Goldman Sachs Core Fixed Income Fund R6 (GCFUX)
9.10
+0.02
(+0.22%)
USD |
Jun 10 2025
GCFUX Max Drawdown (5Y): 19.62% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
| JPMorgan Core Bond Fund R5 | 16.53% |
| American Funds Bond Fund of America R5 | 16.96% |
| Sterling Capital Total Return Bond Fund R6 | 18.13% |
| Madison Core Bond Fund R6 | 17.60% |
| Calvert Core Bond Fund R6 | 18.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5548 |
| Beta (5Y) | 1.078 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.5548 |
| Beta (vs YCharts Benchmark) (5Y) | 1.078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.57% |
| Historical Sharpe Ratio (5Y) | -0.5143 |
| Historical Sortino (5Y) | -0.8122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.22% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:GCFUX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:GCFUX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |