Goldman Sachs Large Cap Value P (GMYPX)
14.34
-0.05 (-0.35%)
USD |
Mar 23 2023
GMYPX Max Drawdown (5Y): 36.93% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 36.93% |
January 31, 2023 | 36.93% |
December 31, 2022 | 36.93% |
November 30, 2022 | 36.93% |
October 31, 2022 | 36.93% |
September 30, 2022 | 36.93% |
August 31, 2022 | 36.93% |
July 31, 2022 | 36.93% |
June 30, 2022 | 36.93% |
May 31, 2022 | 36.93% |
April 30, 2022 | 36.93% |
March 31, 2022 | 36.93% |
February 28, 2022 | 36.93% |
January 31, 2022 | 36.93% |
December 31, 2021 | 36.93% |
November 30, 2021 | 36.93% |
October 31, 2021 | 36.93% |
September 30, 2021 | 36.93% |
August 31, 2021 | 36.93% |
July 31, 2021 | 36.93% |
June 30, 2021 | 36.93% |
May 31, 2021 | 36.93% |
April 30, 2021 | 36.93% |
March 31, 2021 | 36.93% |
February 28, 2021 | 36.93% |
Date | Value |
---|---|
January 31, 2021 | 36.93% |
December 31, 2020 | 36.93% |
November 30, 2020 | 36.93% |
October 31, 2020 | 36.93% |
September 30, 2020 | 36.93% |
August 31, 2020 | 36.93% |
July 31, 2020 | 36.93% |
June 30, 2020 | 36.93% |
May 31, 2020 | 36.93% |
April 30, 2020 | 36.93% |
March 31, 2020 | 36.93% |
February 29, 2020 | 20.83% |
January 31, 2020 | 20.83% |
December 31, 2019 | 20.83% |
November 30, 2019 | 20.83% |
October 31, 2019 | 20.83% |
September 30, 2019 | 20.83% |
August 31, 2019 | 20.83% |
July 31, 2019 | 20.83% |
June 30, 2019 | 20.83% |
May 31, 2019 | 20.83% |
April 30, 2019 | 20.83% |
March 31, 2019 | 20.83% |
February 28, 2019 | 20.83% |
January 31, 2019 | 20.83% |
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
20.83%
Minimum
Mar 2018
36.93%
Maximum
Mar 2020
30.49%
Average
36.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.452 |
Beta (5Y) | 0.9112 |
Alpha (vs YCharts Benchmark) (5Y) | 0.9225 |
Beta (vs YCharts Benchmark) (5Y) | 0.9401 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.58% |
Historical Sharpe Ratio (5Y) | 0.4317 |
Historical Sortino (5Y) | 0.4448 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.74% |