Goldman Sachs Maximum Drawdown
| GSIG ETF | | | USD 47.32 0.00 0.00% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Goldman Sachs's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
At 0.5947, Goldman Sachs exhibits a contained peak-to-trough loss in Maximum Drawdown. Goldman Sachs's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 0.5947 | |
| MAX | = | Maximum notation for the range of returns on Goldman Sachs |
Maximum Drawdown Peers Comparison
Among sector peers, Goldman Sachs's Maximum Drawdown of 0.5947 is below the 35.34 group average. The range runs from 0.2122 (Vanguard Target Maturity) to 311.32 (Miller Investment Trust). Goldman Sachs's shallower drawdown relative to peers indicates more contained historical downside.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Goldman Sachs and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Goldman Sachs records a Maximum Drawdown of
0.59 and a Maximum Drawdown of
0.59 , yielding roughly
1.00 units of Maximum Drawdown per Maximum Drawdown. The two measures are closely aligned in magnitude for Goldman Sachs.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for Goldman Sachs is 0.5947. Goldman Sachs' Maximum Drawdown is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators