GCSIX Max Drawdown (5Y) Analysis

Security
1. list

View 4,000+ Financial Data Types:

Add

Browse

Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Max Drawdown (5Y) Chart

Start Trial

Historical Data

View Historical Data

Start Trial

Max Drawdown Definition

View Max Drawdown Definition

Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks

Start Trial

Voya VP Russell Small Cap Index Port I	32.10%
Vanguard Russell 2000 Index Fund Institutional	31.92%
T Rowe Price Small-Cap Index Fund Z	31.88%
SEI Inst Mgd Small Cap Fund F	26.08%
SGI Small Cap Core Fund I	25.07%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-5.480
Beta (5Y)	1.089
Alpha (vs YCharts Benchmark) (5Y)	2.719
Beta (vs YCharts Benchmark) (5Y)	0.9503
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	20.36%
Historical Sharpe Ratio (5Y)	0.4707
Historical Sortino (5Y)	0.8573
Monthly Value at Risk (VaR) 5% (5Y Lookback)	8.92%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes

Start Trial

Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:GCSIX", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:GCSIX", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.

Goldman Sachs Small Cap Equity Insights Fund Inst (GCSIX)

GCSIX Max Drawdown (5Y): 30.81% for June 30, 2025

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Max Drawdown (5Y) Excel Add-In Codes