Goldman Sachs Small Cap Gr Insghts P (GSZPX)

18.75 +0.71 (+3.94%) USD  |  May 13 2022

GSZPX Annualized Standard Deviation of Monthly Returns (5Y Lookback)

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Chart

View Annualized Standard Deviation of Monthly Returns (5Y Lookback) for GSZPX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Annualized Standard Deviation of Monthly Returns (5Y Lookback) Data

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Date Value
April 30, 2022 --
March 31, 2022 --
Date Value
February 28, 2022 --

Standard Deviation Definition

YCharts has 3 types of Standard Deviations: Daily, Monthly, and Annualized Monthly.

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Range, Past 5 Years

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Minimum
Apr 2022
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Maximum
Feb 2022
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Average
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Median
Mar 2022

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Benchmarks

Goldman Sachs Small Cap Growth P --
Voya SmallCap Opportunities W Upgrade
Harbor Small Cap Growth Admin Upgrade
Allspring Discovery Small Cap Gr Adm Upgrade
Fisher IIG US Sm Cap Eq --

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade