |
| March 31, 2020 | 41.37% |
| February 29, 2020 | 25.22% |
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
25.22%
Minimum
Apr 2019
41.37%
Maximum
Mar 2020
38.41%
Average
41.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.895 |
| Beta (5Y) | 0.9792 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.685 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.78% |
| Historical Sharpe Ratio (5Y) | 0.3182 |
| Historical Sortino (5Y) | 0.3777 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |