Goldman Sachs Mid Cap Value Instl (GSMCX)
36.14
+0.03 (+0.08%)
USD |
May 20 2022
GSMCX Max Drawdown (5Y): 42.57% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.57% |
| March 31, 2022 | 42.57% |
| February 28, 2022 | 42.57% |
| January 31, 2022 | 42.57% |
| December 31, 2021 | 42.57% |
| November 30, 2021 | 42.57% |
| October 31, 2021 | 42.57% |
| September 30, 2021 | 42.57% |
| August 31, 2021 | 42.57% |
| July 31, 2021 | 42.57% |
| June 30, 2021 | 42.57% |
| May 31, 2021 | 42.57% |
| April 30, 2021 | 42.57% |
| March 31, 2021 | 42.57% |
| February 28, 2021 | 42.57% |
| January 31, 2021 | 42.57% |
| December 31, 2020 | 42.57% |
| November 30, 2020 | 42.57% |
| October 31, 2020 | 42.57% |
| September 30, 2020 | 42.57% |
| August 31, 2020 | 42.57% |
| July 31, 2020 | 42.57% |
| June 30, 2020 | 42.57% |
| May 31, 2020 | 42.57% |
| April 30, 2020 | 42.57% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.57% |
| February 29, 2020 | 24.97% |
| January 31, 2020 | 24.97% |
| December 31, 2019 | 24.97% |
| November 30, 2019 | 24.97% |
| October 31, 2019 | 24.97% |
| September 30, 2019 | 24.97% |
| August 31, 2019 | 24.97% |
| July 31, 2019 | 24.97% |
| June 30, 2019 | 24.97% |
| May 31, 2019 | 24.97% |
| April 30, 2019 | 24.97% |
| March 31, 2019 | 24.97% |
| February 28, 2019 | 24.97% |
| January 31, 2019 | 24.97% |
| December 31, 2018 | 24.97% |
| November 30, 2018 | 24.97% |
| October 31, 2018 | 24.97% |
| September 30, 2018 | 24.97% |
| August 31, 2018 | 24.97% |
| July 31, 2018 | 24.97% |
| June 30, 2018 | 24.97% |
| May 31, 2018 | 24.97% |
| April 30, 2018 | 24.97% |
| March 31, 2018 | 24.97% |
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
24.97%
Minimum
May 2017
42.57%
Maximum
Mar 2020
32.60%
Average
24.97%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| ClearBridge Mid Cap I | 39.87% |
| Natixis Vaughan Nelson Mid Cap Y | 42.81% |
| Touchstone Mid Cap Institutional | 35.55% |
| Invesco Main Street Mid Cap Y | 41.16% |
| Calvert Mid-Cap I | 37.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.530 |
| Beta (5Y) | 1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.98% |
| Historical Sharpe Ratio (5Y) | 0.5583 |
| Historical Sortino (5Y) | 0.4976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.69% |