Guggenheim Macro Opportunities Fund R6 (GIOSX)

24.57 +0.01 (+0.04%) USD  |  Jun 09 2026
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GIOSX Max Drawdown (5Y): 11.92% for May 31, 2026

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2026 11.92%
April 30, 2026 11.92%
March 31, 2026 11.92%
February 28, 2026 11.92%
January 31, 2026 11.92%
December 31, 2025 11.92%
November 30, 2025 11.92%
October 31, 2025 11.92%
September 30, 2025 11.92%
August 31, 2025 11.92%
July 31, 2025 11.92%
June 30, 2025 11.92%
May 31, 2025 11.92%
April 30, 2025 11.92%
March 31, 2025 11.92%
February 28, 2025 11.92%
January 31, 2025 11.92%
December 31, 2024 11.92%
November 30, 2024 11.92%
October 31, 2024 11.92%
September 30, 2024 11.92%
August 31, 2024 11.92%
July 31, 2024 11.92%
June 30, 2024 11.92%
May 31, 2024 11.92%
Date Value
April 30, 2024 11.92%
March 31, 2024 11.92%
February 29, 2024 11.92%
January 31, 2024 11.92%
December 31, 2023 11.92%
November 30, 2023 11.92%
October 31, 2023 11.92%
September 30, 2023 11.92%
August 31, 2023 11.92%
July 31, 2023 11.92%
June 30, 2023 11.92%
May 31, 2023 11.92%
April 30, 2023 11.92%
March 31, 2023 11.92%
February 28, 2023 11.92%
January 31, 2023 11.92%
December 31, 2022 11.92%
November 30, 2022 11.92%
October 31, 2022 11.92%
September 30, 2022 10.79%
August 31, 2022 9.46%
July 31, 2022 9.46%
June 30, 2022 9.46%
May 31, 2022 8.36%
April 30, 2022 8.36%

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.

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Max Drawdown (5Y) Range, Past 5 Years

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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

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PGIM Absolute Return Bond Fund R6 3.67%
Carillon Reams Unconstrained Bond Fund R-6 11.06%
Western Asset Total Return Unconstrained Fund R 20.05%
PIMCO Dynamic Bond Fund R 10.82%
JPMorgan Strategic Income Opportunities Fund R5 0.81%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.954
Beta (5Y) 0.5799
Alpha (vs YCharts Benchmark) (5Y) 1.504
Beta (vs YCharts Benchmark) (5Y) 0.5179
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 4.34%
Historical Sharpe Ratio (5Y) 0.0021
Historical Sortino (5Y) 0.0027
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.09%

Max Drawdown (5Y) Excel Add-In Codes

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