Goldman Sachs Small Cp Val Insghts R (GTTRX)
34.03
+0.67 (+2.01%)
USD |
May 26 2022
GTTRX Max Drawdown (5Y): 47.70% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 47.70% |
| March 31, 2022 | 47.70% |
| February 28, 2022 | 47.70% |
| January 31, 2022 | 47.70% |
| December 31, 2021 | 47.70% |
| November 30, 2021 | 47.70% |
| October 31, 2021 | 47.70% |
| September 30, 2021 | 47.70% |
| August 31, 2021 | 47.70% |
| July 31, 2021 | 47.70% |
| June 30, 2021 | 47.70% |
| May 31, 2021 | 47.70% |
| April 30, 2021 | 47.70% |
| March 31, 2021 | 47.70% |
| February 28, 2021 | 47.70% |
| January 31, 2021 | 47.70% |
| December 31, 2020 | 47.70% |
| November 30, 2020 | 47.70% |
| October 31, 2020 | 47.70% |
| September 30, 2020 | 47.70% |
| August 31, 2020 | 47.70% |
| July 31, 2020 | 47.70% |
| June 30, 2020 | 47.70% |
| May 31, 2020 | 47.70% |
| April 30, 2020 | 47.70% |
| Date | Value |
|---|---|
| March 31, 2020 | 47.70% |
| February 29, 2020 | 25.09% |
| January 31, 2020 | 25.09% |
| December 31, 2019 | 25.09% |
| November 30, 2019 | 25.09% |
| October 31, 2019 | 25.09% |
| September 30, 2019 | 25.09% |
| August 31, 2019 | 25.09% |
| July 31, 2019 | 25.09% |
| June 30, 2019 | 25.09% |
| May 31, 2019 | 25.09% |
| April 30, 2019 | 25.09% |
| March 31, 2019 | 25.09% |
| February 28, 2019 | 25.09% |
| January 31, 2019 | 25.09% |
| December 31, 2018 | 25.09% |
| November 30, 2018 | 21.07% |
| October 31, 2018 | 21.07% |
| September 30, 2018 | 21.07% |
| August 31, 2018 | 21.07% |
| July 31, 2018 | 21.07% |
| June 30, 2018 | 21.07% |
| May 31, 2018 | 21.07% |
| April 30, 2018 | 21.07% |
| March 31, 2018 | 21.07% |
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
21.07%
Minimum
May 2017
47.70%
Maximum
Mar 2020
33.61%
Average
25.09%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.365 |
| Beta (5Y) | 1.129 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.41% |
| Historical Sharpe Ratio (5Y) | 0.3509 |
| Historical Sortino (5Y) | 0.363 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.16% |