Goldman Sachs Mid Cap Value A (GCMAX)
30.88
+0.28 (+0.92%)
USD |
Mar 24 2023
GCMAX Max Drawdown (5Y): 42.62% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 42.62% |
| January 31, 2023 | 42.62% |
| December 31, 2022 | 42.62% |
| November 30, 2022 | 42.62% |
| October 31, 2022 | 42.62% |
| September 30, 2022 | 42.62% |
| August 31, 2022 | 42.62% |
| July 31, 2022 | 42.62% |
| June 30, 2022 | 42.62% |
| May 31, 2022 | 42.62% |
| April 30, 2022 | 42.62% |
| March 31, 2022 | 42.62% |
| February 28, 2022 | 42.62% |
| January 31, 2022 | 42.62% |
| December 31, 2021 | 42.62% |
| November 30, 2021 | 42.62% |
| October 31, 2021 | 42.62% |
| September 30, 2021 | 42.62% |
| August 31, 2021 | 42.62% |
| July 31, 2021 | 42.62% |
| June 30, 2021 | 42.62% |
| May 31, 2021 | 42.62% |
| April 30, 2021 | 42.62% |
| March 31, 2021 | 42.62% |
| February 28, 2021 | 42.62% |
| Date | Value |
|---|---|
| January 31, 2021 | 42.62% |
| December 31, 2020 | 42.62% |
| November 30, 2020 | 42.62% |
| October 31, 2020 | 42.62% |
| September 30, 2020 | 42.62% |
| August 31, 2020 | 42.62% |
| July 31, 2020 | 42.62% |
| June 30, 2020 | 42.62% |
| May 31, 2020 | 42.62% |
| April 30, 2020 | 42.62% |
| March 31, 2020 | 42.62% |
| February 29, 2020 | 25.19% |
| January 31, 2020 | 25.19% |
| December 31, 2019 | 25.19% |
| November 30, 2019 | 25.19% |
| October 31, 2019 | 25.19% |
| September 30, 2019 | 25.19% |
| August 31, 2019 | 25.19% |
| July 31, 2019 | 25.19% |
| June 30, 2019 | 25.19% |
| May 31, 2019 | 25.19% |
| April 30, 2019 | 25.19% |
| March 31, 2019 | 25.19% |
| February 28, 2019 | 25.19% |
| January 31, 2019 | 25.19% |
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
25.19%
Minimum
Mar 2018
42.62%
Maximum
Mar 2020
35.64%
Average
42.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hartford Schroders US MidCap Opps A | 40.75% |
| Nationwide Mid Cap Market Idx A | 42.22% |
| BNY Mellon Active MidCap A | 42.07% |
| Touchstone Mid Cap A | 35.57% |
| JPMorgan Mid Cap Equity A | 38.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5409 |
| Beta (5Y) | 1.018 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9049 |
| Beta (vs YCharts Benchmark) (5Y) | 0.939 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.73% |
| Historical Sharpe Ratio (5Y) | 0.4782 |
| Historical Sortino (5Y) | 0.4734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.52% |