Advent Convertible & Income Fund (AVK)

11.82 -0.05 (-0.42%) USD  |  NYSE  |  Dec 27, 16:00
11.82 0.00 (0.00%) After-Hours: 17:01
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AVK Max Drawdown (5Y): 49.75% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND 49.56%
Calamos Convertible & High Income Fund 50.34%
Calamos Dynamic Convertible and Income Fund 55.32%
GABELLI CONVERTIBLE & INCOME SECURITIES FUND INC 45.90%
SPDR Bloomberg Convertible Securities ETF 32.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.33
Beta (5Y) 1.385
Alpha (vs YCharts Benchmark) (5Y) 13.53
Beta (vs YCharts Benchmark) (5Y) 2.182
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.62%
Historical Sharpe Ratio (5Y) 0.1872
Historical Sortino (5Y) 0.2157
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.10%