GMO Global Asset Allocation Fund III (GMWAX)

33.89 -0.11 (-0.32%) USD  |  Dec 13 2024
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GMWAX Max Drawdown (5Y): 25.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
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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Pioneer Multi-Asset Income Fund C 24.11%
Catalyst/MAP Global Balanced Fund C 20.54%
NYLI Income Builder Fund C 24.49%
First Eagle Global Fund C 27.77%
Franklin Mutual Quest Fund C 30.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.404
Beta (5Y) 0.5963
Alpha (vs YCharts Benchmark) (5Y) 2.575
Beta (vs YCharts Benchmark) (5Y) 1.178
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.85%
Historical Sharpe Ratio (5Y) 0.1992
Historical Sortino (5Y) 0.2197
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.33%

Max Drawdown (5Y) Excel Add-In Codes

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