Goldman Sachs Intl Equity Insights Fund C (GCICX)
14.07
-0.01
(-0.07%)
USD |
Dec 13 2024
GCICX Max Drawdown (5Y): 41.28% for Nov. 30, 2024
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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
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2584 |
Beta (5Y) | 1.027 |
Alpha (vs YCharts Benchmark) (5Y) | -6.828 |
Beta (vs YCharts Benchmark) (5Y) | 0.9633 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.58% |
Historical Sharpe Ratio (5Y) | 0.1702 |
Historical Sortino (5Y) | 0.1852 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.91% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:GCICX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:GCICX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |