Bancroft Fund Ltd (BCV)

18.17 +0.17 (+0.94%) USD  |  NYAM  |  Dec 26, 16:00
18.17 0.00 (0.00%) After-Hours: 20:00
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BCV Max Drawdown (5Y): 48.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Ellsworth Growth and Income Fund Ltd 47.25%
Virtus Convertible & Income Fund 56.13%
Virtus Convertible & Income Fund II 56.04%
iShares Convertible Bond ETF 33.14%
Advent Convertible & Income Fund 49.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.14
Beta (5Y) 1.010
Alpha (vs YCharts Benchmark) (5Y) 7.475
Beta (vs YCharts Benchmark) (5Y) 1.597
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.04%
Historical Sharpe Ratio (5Y) 0.0521
Historical Sortino (5Y) 0.0696
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.58%