Associated Capital Group Inc (AC)
32.78
0.00 (0.00%)
USD |
NYSE |
Apr 25, 10:32
Associated Capital Group Max Drawdown (5Y): 58.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.82% |
February 29, 2024 | 58.82% |
January 31, 2024 | 58.82% |
December 31, 2023 | 58.82% |
November 30, 2023 | 58.82% |
October 31, 2023 | 58.82% |
September 30, 2023 | 58.82% |
August 31, 2023 | 58.82% |
July 31, 2023 | 58.82% |
June 30, 2023 | 58.82% |
May 31, 2023 | 58.82% |
April 30, 2023 | 58.82% |
March 31, 2023 | 58.82% |
February 28, 2023 | 58.82% |
January 31, 2023 | 58.82% |
December 31, 2022 | 58.82% |
November 30, 2022 | 58.82% |
October 31, 2022 | 58.82% |
September 30, 2022 | 58.82% |
August 31, 2022 | 58.82% |
July 31, 2022 | 58.82% |
June 30, 2022 | 58.82% |
May 31, 2022 | 58.82% |
April 30, 2022 | 58.82% |
March 31, 2022 | 58.82% |
Date | Value |
---|---|
February 28, 2022 | 58.82% |
January 31, 2022 | 58.82% |
December 31, 2021 | 58.82% |
November 30, 2021 | 58.82% |
October 31, 2021 | 58.82% |
September 30, 2021 | 58.82% |
August 31, 2021 | 58.82% |
July 31, 2021 | 58.82% |
June 30, 2021 | 58.82% |
May 31, 2021 | 58.82% |
April 30, 2021 | 58.82% |
March 31, 2021 | 58.82% |
February 28, 2021 | 58.82% |
January 31, 2021 | 58.82% |
December 31, 2020 | 58.82% |
November 30, 2020 | 58.82% |
October 31, 2020 | 58.82% |
September 30, 2020 | 58.82% |
August 31, 2020 | 58.82% |
July 31, 2020 | 58.82% |
June 30, 2020 | 58.82% |
May 31, 2020 | 58.82% |
April 30, 2020 | 58.82% |
March 31, 2020 | 58.82% |
February 29, 2020 | 39.68% |
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
28.40%
Minimum
Apr 2019
58.82%
Maximum
Mar 2020
53.54%
Average
58.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Gladstone Investment Corp | 56.30% |
Golub Capital BDC Inc | 47.30% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.91 |
Beta (5Y) | 0.9046 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.13% |
Historical Sharpe Ratio (5Y) | -0.1692 |
Historical Sortino (5Y) | -0.2746 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.08% |