Goldman Sachs Rising Dividend Gr P (GMHPX)
12.30
-0.51 (-3.98%)
USD |
May 18 2022
GMHPX Max Drawdown (5Y): 38.92% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 38.92% |
March 31, 2022 | 38.92% |
February 28, 2022 | 38.92% |
January 31, 2022 | 38.92% |
December 31, 2021 | 38.92% |
November 30, 2021 | 38.92% |
October 31, 2021 | 38.92% |
September 30, 2021 | 38.92% |
August 31, 2021 | 38.92% |
July 31, 2021 | 38.92% |
June 30, 2021 | 38.92% |
May 31, 2021 | 38.92% |
April 30, 2021 | 38.92% |
March 31, 2021 | 38.92% |
February 28, 2021 | 38.92% |
January 31, 2021 | 38.92% |
December 31, 2020 | 38.92% |
November 30, 2020 | 38.92% |
October 31, 2020 | 38.92% |
September 30, 2020 | 38.92% |
August 31, 2020 | 38.92% |
July 31, 2020 | 38.92% |
June 30, 2020 | 38.92% |
May 31, 2020 | 38.92% |
April 30, 2020 | 38.92% |
Date | Value |
---|---|
March 31, 2020 | 38.92% |
February 29, 2020 | 20.00% |
January 31, 2020 | 20.00% |
December 31, 2019 | 20.00% |
November 30, 2019 | 20.00% |
October 31, 2019 | 20.00% |
September 30, 2019 | 20.00% |
August 31, 2019 | 20.00% |
July 31, 2019 | 20.00% |
June 30, 2019 | 20.00% |
May 31, 2019 | 20.00% |
April 30, 2019 | 20.00% |
March 31, 2019 | 20.00% |
February 28, 2019 | 20.00% |
January 31, 2019 | 20.00% |
December 31, 2018 | 20.00% |
November 30, 2018 | 20.00% |
October 31, 2018 | 20.00% |
September 30, 2018 | 20.00% |
August 31, 2018 | 20.00% |
July 31, 2018 | 20.00% |
June 30, 2018 | 20.00% |
May 31, 2018 | 20.00% |
April 30, 2018 | 20.00% |
March 31, 2018 | 20.00% |
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
20.00%
Minimum
May 2017
38.92%
Maximum
Mar 2020
28.20%
Average
20.00%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.613 |
Beta (5Y) | 1.019 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.18% |
Historical Sharpe Ratio (5Y) | 0.5929 |
Historical Sortino (5Y) | 0.5494 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.65% |