Goldman Sachs Global Infras R6 (GGIJX)
13.60
+0.01 (+0.07%)
USD |
Aug 18 2022
GGIJX Max Drawdown (5Y): 35.77% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.77% |
| June 30, 2022 | 35.77% |
| May 31, 2022 | 35.77% |
| April 30, 2022 | 35.77% |
| March 31, 2022 | 35.77% |
| February 28, 2022 | 35.77% |
| January 31, 2022 | 35.77% |
| December 31, 2021 | 35.77% |
| November 30, 2021 | 35.77% |
| October 31, 2021 | 35.77% |
| September 30, 2021 | 35.77% |
| August 31, 2021 | 35.77% |
| July 31, 2021 | 35.77% |
| June 30, 2021 | 35.77% |
| May 31, 2021 | 35.77% |
| April 30, 2021 | 35.77% |
| March 31, 2021 | 35.77% |
| February 28, 2021 | 35.77% |
| January 31, 2021 | 35.77% |
| December 31, 2020 | 35.77% |
| November 30, 2020 | 35.77% |
| October 31, 2020 | 35.77% |
| September 30, 2020 | 35.77% |
| August 31, 2020 | 35.77% |
| July 31, 2020 | 35.77% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.77% |
| May 31, 2020 | 35.77% |
| April 30, 2020 | 35.77% |
| March 31, 2020 | 35.77% |
| February 29, 2020 | 12.90% |
| January 31, 2020 | 12.90% |
| December 31, 2019 | 12.90% |
| November 30, 2019 | 12.90% |
| October 31, 2019 | 12.90% |
| September 30, 2019 | 12.90% |
| August 31, 2019 | 12.90% |
| July 31, 2019 | 12.90% |
| June 30, 2019 | 12.90% |
| May 31, 2019 | 12.90% |
| April 30, 2019 | 12.90% |
| March 31, 2019 | 12.90% |
| February 28, 2019 | 12.90% |
| January 31, 2019 | 12.90% |
| December 31, 2018 | 12.90% |
| November 30, 2018 | 10.91% |
| October 31, 2018 | 10.91% |
| September 30, 2018 | 10.91% |
| August 31, 2018 | 10.91% |
| July 31, 2018 | 10.91% |
| June 30, 2018 | 10.91% |
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
10.91%
Minimum
Aug 2017
35.77%
Maximum
Mar 2020
23.42%
Average
12.90%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3797 |
| Beta (5Y) | 0.6709 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.30% |
| Historical Sharpe Ratio (5Y) | 0.407 |
| Historical Sortino (5Y) | 0.4225 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.63% |