Goldman Sachs Mid Cap Value C (GCMCX)
26.20
+0.38 (+1.47%)
USD |
Mar 31 2023
GCMCX Max Drawdown (5Y): 42.69% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2023 | 42.69% |
February 28, 2023 | 42.69% |
January 31, 2023 | 42.69% |
December 31, 2022 | 42.69% |
November 30, 2022 | 42.69% |
October 31, 2022 | 42.69% |
September 30, 2022 | 42.69% |
August 31, 2022 | 42.69% |
July 31, 2022 | 42.69% |
June 30, 2022 | 42.69% |
May 31, 2022 | 42.69% |
April 30, 2022 | 42.69% |
March 31, 2022 | 42.69% |
February 28, 2022 | 42.69% |
January 31, 2022 | 42.69% |
December 31, 2021 | 42.69% |
November 30, 2021 | 42.69% |
October 31, 2021 | 42.69% |
September 30, 2021 | 42.69% |
August 31, 2021 | 42.69% |
July 31, 2021 | 42.69% |
June 30, 2021 | 42.69% |
May 31, 2021 | 42.69% |
April 30, 2021 | 42.69% |
March 31, 2021 | 42.69% |
Date | Value |
---|---|
February 28, 2021 | 42.69% |
January 31, 2021 | 42.69% |
December 31, 2020 | 42.69% |
November 30, 2020 | 42.69% |
October 31, 2020 | 42.69% |
September 30, 2020 | 42.69% |
August 31, 2020 | 42.69% |
July 31, 2020 | 42.69% |
June 30, 2020 | 42.69% |
May 31, 2020 | 42.69% |
April 30, 2020 | 42.69% |
March 31, 2020 | 42.69% |
February 29, 2020 | 25.64% |
January 31, 2020 | 25.64% |
December 31, 2019 | 25.64% |
November 30, 2019 | 25.64% |
October 31, 2019 | 25.64% |
September 30, 2019 | 25.64% |
August 31, 2019 | 25.64% |
July 31, 2019 | 25.64% |
June 30, 2019 | 25.64% |
May 31, 2019 | 25.64% |
April 30, 2019 | 25.64% |
March 31, 2019 | 25.64% |
February 28, 2019 | 25.64% |
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
25.64%
Minimum
Apr 2018
42.69%
Maximum
Mar 2020
36.15%
Average
42.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.628 |
Beta (5Y) | 1.014 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4497 |
Beta (vs YCharts Benchmark) (5Y) | 0.9413 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.01% |
Historical Sharpe Ratio (5Y) | 0.3901 |
Historical Sortino (5Y) | 0.4001 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.90% |