Goldman Sachs Investor Tax-Ex MM Instl (FTXXX)
1.00
0.00 (0.00%)
USD |
May 18 2022
FTXXX Max Drawdown (5Y): 0.00% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 0.00% |
March 31, 2022 | 0.00% |
February 28, 2022 | 0.00% |
January 31, 2022 | 0.00% |
December 31, 2021 | 0.00% |
November 30, 2021 | 0.00% |
October 31, 2021 | 0.00% |
September 30, 2021 | 0.00% |
August 31, 2021 | 0.02% |
July 31, 2021 | 0.06% |
June 30, 2021 | 0.06% |
May 31, 2021 | 0.06% |
April 30, 2021 | 0.06% |
March 31, 2021 | 0.06% |
February 28, 2021 | 0.06% |
January 31, 2021 | 0.06% |
December 31, 2020 | 0.06% |
November 30, 2020 | 0.06% |
October 31, 2020 | 0.06% |
September 30, 2020 | 0.06% |
August 31, 2020 | 0.06% |
July 31, 2020 | 0.06% |
June 30, 2020 | 0.06% |
May 31, 2020 | 0.06% |
April 30, 2020 | 0.06% |
Date | Value |
---|---|
March 31, 2020 | 0.06% |
February 29, 2020 | 0.06% |
January 31, 2020 | 0.06% |
December 31, 2019 | 0.06% |
November 30, 2019 | 0.06% |
October 31, 2019 | 0.06% |
September 30, 2019 | 0.06% |
August 31, 2019 | 0.06% |
July 31, 2019 | 0.06% |
June 30, 2019 | 0.06% |
May 31, 2019 | 0.06% |
April 30, 2019 | 0.06% |
March 31, 2019 | 0.06% |
February 28, 2019 | 0.06% |
January 31, 2019 | 0.06% |
December 31, 2018 | 0.06% |
November 30, 2018 | 0.06% |
October 31, 2018 | 0.06% |
September 30, 2018 | 0.06% |
August 31, 2018 | 0.06% |
July 31, 2018 | 0.06% |
June 30, 2018 | 0.06% |
May 31, 2018 | 0.06% |
April 30, 2018 | 0.06% |
March 31, 2018 | 0.06% |
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
0.00%
Minimum
Sep 2021
0.06%
Maximum
May 2017
0.05%
Average
0.06%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3522 |
Beta (5Y) | 0.6189 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.17% |
Historical Sharpe Ratio (5Y) | -1.883 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | -0.00% |