GMO Global Asset Allocation Fund R6 (GMWRX)
38.79
+0.01
(+0.03%)
USD |
Dec 04 2025
GMWRX Max Drawdown (5Y): 22.48% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| PGIM Income Builder Fund R | 18.32% |
| NYLI Income Builder Fund R6 | 21.47% |
| JPMorgan Global Allocation Fund R2 | 25.45% |
| Templeton Global Dynamic Income Fund R | 30.27% |
| MFS Global Total Return Fund R2 | 20.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.199 |
| Beta (5Y) | 0.5425 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.82% |
| Historical Sharpe Ratio (5Y) | 0.4454 |
| Historical Sortino (5Y) | 0.6742 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.26% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:GMWRX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:GMWRX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |