Goldman Sachs Large Cap Value A (GSLAX)
14.78
+0.42 (+2.92%)
USD |
Jun 24 2022
GSLAX Max Drawdown (5Y): 36.97% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 36.97% |
| April 30, 2022 | 36.97% |
| March 31, 2022 | 36.97% |
| February 28, 2022 | 36.97% |
| January 31, 2022 | 36.97% |
| December 31, 2021 | 36.97% |
| November 30, 2021 | 36.97% |
| October 31, 2021 | 36.97% |
| September 30, 2021 | 36.97% |
| August 31, 2021 | 36.97% |
| July 31, 2021 | 36.97% |
| June 30, 2021 | 36.97% |
| May 31, 2021 | 36.97% |
| April 30, 2021 | 36.97% |
| March 31, 2021 | 36.97% |
| February 28, 2021 | 36.97% |
| January 31, 2021 | 36.97% |
| December 31, 2020 | 36.97% |
| November 30, 2020 | 36.97% |
| October 31, 2020 | 36.97% |
| September 30, 2020 | 36.97% |
| August 31, 2020 | 36.97% |
| July 31, 2020 | 36.97% |
| June 30, 2020 | 36.97% |
| May 31, 2020 | 36.97% |
| Date | Value |
|---|---|
| April 30, 2020 | 36.97% |
| March 31, 2020 | 36.97% |
| February 29, 2020 | 21.06% |
| January 31, 2020 | 21.06% |
| December 31, 2019 | 21.06% |
| November 30, 2019 | 21.06% |
| October 31, 2019 | 21.06% |
| September 30, 2019 | 21.06% |
| August 31, 2019 | 21.06% |
| July 31, 2019 | 21.06% |
| June 30, 2019 | 21.06% |
| May 31, 2019 | 21.06% |
| April 30, 2019 | 21.06% |
| March 31, 2019 | 21.06% |
| February 28, 2019 | 21.06% |
| January 31, 2019 | 21.06% |
| December 31, 2018 | 21.06% |
| November 30, 2018 | 21.06% |
| October 31, 2018 | 21.06% |
| September 30, 2018 | 21.06% |
| August 31, 2018 | 21.06% |
| July 31, 2018 | 21.06% |
| June 30, 2018 | 21.06% |
| May 31, 2018 | 21.06% |
| April 30, 2018 | 21.06% |
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
21.06%
Minimum
Jun 2017
36.97%
Maximum
Mar 2020
28.22%
Average
21.06%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| PGIM Quant Solutions Large-Cap Val A | 48.12% |
| Praxis Value Index A | 36.03% |
| BrandywineGLOBAL Div US Large Value A | 38.27% |
| Optimum Large Cap Value A | 37.05% |
| Guggenheim Large Cap Value A | 38.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.181 |
| Beta (5Y) | 0.9229 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.58% |
| Historical Sharpe Ratio (5Y) | 0.4915 |
| Historical Sortino (5Y) | 0.4868 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.75% |