S&P GSCI Total Return (^SGT)
3741.65
-14.24
(-0.38%)
USD |
Apr 23, 06:53
S&P GSCI Total Return Max Drawdown (5Y): 61.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.08% |
| February 29, 2024 | 61.08% |
| January 31, 2024 | 61.08% |
| December 31, 2023 | 61.08% |
| November 30, 2023 | 61.08% |
| October 31, 2023 | 61.08% |
| September 30, 2023 | 61.08% |
| August 31, 2023 | 61.08% |
| July 31, 2023 | 61.08% |
| June 30, 2023 | 61.08% |
| May 31, 2023 | 61.08% |
| April 30, 2023 | 61.08% |
| March 31, 2023 | 61.08% |
| February 28, 2023 | 61.08% |
| January 31, 2023 | 61.08% |
| December 31, 2022 | 61.08% |
| November 30, 2022 | 61.08% |
| October 31, 2022 | 61.08% |
| September 30, 2022 | 61.08% |
| August 31, 2022 | 61.08% |
| July 31, 2022 | 61.08% |
| June 30, 2022 | 61.08% |
| May 31, 2022 | 61.08% |
| April 30, 2022 | 61.08% |
| March 31, 2022 | 61.08% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.08% |
| January 31, 2022 | 61.08% |
| December 31, 2021 | 61.08% |
| November 30, 2021 | 61.08% |
| October 31, 2021 | 61.08% |
| September 30, 2021 | 61.08% |
| August 31, 2021 | 61.08% |
| July 31, 2021 | 61.08% |
| June 30, 2021 | 61.08% |
| May 31, 2021 | 61.08% |
| April 30, 2021 | 61.08% |
| March 31, 2021 | 61.08% |
| February 28, 2021 | 61.08% |
| January 31, 2021 | 62.30% |
| December 31, 2020 | 62.30% |
| November 30, 2020 | 67.51% |
| October 31, 2020 | 67.81% |
| September 30, 2020 | 67.81% |
| August 31, 2020 | 67.81% |
| July 31, 2020 | 67.81% |
| June 30, 2020 | 67.81% |
| May 31, 2020 | 67.81% |
| April 30, 2020 | 67.81% |
| March 31, 2020 | 67.81% |
| February 29, 2020 | 67.81% |
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
61.08%
Minimum
Feb 2021
67.81%
Maximum
Apr 2019
63.36%
Average
61.08%
Median
Feb 2021