Goldman Sachs MLP Energy Infras Instl (GMLPX)
29.49
+0.48 (+1.65%)
USD |
May 17 2022
GMLPX Max Drawdown (5Y): 75.45% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 75.45% |
| March 31, 2022 | 75.45% |
| February 28, 2022 | 75.45% |
| January 31, 2022 | 75.45% |
| December 31, 2021 | 75.45% |
| November 30, 2021 | 75.45% |
| October 31, 2021 | 75.45% |
| September 30, 2021 | 75.45% |
| August 31, 2021 | 75.45% |
| July 31, 2021 | 75.45% |
| June 30, 2021 | 75.45% |
| May 31, 2021 | 75.45% |
| April 30, 2021 | 75.45% |
| March 31, 2021 | 75.45% |
| February 28, 2021 | 75.45% |
| January 31, 2021 | 75.45% |
| December 31, 2020 | 75.45% |
| November 30, 2020 | 75.45% |
| October 31, 2020 | 75.45% |
| September 30, 2020 | 75.45% |
| August 31, 2020 | 75.45% |
| July 31, 2020 | 75.45% |
| June 30, 2020 | 75.45% |
| May 31, 2020 | 75.45% |
| April 30, 2020 | 75.45% |
| Date | Value |
|---|---|
| March 31, 2020 | 75.45% |
| February 29, 2020 | 56.96% |
| January 31, 2020 | 56.96% |
| December 31, 2019 | 56.96% |
| November 30, 2019 | 56.96% |
| October 31, 2019 | 56.96% |
| September 30, 2019 | 56.96% |
| August 31, 2019 | 56.96% |
| July 31, 2019 | 56.96% |
| June 30, 2019 | 56.96% |
| May 31, 2019 | 56.96% |
| April 30, 2019 | 56.96% |
| March 31, 2019 | 56.96% |
| February 28, 2019 | 56.96% |
| January 31, 2019 | 56.96% |
| December 31, 2018 | 56.96% |
| November 30, 2018 | 56.96% |
| October 31, 2018 | 56.96% |
| September 30, 2018 | 56.96% |
| August 31, 2018 | 56.96% |
| July 31, 2018 | 56.96% |
| June 30, 2018 | 56.96% |
| May 31, 2018 | 56.96% |
| April 30, 2018 | 56.96% |
| March 31, 2018 | 56.96% |
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
56.96%
Minimum
May 2017
75.45%
Maximum
Mar 2020
64.97%
Average
56.96%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| PGIM Jennison MLP Z | 68.43% |
| Cohen & Steers MLP & Energy Opp I | 69.03% |
| Catalyst Energy Infrastructure I | 76.19% |
| Tortoise MLP & Energy Income Ins | 62.99% |
| Center Coast Brookfield Midstream Foc I | 75.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.85 |
| Beta (5Y) | 1.451 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.80% |
| Historical Sharpe Ratio (5Y) | 0.1333 |
| Historical Sortino (5Y) | 0.1532 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.56% |