Goldman Sachs Small Cp Val Insghts R6 (GTTUX)
50.98
-0.26 (-0.51%)
USD |
May 19 2022
GTTUX Max Drawdown (5Y): 47.14% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 47.14% |
| March 31, 2022 | 47.14% |
| February 28, 2022 | 47.14% |
| January 31, 2022 | 47.14% |
| December 31, 2021 | 47.14% |
| November 30, 2021 | 47.14% |
| October 31, 2021 | 47.14% |
| September 30, 2021 | 47.14% |
| August 31, 2021 | 47.14% |
| July 31, 2021 | 47.14% |
| June 30, 2021 | 47.14% |
| May 31, 2021 | 47.14% |
| April 30, 2021 | 47.14% |
| March 31, 2021 | 47.14% |
| February 28, 2021 | 47.14% |
| January 31, 2021 | 47.14% |
| December 31, 2020 | 47.14% |
| November 30, 2020 | 47.14% |
| October 31, 2020 | 47.14% |
| September 30, 2020 | 47.14% |
| August 31, 2020 | 47.14% |
| July 31, 2020 | 47.14% |
| June 30, 2020 | 47.14% |
| May 31, 2020 | 47.14% |
| April 30, 2020 | 47.14% |
| Date | Value |
|---|---|
| March 31, 2020 | 47.14% |
| February 29, 2020 | 24.92% |
| January 31, 2020 | 24.92% |
| December 31, 2019 | 24.92% |
| November 30, 2019 | 24.92% |
| October 31, 2019 | 24.92% |
| September 30, 2019 | 24.92% |
| August 31, 2019 | 24.92% |
| July 31, 2019 | 24.92% |
| June 30, 2019 | 24.92% |
| May 31, 2019 | 24.92% |
| April 30, 2019 | 24.92% |
| March 31, 2019 | 24.92% |
| February 28, 2019 | 24.92% |
| January 31, 2019 | 24.92% |
| December 31, 2018 | 24.92% |
| November 30, 2018 | 20.60% |
| October 31, 2018 | 20.60% |
| September 30, 2018 | 20.60% |
| August 31, 2018 | 20.60% |
| July 31, 2018 | 20.60% |
| June 30, 2018 | 20.60% |
| May 31, 2018 | 20.60% |
| April 30, 2018 | 20.60% |
| March 31, 2018 | 20.60% |
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
20.60%
Minimum
May 2017
47.14%
Maximum
Mar 2020
33.18%
Average
24.92%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PGIM Quant Solutions Small-Cap Val R | 58.91% |
| Nuveen Small Cap Value R6 | 53.60% |
| Invesco Small Cap Value R6 | 57.21% |
| Franklin Small Cap Value R | 44.12% |
| Victory Sycamore Small Company Opp R | 39.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.684 |
| Beta (5Y) | 1.130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.42% |
| Historical Sharpe Ratio (5Y) | 0.3796 |
| Historical Sortino (5Y) | 0.3911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.11% |