Goldman Sachs MLP Energy Infras C (GLPCX)
19.57
-0.16 (-0.81%)
USD |
Apr 16
GLPCX Max Drawdown (5Y): 76.76% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 76.76% |
| February 28, 2021 | 76.76% |
| January 31, 2021 | 76.76% |
| December 31, 2020 | 76.76% |
| November 30, 2020 | 76.76% |
| October 31, 2020 | 76.76% |
| September 30, 2020 | 76.76% |
| August 31, 2020 | 76.76% |
| July 31, 2020 | 76.76% |
| June 30, 2020 | 76.76% |
| May 31, 2020 | 76.76% |
| April 30, 2020 | 76.76% |
| March 31, 2020 | 76.76% |
| February 29, 2020 | 57.63% |
| January 31, 2020 | 57.63% |
| December 31, 2019 | 57.63% |
| November 30, 2019 | 57.63% |
| October 31, 2019 | 57.63% |
| September 30, 2019 | 57.63% |
| August 31, 2019 | 57.63% |
| July 31, 2019 | 57.63% |
| June 30, 2019 | 57.63% |
| May 31, 2019 | 57.63% |
| April 30, 2019 | 57.63% |
| March 31, 2019 | 57.63% |
| Date | Value |
|---|---|
| February 28, 2019 | 57.63% |
| January 31, 2019 | 57.63% |
| December 31, 2018 | 57.63% |
| November 30, 2018 | 57.63% |
| October 31, 2018 | 57.63% |
| September 30, 2018 | 57.63% |
| August 31, 2018 | 57.63% |
| July 31, 2018 | 57.63% |
| June 30, 2018 | 57.63% |
| May 31, 2018 | 57.63% |
| April 30, 2018 | 57.63% |
| March 31, 2018 | 57.63% |
| February 28, 2018 | 57.63% |
| January 31, 2018 | 57.63% |
| December 31, 2017 | 57.63% |
| November 30, 2017 | 57.63% |
| October 31, 2017 | 57.63% |
| September 30, 2017 | 57.63% |
| August 31, 2017 | 57.63% |
| July 31, 2017 | 57.63% |
| June 30, 2017 | 57.63% |
| May 31, 2017 | 57.63% |
| April 30, 2017 | 57.63% |
| March 31, 2017 | 57.63% |
| February 28, 2017 | 57.63% |
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
57.63%
Minimum
Apr 2016
76.76%
Maximum
Mar 2020
61.78%
Average
57.63%
Median
Apr 2016
Max Drawdown (5Y) Benchmarks
| MainGate MLP C | 76.18% |
| PGIM Jennison MLP C | 69.98% |
| Catalyst Energy Infrastructure C | 77.19% |
| Center Coast Brookfield Midstream Foc C | 76.20% |
| Tortoise MLP & Pipeline C | 66.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.91 |
| Beta (5Y) | 1.735 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.58% |
| Historical Sharpe Ratio (5Y) | 0.0395 |
| Historical Sortino (5Y) | 0.0448 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |