Goldman Sachs Large Cap Core A (GSCGX)
25.04
+0.03 (+0.12%)
USD |
Jul 06 2022
GSCGX Max Drawdown (5Y): 34.09% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 34.09% |
| May 31, 2022 | 34.09% |
| April 30, 2022 | 34.09% |
| March 31, 2022 | 34.09% |
| February 28, 2022 | 34.09% |
| January 31, 2022 | 34.09% |
| December 31, 2021 | 34.09% |
| November 30, 2021 | 34.09% |
| October 31, 2021 | 34.09% |
| September 30, 2021 | 34.09% |
| August 31, 2021 | 34.09% |
| July 31, 2021 | 34.09% |
| June 30, 2021 | 34.09% |
| May 31, 2021 | 34.09% |
| April 30, 2021 | 34.09% |
| March 31, 2021 | 34.09% |
| February 28, 2021 | 34.09% |
| January 31, 2021 | 34.09% |
| December 31, 2020 | 34.09% |
| November 30, 2020 | 34.09% |
| October 31, 2020 | 34.09% |
| September 30, 2020 | 34.09% |
| August 31, 2020 | 34.09% |
| July 31, 2020 | 34.09% |
| June 30, 2020 | 34.09% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.09% |
| April 30, 2020 | 34.09% |
| March 31, 2020 | 34.09% |
| February 29, 2020 | 20.12% |
| January 31, 2020 | 20.12% |
| December 31, 2019 | 20.12% |
| November 30, 2019 | 20.12% |
| October 31, 2019 | 20.12% |
| September 30, 2019 | 20.12% |
| August 31, 2019 | 20.12% |
| July 31, 2019 | 20.12% |
| June 30, 2019 | 20.12% |
| May 31, 2019 | 20.12% |
| April 30, 2019 | 20.12% |
| March 31, 2019 | 20.12% |
| February 28, 2019 | 20.12% |
| January 31, 2019 | 20.12% |
| December 31, 2018 | 20.12% |
| November 30, 2018 | 18.17% |
| October 31, 2018 | 18.17% |
| September 30, 2018 | 18.17% |
| August 31, 2018 | 18.17% |
| July 31, 2018 | 18.17% |
| June 30, 2018 | 18.17% |
| May 31, 2018 | 18.17% |
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
18.17%
Minimum
Jul 2017
34.09%
Maximum
Mar 2020
26.09%
Average
20.12%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Principal Large Cap S&P 500 Index A | 33.79% |
| Allspring Index A | 33.94% |
| JPMorgan Equity Index A | 33.75% |
| Calvert US Large Cap Core Rspnb Idx A | 32.85% |
| Invesco Main Street All Cap A | 34.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0898 |
| Beta (5Y) | 0.9993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.46% |
| Historical Sharpe Ratio (5Y) | 0.6398 |
| Historical Sortino (5Y) | 0.6625 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.39% |