Goldman Sachs FS Treasury Intms Res (GIRXX)
1.00
0.00 (0.00%)
USD |
May 20 2022
GIRXX Max Drawdown (5Y): 0.00% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 0.00% |
| March 31, 2022 | 0.00% |
| February 28, 2022 | 0.00% |
| January 31, 2022 | 0.00% |
| December 31, 2021 | 0.00% |
| November 30, 2021 | 0.00% |
| October 31, 2021 | 0.00% |
| September 30, 2021 | 0.00% |
| August 31, 2021 | 0.00% |
| July 31, 2021 | 0.00% |
| June 30, 2021 | 0.00% |
| May 31, 2021 | 0.00% |
| April 30, 2021 | 0.00% |
| March 31, 2021 | 0.00% |
| February 28, 2021 | 0.00% |
| January 31, 2021 | 0.00% |
| December 31, 2020 | 0.00% |
| November 30, 2020 | 0.00% |
| October 31, 2020 | 0.00% |
| September 30, 2020 | 0.00% |
| August 31, 2020 | 0.00% |
| July 31, 2020 | 0.00% |
| June 30, 2020 | 0.00% |
| May 31, 2020 | 0.00% |
| April 30, 2020 | 0.00% |
| Date | Value |
|---|---|
| March 31, 2020 | 0.00% |
| February 29, 2020 | 0.00% |
| January 31, 2020 | 0.00% |
| December 31, 2019 | 0.00% |
| November 30, 2019 | 0.01% |
| October 31, 2019 | 0.02% |
| September 30, 2019 | 0.03% |
| August 31, 2019 | 0.04% |
| July 31, 2019 | 0.06% |
| June 30, 2019 | 0.07% |
| May 31, 2019 | 0.08% |
| April 30, 2019 | 0.09% |
| March 31, 2019 | 0.10% |
| February 28, 2019 | 0.11% |
| January 31, 2019 | 0.12% |
| December 31, 2018 | 0.12% |
| November 30, 2018 | 0.12% |
| October 31, 2018 | 0.12% |
| September 30, 2018 | 0.12% |
| August 31, 2018 | 0.12% |
| July 31, 2018 | 0.12% |
| June 30, 2018 | 0.12% |
| May 31, 2018 | 0.12% |
| April 30, 2018 | 0.12% |
| March 31, 2018 | 0.12% |
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
0.00%
Minimum
Dec 2019
0.12%
Maximum
May 2017
0.05%
Average
0.01%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4944 |
| Beta (5Y) | 0.6123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.17% |
| Historical Sharpe Ratio (5Y) | -2.680 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | -0.00% |