DWS GNMA Fund A (GGGGX)

11.54 -0.04 (-0.35%) USD  |  Dec 13 2024
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GGGGX Max Drawdown (5Y): 17.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Voya GNMA Income Fund A 15.79%
American Century Ginnie Mae Fund A 18.40%
PIMCO GNMA & GS Fund A 18.06%
Franklin US Government Securities Fund A1 16.47%
BNY Mellon US Mortgage Fund A 16.79%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.060
Beta (5Y) 0.9476
Alpha (vs YCharts Benchmark) (5Y) -1.060
Beta (vs YCharts Benchmark) (5Y) 0.9476
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.24%
Historical Sharpe Ratio (5Y) -0.5374
Historical Sortino (5Y) -0.7349
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.15%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:GGGGX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:GGGGX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.