Great Elm Capital Corp (GECC)
10.22
-0.02
(-0.24%)
USD |
NASDAQ |
May 31, 16:00
10.22
0.00 (0.00%)
After-Hours: 20:00
Great Elm Capital Max Drawdown (5Y): 76.69% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 76.69% |
April 30, 2024 | 76.69% |
March 31, 2024 | 76.69% |
February 29, 2024 | 76.69% |
January 31, 2024 | 76.69% |
December 31, 2023 | 76.69% |
November 30, 2023 | 76.69% |
October 31, 2023 | 76.69% |
September 30, 2023 | 76.69% |
August 31, 2023 | 76.69% |
July 31, 2023 | 76.69% |
June 30, 2023 | 76.69% |
May 31, 2023 | 76.69% |
April 30, 2023 | 76.69% |
March 31, 2023 | 76.69% |
February 28, 2023 | 76.69% |
January 31, 2023 | 76.69% |
December 31, 2022 | 76.69% |
November 30, 2022 | 76.69% |
October 31, 2022 | 76.69% |
September 30, 2022 | 76.69% |
August 31, 2022 | 76.69% |
July 31, 2022 | 76.69% |
June 30, 2022 | 76.69% |
May 31, 2022 | 76.69% |
Date | Value |
---|---|
April 30, 2022 | 76.69% |
March 31, 2022 | 76.69% |
February 28, 2022 | 76.69% |
January 31, 2022 | 76.69% |
December 31, 2021 | 76.69% |
November 30, 2021 | 76.69% |
October 31, 2021 | 76.69% |
September 30, 2021 | 76.69% |
August 31, 2021 | 76.69% |
July 31, 2021 | 76.69% |
June 30, 2021 | 76.69% |
May 31, 2021 | 76.69% |
April 30, 2021 | 76.69% |
March 31, 2021 | 76.69% |
February 28, 2021 | 76.69% |
January 31, 2021 | 76.69% |
December 31, 2020 | 76.69% |
November 30, 2020 | 76.69% |
October 31, 2020 | 76.69% |
September 30, 2020 | 76.69% |
August 31, 2020 | 76.69% |
July 31, 2020 | 76.69% |
June 30, 2020 | 76.69% |
May 31, 2020 | 76.69% |
April 30, 2020 | 76.69% |
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
75.93%
Minimum
Jun 2019
76.69%
Maximum
Apr 2020
76.57%
Average
76.69%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
The Carlyle Group Inc | 56.71% |
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) | -38.58 |
Beta (5Y) | 1.578 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.81% |
Historical Sharpe Ratio (5Y) | -0.3475 |
Historical Sortino (5Y) | -0.4391 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.31% |