Goldman Sachs Mid Cap Growth R (GGORX)
8.62
-0.23 (-2.60%)
USD |
Jun 28 2022
GGORX Max Drawdown (5Y): 36.95% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 36.95% |
April 30, 2022 | 34.01% |
March 31, 2022 | 34.01% |
February 28, 2022 | 34.01% |
January 31, 2022 | 34.01% |
December 31, 2021 | 34.01% |
November 30, 2021 | 34.01% |
October 31, 2021 | 34.01% |
September 30, 2021 | 34.01% |
August 31, 2021 | 34.01% |
July 31, 2021 | 34.01% |
June 30, 2021 | 34.01% |
May 31, 2021 | 34.01% |
April 30, 2021 | 34.01% |
March 31, 2021 | 34.01% |
February 28, 2021 | 34.01% |
January 31, 2021 | 34.01% |
December 31, 2020 | 34.01% |
November 30, 2020 | 34.01% |
October 31, 2020 | 34.01% |
September 30, 2020 | 34.01% |
August 31, 2020 | 34.01% |
July 31, 2020 | 34.01% |
June 30, 2020 | 34.01% |
May 31, 2020 | 34.01% |
Date | Value |
---|---|
April 30, 2020 | 34.01% |
March 31, 2020 | 34.01% |
February 29, 2020 | 24.35% |
January 31, 2020 | 24.35% |
December 31, 2019 | 24.35% |
November 30, 2019 | 24.35% |
October 31, 2019 | 24.35% |
September 30, 2019 | 24.35% |
August 31, 2019 | 24.35% |
July 31, 2019 | 24.35% |
June 30, 2019 | 24.35% |
May 31, 2019 | 24.35% |
April 30, 2019 | 24.35% |
March 31, 2019 | 24.35% |
February 28, 2019 | 24.35% |
January 31, 2019 | 24.35% |
December 31, 2018 | 24.35% |
November 30, 2018 | 24.35% |
October 31, 2018 | 24.35% |
September 30, 2018 | 24.35% |
August 31, 2018 | 24.35% |
July 31, 2018 | 24.35% |
June 30, 2018 | 24.35% |
May 31, 2018 | 24.35% |
April 30, 2018 | 24.35% |
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
24.35%
Minimum
Jun 2017
36.95%
Maximum
May 2022
28.75%
Average
24.35%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.824 |
Beta (5Y) | 1.040 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.06% |
Historical Sharpe Ratio (5Y) | 0.4989 |
Historical Sortino (5Y) | 0.5785 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.06% |