Goldman Sachs Mid Cap Growth A (GGOAX)
10.92
+0.20 (+1.87%)
USD |
Feb 02 2023
GGOAX Max Drawdown (5Y): 38.92% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 38.92% |
| December 31, 2022 | 38.92% |
| November 30, 2022 | 38.92% |
| October 31, 2022 | 38.92% |
| September 30, 2022 | 38.92% |
| August 31, 2022 | 38.92% |
| July 31, 2022 | 38.92% |
| June 30, 2022 | 38.92% |
| May 31, 2022 | 36.86% |
| April 30, 2022 | 34.02% |
| March 31, 2022 | 34.02% |
| February 28, 2022 | 34.02% |
| January 31, 2022 | 34.02% |
| December 31, 2021 | 34.02% |
| November 30, 2021 | 34.02% |
| October 31, 2021 | 34.02% |
| September 30, 2021 | 34.02% |
| August 31, 2021 | 34.02% |
| July 31, 2021 | 34.02% |
| June 30, 2021 | 34.02% |
| May 31, 2021 | 34.02% |
| April 30, 2021 | 34.02% |
| March 31, 2021 | 34.02% |
| February 28, 2021 | 34.02% |
| January 31, 2021 | 34.02% |
| Date | Value |
|---|---|
| December 31, 2020 | 34.02% |
| November 30, 2020 | 34.02% |
| October 31, 2020 | 34.02% |
| September 30, 2020 | 34.02% |
| August 31, 2020 | 34.02% |
| July 31, 2020 | 34.02% |
| June 30, 2020 | 34.02% |
| May 31, 2020 | 34.02% |
| April 30, 2020 | 34.02% |
| March 31, 2020 | 34.02% |
| February 29, 2020 | 24.22% |
| January 31, 2020 | 24.22% |
| December 31, 2019 | 24.22% |
| November 30, 2019 | 24.22% |
| October 31, 2019 | 24.22% |
| September 30, 2019 | 24.22% |
| August 31, 2019 | 24.22% |
| July 31, 2019 | 24.22% |
| June 30, 2019 | 24.22% |
| May 31, 2019 | 24.22% |
| April 30, 2019 | 24.22% |
| March 31, 2019 | 24.22% |
| February 28, 2019 | 24.22% |
| January 31, 2019 | 24.22% |
| December 31, 2018 | 24.22% |
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
24.22%
Minimum
Feb 2018
38.92%
Maximum
Jun 2022
30.64%
Average
34.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Voya MidCap Opportunities A | 38.87% |
| Lord Abbett Growth Opportunities A | 40.42% |
| American Century Heritage A | 40.65% |
| Victory Munder Mid-Cap Core Growth A | 40.17% |
| Virtus Silvant Mid-Cap Growth A | 43.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.106 |
| Beta (5Y) | 1.034 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4651 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9348 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.71% |
| Historical Sharpe Ratio (5Y) | 0.4166 |
| Historical Sortino (5Y) | 0.5411 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.46% |