GAMCO Investors Inc (GAMI)
22.40
+0.71
(+3.27%)
USD |
OTCM |
Apr 26, 16:00
GAMCO Investors Max Drawdown (5Y): 86.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 86.62% |
February 29, 2024 | 86.62% |
January 31, 2024 | 86.62% |
December 31, 2023 | 86.62% |
November 30, 2023 | 86.62% |
October 31, 2023 | 86.62% |
September 30, 2023 | 86.62% |
August 31, 2023 | 86.62% |
July 31, 2023 | 86.62% |
June 30, 2023 | 86.62% |
May 31, 2023 | 86.62% |
April 30, 2023 | 86.62% |
March 31, 2023 | 86.62% |
February 28, 2023 | 86.62% |
January 31, 2023 | 86.62% |
December 31, 2022 | 86.62% |
November 30, 2022 | 86.62% |
October 31, 2022 | 86.62% |
September 30, 2022 | 86.62% |
August 31, 2022 | 86.62% |
July 31, 2022 | 86.62% |
June 30, 2022 | 86.62% |
May 31, 2022 | 86.62% |
April 30, 2022 | 86.62% |
March 31, 2022 | 86.62% |
Date | Value |
---|---|
February 28, 2022 | 86.62% |
January 31, 2022 | 86.62% |
December 31, 2021 | 86.62% |
November 30, 2021 | 86.62% |
October 31, 2021 | 86.62% |
September 30, 2021 | 86.62% |
August 31, 2021 | 86.62% |
July 31, 2021 | 86.62% |
June 30, 2021 | 86.62% |
May 31, 2021 | 86.62% |
April 30, 2021 | 86.62% |
March 31, 2021 | 86.62% |
February 28, 2021 | 86.62% |
January 31, 2021 | 86.62% |
December 31, 2020 | 86.62% |
November 30, 2020 | 86.62% |
October 31, 2020 | 86.62% |
September 30, 2020 | 86.62% |
August 31, 2020 | 86.62% |
July 31, 2020 | 86.62% |
June 30, 2020 | 86.62% |
May 31, 2020 | 86.62% |
April 30, 2020 | 86.62% |
March 31, 2020 | 86.62% |
February 29, 2020 | 82.31% |
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
81.04%
Minimum
Apr 2019
86.62%
Maximum
Mar 2020
85.71%
Average
86.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Gabelli Global Small and Mid Cap Value Trust | 56.04% |
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Gladstone Investment Corp | 56.30% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.00 |
Beta (5Y) | 1.096 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.08% |
Historical Sharpe Ratio (5Y) | 0.056 |
Historical Sortino (5Y) | 0.0959 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.87% |