Goldman Sachs Small/Mid Cap Value R6 (GMCUX)
14.47
+0.17 (+1.19%)
USD |
Jul 01 2022
GMCUX Max Drawdown (5Y): 44.30% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 44.30% |
| May 31, 2022 | 44.30% |
| April 30, 2022 | 44.30% |
| March 31, 2022 | 44.30% |
| February 28, 2022 | 44.30% |
| January 31, 2022 | 44.30% |
| December 31, 2021 | 44.30% |
| November 30, 2021 | 44.30% |
| October 31, 2021 | 44.30% |
| September 30, 2021 | 44.30% |
| August 31, 2021 | 44.30% |
| July 31, 2021 | 44.30% |
| June 30, 2021 | 44.30% |
| May 31, 2021 | 44.30% |
| April 30, 2021 | 44.30% |
| March 31, 2021 | 44.30% |
| February 28, 2021 | 44.30% |
| January 31, 2021 | 44.30% |
| December 31, 2020 | 44.30% |
| November 30, 2020 | 44.30% |
| October 31, 2020 | 44.30% |
| September 30, 2020 | 44.30% |
| August 31, 2020 | 44.30% |
| July 31, 2020 | 44.30% |
| June 30, 2020 | 44.30% |
| Date | Value |
|---|---|
| May 31, 2020 | 44.30% |
| April 30, 2020 | 44.30% |
| March 31, 2020 | 44.30% |
| February 29, 2020 | 22.40% |
| January 31, 2020 | 22.40% |
| December 31, 2019 | 22.40% |
| November 30, 2019 | 22.40% |
| October 31, 2019 | 22.40% |
| September 30, 2019 | 22.40% |
| August 31, 2019 | 22.40% |
| July 31, 2019 | 22.40% |
| June 30, 2019 | 22.40% |
| May 31, 2019 | 22.40% |
| April 30, 2019 | 22.40% |
| March 31, 2019 | 22.40% |
| February 28, 2019 | 22.40% |
| January 31, 2019 | 22.40% |
| December 31, 2018 | 22.40% |
| November 30, 2018 | 21.99% |
| October 31, 2018 | 21.99% |
| September 30, 2018 | 21.99% |
| August 31, 2018 | 21.99% |
| July 31, 2018 | 21.99% |
| June 30, 2018 | 21.99% |
| May 31, 2018 | 21.99% |
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
21.99%
Minimum
Jul 2017
44.30%
Maximum
Mar 2020
32.51%
Average
22.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Mid Cap Value R | 42.63% |
| ClearBridge Mid Cap R | 39.89% |
| Lord Abbett Value Opportunities R3 | 39.10% |
| Hartford Schroders US MidCap Opps SDR | 40.74% |
| Allspring Common Stock R6 | 45.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.656 |
| Beta (5Y) | 1.104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.60% |
| Historical Sharpe Ratio (5Y) | 0.3562 |
| Historical Sortino (5Y) | 0.3565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.56% |