Goldman Sachs Hedge Industry VIP ETF (GVIP)
109.50
+0.60
(+0.55%)
USD |
NYSEARCA |
May 09, 16:00
109.27
-0.23
(-0.21%)
After-Hours: 20:00
GVIP Max Drawdown (5Y): 37.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.09% |
| March 31, 2024 | 37.09% |
| February 29, 2024 | 37.09% |
| January 31, 2024 | 37.09% |
| December 31, 2023 | 37.09% |
| November 30, 2023 | 37.09% |
| October 31, 2023 | 37.09% |
| September 30, 2023 | 37.09% |
| August 31, 2023 | 37.09% |
| July 31, 2023 | 37.09% |
| June 30, 2023 | 37.09% |
| May 31, 2023 | 37.09% |
| April 30, 2023 | 37.09% |
| March 31, 2023 | 37.09% |
| February 28, 2023 | 37.09% |
| January 31, 2023 | 37.09% |
| December 31, 2022 | 37.09% |
| November 30, 2022 | 37.09% |
| October 31, 2022 | 37.09% |
| September 30, 2022 | 36.63% |
| August 31, 2022 | 36.63% |
| July 31, 2022 | 36.63% |
| June 30, 2022 | 36.63% |
| May 31, 2022 | 36.63% |
| April 30, 2022 | 36.63% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.63% |
| February 28, 2022 | 36.63% |
| January 31, 2022 | 36.63% |
| December 31, 2021 | 36.63% |
| November 30, 2021 | 36.63% |
| October 31, 2021 | 36.63% |
| September 30, 2021 | 36.63% |
| August 31, 2021 | 36.63% |
| July 31, 2021 | 36.63% |
| June 30, 2021 | 36.63% |
| May 31, 2021 | 36.63% |
| April 30, 2021 | 36.63% |
| March 31, 2021 | 36.63% |
| February 28, 2021 | 36.63% |
| January 31, 2021 | 36.63% |
| December 31, 2020 | 36.63% |
| November 30, 2020 | 36.63% |
| October 31, 2020 | 36.63% |
| September 30, 2020 | 36.63% |
| August 31, 2020 | 36.63% |
| July 31, 2020 | 36.63% |
| June 30, 2020 | 36.63% |
| May 31, 2020 | 36.63% |
| April 30, 2020 | 36.63% |
| March 31, 2020 | 36.63% |
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
21.47%
Minimum
May 2019
37.09%
Maximum
Oct 2022
34.25%
Average
36.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.073 |
| Beta (5Y) | 1.096 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.073 |
| Beta (vs YCharts Benchmark) (5Y) | 1.096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.11% |
| Historical Sharpe Ratio (5Y) | 0.4387 |
| Historical Sortino (5Y) | 0.5184 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.22% |