Goldman Sachs Core Fixed Income Fund R (GDFRX)
9.08
+0.03
(+0.33%)
USD |
Jun 11 2025
GDFRX Max Drawdown (5Y): 20.51% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
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240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| JPMorgan Core Bond Fund R4 | 16.68% |
| Principal Bond Market Index Fund R-3 | 19.73% |
| PGIM Core Bond Fund R | 20.34% |
| MFS Core Bond Fund R3 | -- |
| BlackRock Core Bond Portfolio R | 19.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0363 |
| Beta (5Y) | 1.082 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0363 |
| Beta (vs YCharts Benchmark) (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.57% |
| Historical Sharpe Ratio (5Y) | -0.6059 |
| Historical Sortino (5Y) | -0.9507 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.30% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:GDFRX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:GDFRX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |