Goldman Sachs Mid Cap Value R (GCMRX)
34.37
-0.16 (-0.46%)
USD |
May 24 2022
GCMRX Max Drawdown (5Y): 42.63% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.63% |
| March 31, 2022 | 42.63% |
| February 28, 2022 | 42.63% |
| January 31, 2022 | 42.63% |
| December 31, 2021 | 42.63% |
| November 30, 2021 | 42.63% |
| October 31, 2021 | 42.63% |
| September 30, 2021 | 42.63% |
| August 31, 2021 | 42.63% |
| July 31, 2021 | 42.63% |
| June 30, 2021 | 42.63% |
| May 31, 2021 | 42.63% |
| April 30, 2021 | 42.63% |
| March 31, 2021 | 42.63% |
| February 28, 2021 | 42.63% |
| January 31, 2021 | 42.63% |
| December 31, 2020 | 42.63% |
| November 30, 2020 | 42.63% |
| October 31, 2020 | 42.63% |
| September 30, 2020 | 42.63% |
| August 31, 2020 | 42.63% |
| July 31, 2020 | 42.63% |
| June 30, 2020 | 42.63% |
| May 31, 2020 | 42.63% |
| April 30, 2020 | 42.63% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.63% |
| February 29, 2020 | 25.32% |
| January 31, 2020 | 25.32% |
| December 31, 2019 | 25.32% |
| November 30, 2019 | 25.32% |
| October 31, 2019 | 25.32% |
| September 30, 2019 | 25.32% |
| August 31, 2019 | 25.32% |
| July 31, 2019 | 25.32% |
| June 30, 2019 | 25.32% |
| May 31, 2019 | 25.32% |
| April 30, 2019 | 25.32% |
| March 31, 2019 | 25.32% |
| February 28, 2019 | 25.32% |
| January 31, 2019 | 25.32% |
| December 31, 2018 | 25.32% |
| November 30, 2018 | 25.32% |
| October 31, 2018 | 25.32% |
| September 30, 2018 | 25.32% |
| August 31, 2018 | 25.32% |
| July 31, 2018 | 25.32% |
| June 30, 2018 | 25.32% |
| May 31, 2018 | 25.32% |
| April 30, 2018 | 25.32% |
| March 31, 2018 | 25.32% |
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
25.32%
Minimum
May 2017
42.63%
Maximum
Mar 2020
32.82%
Average
25.32%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| ClearBridge Mid Cap R | 39.89% |
| Allspring Common Stock R6 | 45.61% |
| Hartford Schroders US MidCap Opps SDR | 40.74% |
| Goldman Sachs Small/Mid Cap Value R6 | 44.30% |
| Invesco Main Street Mid Cap R6 | 41.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.217 |
| Beta (5Y) | 1.016 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.97% |
| Historical Sharpe Ratio (5Y) | 0.5235 |
| Historical Sortino (5Y) | 0.4704 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.73% |