Goldman Sachs Large Cap Value Svc (GSVSX)
15.53
+0.24 (+1.57%)
USD |
May 17 2022
GSVSX Max Drawdown (5Y): 36.96% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.96% |
| March 31, 2022 | 36.96% |
| February 28, 2022 | 36.96% |
| January 31, 2022 | 36.96% |
| December 31, 2021 | 36.96% |
| November 30, 2021 | 36.96% |
| October 31, 2021 | 36.96% |
| September 30, 2021 | 36.96% |
| August 31, 2021 | 36.96% |
| July 31, 2021 | 36.96% |
| June 30, 2021 | 36.96% |
| May 31, 2021 | 36.96% |
| April 30, 2021 | 36.96% |
| March 31, 2021 | 36.96% |
| February 28, 2021 | 36.96% |
| January 31, 2021 | 36.96% |
| December 31, 2020 | 36.96% |
| November 30, 2020 | 36.96% |
| October 31, 2020 | 36.96% |
| September 30, 2020 | 36.96% |
| August 31, 2020 | 36.96% |
| July 31, 2020 | 36.96% |
| June 30, 2020 | 36.96% |
| May 31, 2020 | 36.96% |
| April 30, 2020 | 36.96% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.96% |
| February 29, 2020 | 21.08% |
| January 31, 2020 | 21.08% |
| December 31, 2019 | 21.08% |
| November 30, 2019 | 21.08% |
| October 31, 2019 | 21.08% |
| September 30, 2019 | 21.08% |
| August 31, 2019 | 21.08% |
| July 31, 2019 | 21.08% |
| June 30, 2019 | 21.08% |
| May 31, 2019 | 21.08% |
| April 30, 2019 | 21.08% |
| March 31, 2019 | 21.08% |
| February 28, 2019 | 21.08% |
| January 31, 2019 | 21.08% |
| December 31, 2018 | 21.08% |
| November 30, 2018 | 21.08% |
| October 31, 2018 | 21.08% |
| September 30, 2018 | 21.08% |
| August 31, 2018 | 21.08% |
| July 31, 2018 | 21.08% |
| June 30, 2018 | 21.08% |
| May 31, 2018 | 21.08% |
| April 30, 2018 | 21.08% |
| March 31, 2018 | 21.08% |
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
21.08%
Minimum
May 2017
36.96%
Maximum
Mar 2020
27.96%
Average
21.08%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Equity Income Svc | 35.15% |
| Knights of Columbus Large Cap Value S | 39.82% |
| ProFunds Large Cap Value Svc | 37.32% |
| SA US Value Select | 41.99% |
| LSV Conservative Value Equity Investor | 40.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.294 |
| Beta (5Y) | 0.9236 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.31% |
| Historical Sharpe Ratio (5Y) | 0.4492 |
| Historical Sortino (5Y) | 0.4334 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.33% |