Great Lakes Small Cap Opportunity Instl (GLSIX)
16.50
+0.10 (+0.61%)
USD |
Aug 05 2022
GLSIX Max Drawdown (5Y): 42.35% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.35% |
| June 30, 2022 | 42.35% |
| May 31, 2022 | 42.35% |
| April 30, 2022 | 42.35% |
| March 31, 2022 | 42.35% |
| February 28, 2022 | 42.35% |
| January 31, 2022 | 42.35% |
| December 31, 2021 | 42.35% |
| November 30, 2021 | 42.35% |
| October 31, 2021 | 42.35% |
| September 30, 2021 | 42.35% |
| August 31, 2021 | 42.35% |
| July 31, 2021 | 42.35% |
| June 30, 2021 | 42.35% |
| May 31, 2021 | 42.35% |
| April 30, 2021 | 42.35% |
| March 31, 2021 | 42.35% |
| February 28, 2021 | 42.35% |
| January 31, 2021 | 42.35% |
| December 31, 2020 | 42.35% |
| November 30, 2020 | 42.35% |
| October 31, 2020 | 42.35% |
| September 30, 2020 | 42.35% |
| August 31, 2020 | 42.35% |
| July 31, 2020 | 42.35% |
| Date | Value |
|---|---|
| June 30, 2020 | 42.35% |
| May 31, 2020 | 42.35% |
| April 30, 2020 | 42.35% |
| March 31, 2020 | 42.35% |
| February 29, 2020 | 22.53% |
| January 31, 2020 | 22.53% |
| December 31, 2019 | 22.53% |
| November 30, 2019 | 22.53% |
| October 31, 2019 | 22.53% |
| September 30, 2019 | 22.53% |
| August 31, 2019 | 22.53% |
| July 31, 2019 | 22.53% |
| June 30, 2019 | 22.53% |
| May 31, 2019 | 22.53% |
| April 30, 2019 | 22.53% |
| March 31, 2019 | 22.53% |
| February 28, 2019 | 22.53% |
| January 31, 2019 | 22.53% |
| December 31, 2018 | 22.53% |
| November 30, 2018 | 22.53% |
| October 31, 2018 | 22.53% |
| September 30, 2018 | 22.53% |
| August 31, 2018 | 22.53% |
| July 31, 2018 | 22.53% |
| June 30, 2018 | 22.53% |
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
22.53%
Minimum
Aug 2017
42.35%
Maximum
Mar 2020
32.11%
Average
22.53%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| TETON Westwood SmallCap Equity I | 45.11% |
| Acuitas US Microcap Institutional | 51.63% |
| MassMutual Small Cap Val Eq I | 45.99% |
| Timothy Plan Small Cap Value I | 43.17% |
| CRM Small Cap Value Instl | 47.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.597 |
| Beta (5Y) | 1.155 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.31% |
| Historical Sharpe Ratio (5Y) | 0.338 |
| Historical Sortino (5Y) | 0.3718 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.27% |