Goldman Sachs Small Cap Eq Insghts Instl (GCSIX)
21.67
-0.19 (-0.87%)
USD |
Jun 29 2022
GCSIX Max Drawdown (5Y): 45.08% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 45.08% |
| April 30, 2022 | 45.08% |
| March 31, 2022 | 45.08% |
| February 28, 2022 | 45.08% |
| January 31, 2022 | 45.08% |
| December 31, 2021 | 45.08% |
| November 30, 2021 | 45.08% |
| October 31, 2021 | 45.08% |
| September 30, 2021 | 45.08% |
| August 31, 2021 | 45.08% |
| July 31, 2021 | 45.08% |
| June 30, 2021 | 45.08% |
| May 31, 2021 | 45.08% |
| April 30, 2021 | 45.08% |
| March 31, 2021 | 45.08% |
| February 28, 2021 | 45.08% |
| January 31, 2021 | 45.08% |
| December 31, 2020 | 45.08% |
| November 30, 2020 | 45.08% |
| October 31, 2020 | 45.08% |
| September 30, 2020 | 45.08% |
| August 31, 2020 | 45.08% |
| July 31, 2020 | 45.08% |
| June 30, 2020 | 45.08% |
| May 31, 2020 | 45.08% |
| Date | Value |
|---|---|
| April 30, 2020 | 45.08% |
| March 31, 2020 | 45.08% |
| February 29, 2020 | 26.50% |
| January 31, 2020 | 26.50% |
| December 31, 2019 | 26.50% |
| November 30, 2019 | 26.50% |
| October 31, 2019 | 26.50% |
| September 30, 2019 | 26.50% |
| August 31, 2019 | 26.50% |
| July 31, 2019 | 26.50% |
| June 30, 2019 | 26.50% |
| May 31, 2019 | 26.50% |
| April 30, 2019 | 26.50% |
| March 31, 2019 | 26.50% |
| February 28, 2019 | 26.50% |
| January 31, 2019 | 26.50% |
| December 31, 2018 | 26.50% |
| November 30, 2018 | 22.08% |
| October 31, 2018 | 22.08% |
| September 30, 2018 | 22.08% |
| August 31, 2018 | 22.08% |
| July 31, 2018 | 22.08% |
| June 30, 2018 | 22.08% |
| May 31, 2018 | 22.08% |
| April 30, 2018 | 22.08% |
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
22.08%
Minimum
Jul 2017
45.08%
Maximum
Mar 2020
33.73%
Average
26.50%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Vanguard Russell 2000 Index I | 41.69% |
| Russell Inv US Small Cap Equity Y | 44.61% |
| AB Small Cap Core Z | 44.86% |
| Voya Russell Small Cap Index Port I | 42.07% |
| Invesco Main Street Small Cap Y | 42.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.214 |
| Beta (5Y) | 1.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.91% |
| Historical Sharpe Ratio (5Y) | 0.3892 |
| Historical Sortino (5Y) | 0.4139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.27% |