Bancroft Fund Ltd (BCV)
14.94
-0.08
(-0.53%)
USD |
NYAM |
Apr 25, 14:06
BCV Max Drawdown (5Y): 48.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.78% |
February 29, 2024 | 48.78% |
January 31, 2024 | 48.78% |
December 31, 2023 | 48.78% |
November 30, 2023 | 48.78% |
October 31, 2023 | 48.78% |
September 30, 2023 | 44.78% |
August 31, 2023 | 44.78% |
July 31, 2023 | 44.78% |
June 30, 2023 | 44.78% |
May 31, 2023 | 44.78% |
April 30, 2023 | 44.78% |
March 31, 2023 | 44.78% |
February 28, 2023 | 44.78% |
January 31, 2023 | 44.78% |
December 31, 2022 | 44.78% |
November 30, 2022 | 44.62% |
October 31, 2022 | 44.62% |
September 30, 2022 | 43.98% |
August 31, 2022 | 43.30% |
July 31, 2022 | 43.30% |
June 30, 2022 | 43.30% |
May 31, 2022 | 42.22% |
April 30, 2022 | 42.22% |
March 31, 2022 | 42.22% |
Date | Value |
---|---|
February 28, 2022 | 42.22% |
January 31, 2022 | 42.22% |
December 31, 2021 | 42.22% |
November 30, 2021 | 42.22% |
October 31, 2021 | 42.22% |
September 30, 2021 | 42.22% |
August 31, 2021 | 42.22% |
July 31, 2021 | 42.22% |
June 30, 2021 | 42.22% |
May 31, 2021 | 42.22% |
April 30, 2021 | 42.22% |
March 31, 2021 | 42.22% |
February 28, 2021 | 42.22% |
January 31, 2021 | 42.22% |
December 31, 2020 | 42.22% |
November 30, 2020 | 42.22% |
October 31, 2020 | 42.22% |
September 30, 2020 | 42.22% |
August 31, 2020 | 42.22% |
July 31, 2020 | 42.22% |
June 30, 2020 | 42.22% |
May 31, 2020 | 42.22% |
April 30, 2020 | 42.22% |
March 31, 2020 | 42.22% |
February 29, 2020 | 21.05% |
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
21.05%
Minimum
Apr 2019
48.78%
Maximum
Oct 2023
39.59%
Average
42.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.12 |
Beta (5Y) | 0.9844 |
Alpha (vs YCharts Benchmark) (5Y) | -11.12 |
Beta (vs YCharts Benchmark) (5Y) | 0.9844 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.35% |
Historical Sharpe Ratio (5Y) | 0.0658 |
Historical Sortino (5Y) | 0.089 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.58% |