GuideMark® Large Cap Core Service (GMLGX)

35.30 -0.19 (-0.54%) USD  |  Dec 12 2024
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GMLGX Max Drawdown (5Y): 35.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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iShares S&P 500 Index Service 33.76%
Voya Russell Large Cap Index Port S 32.62%
Russell Inv Sustainable Equity S 30.55%
Invesco Charter S 34.73%
Goldman Sachs US Equity Insights Svc 34.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.245
Beta (5Y) 1.046
Alpha (vs YCharts Benchmark) (5Y) -1.245
Beta (vs YCharts Benchmark) (5Y) 1.046
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.87%
Historical Sharpe Ratio (5Y) 0.6408
Historical Sortino (5Y) 0.7084
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.03%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:GMLGX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:GMLGX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.