Goldman Sachs Investment Grade Credit Fund A (GSGAX)

8.03 -0.03 (-0.37%) USD  |  Dec 13 2024
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GSGAX Max Drawdown (5Y): 23.01% 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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Max Drawdown (5Y) Benchmarks

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PGIM Corporate Bond Fund A 22.81%
Voya Investment Grade Credit Fund A 23.59%
Federated Hermes Corporate Bond Fund A 20.07%
Thrivent Income Fund A 22.01%
MFS Corporate Bond Fund A 22.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.470
Beta (5Y) 1.344
Alpha (vs YCharts Benchmark) (5Y) 1.470
Beta (vs YCharts Benchmark) (5Y) 1.344
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.37%
Historical Sharpe Ratio (5Y) -0.1719
Historical Sortino (5Y) -0.2261
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.11%

Max Drawdown (5Y) Excel Add-In Codes

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