GMO US Small Cap Value Fund VI (GCAVX)

25.12 0.00 (0.00%) USD  |  Feb 03 2026
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GCAVX Max Drawdown (5Y): 26.15% for Jan. 31, 2026

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Hartford Small Cap Value Fund F 26.39%
Goldman Sachs Small Cap Value Insights Fund P 27.45%
Pear Tree Polaris Sm Cap Fd Ord 21.52%
Empower Small Cap Value Fund Inv 25.34%
Towle Value Fund 35.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.345
Beta (5Y) 1.063
Alpha (vs YCharts Benchmark) (5Y) 4.248
Beta (vs YCharts Benchmark) (5Y) 0.9871
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.35%
Historical Sharpe Ratio (5Y) 0.5217
Historical Sortino (5Y) 0.9511
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.90%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:GCAVX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:GCAVX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.