Goldman Sachs Mid Cap Value Inv (GCMTX)
34.81
-0.17 (-0.49%)
USD |
May 24 2022
GCMTX Max Drawdown (5Y): 42.58% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.58% |
| March 31, 2022 | 42.58% |
| February 28, 2022 | 42.58% |
| January 31, 2022 | 42.58% |
| December 31, 2021 | 42.58% |
| November 30, 2021 | 42.58% |
| October 31, 2021 | 42.58% |
| September 30, 2021 | 42.58% |
| August 31, 2021 | 42.58% |
| July 31, 2021 | 42.58% |
| June 30, 2021 | 42.58% |
| May 31, 2021 | 42.58% |
| April 30, 2021 | 42.58% |
| March 31, 2021 | 42.58% |
| February 28, 2021 | 42.58% |
| January 31, 2021 | 42.58% |
| December 31, 2020 | 42.58% |
| November 30, 2020 | 42.58% |
| October 31, 2020 | 42.58% |
| September 30, 2020 | 42.58% |
| August 31, 2020 | 42.58% |
| July 31, 2020 | 42.58% |
| June 30, 2020 | 42.58% |
| May 31, 2020 | 42.58% |
| April 30, 2020 | 42.58% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.58% |
| February 29, 2020 | 25.03% |
| January 31, 2020 | 25.03% |
| December 31, 2019 | 25.03% |
| November 30, 2019 | 25.03% |
| October 31, 2019 | 25.03% |
| September 30, 2019 | 25.03% |
| August 31, 2019 | 25.03% |
| July 31, 2019 | 25.03% |
| June 30, 2019 | 25.03% |
| May 31, 2019 | 25.03% |
| April 30, 2019 | 25.03% |
| March 31, 2019 | 25.03% |
| February 28, 2019 | 25.03% |
| January 31, 2019 | 25.03% |
| December 31, 2018 | 25.03% |
| November 30, 2018 | 25.03% |
| October 31, 2018 | 25.03% |
| September 30, 2018 | 25.03% |
| August 31, 2018 | 25.03% |
| July 31, 2018 | 25.03% |
| June 30, 2018 | 25.03% |
| May 31, 2018 | 25.03% |
| April 30, 2018 | 25.03% |
| March 31, 2018 | 25.03% |
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
25.03%
Minimum
May 2017
42.58%
Maximum
Mar 2020
32.64%
Average
25.03%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Small/Mid Cap Value Inv | 44.31% |
| Thomas White American Opportunities Inv | 40.31% |
| Jensen Quality Value J | 34.53% |
| Hartford Schroders US MidCap Opps I | 40.70% |
| ClearBridge Mid Cap R | 39.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.683 |
| Beta (5Y) | 1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.98% |
| Historical Sharpe Ratio (5Y) | 0.5508 |
| Historical Sortino (5Y) | 0.4928 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.71% |