DNP Select Income Fund Inc (DNP)
9.015
+0.08
(+0.95%)
USD |
NYSE |
May 10, 16:00
8.99
-0.02
(-0.28%)
After-Hours: 19:35
DNP Max Drawdown (5Y): 39.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.54% |
March 31, 2024 | 39.54% |
February 29, 2024 | 39.54% |
January 31, 2024 | 39.54% |
December 31, 2023 | 39.54% |
November 30, 2023 | 39.54% |
October 31, 2023 | 39.54% |
September 30, 2023 | 39.54% |
August 31, 2023 | 39.54% |
July 31, 2023 | 39.54% |
June 30, 2023 | 39.54% |
May 31, 2023 | 39.54% |
April 30, 2023 | 39.54% |
March 31, 2023 | 39.54% |
February 28, 2023 | 39.54% |
January 31, 2023 | 39.54% |
December 31, 2022 | 39.54% |
November 30, 2022 | 39.54% |
October 31, 2022 | 39.54% |
September 30, 2022 | 39.54% |
August 31, 2022 | 39.54% |
July 31, 2022 | 39.54% |
June 30, 2022 | 39.54% |
May 31, 2022 | 39.54% |
April 30, 2022 | 39.54% |
Date | Value |
---|---|
March 31, 2022 | 39.54% |
February 28, 2022 | 39.54% |
January 31, 2022 | 39.54% |
December 31, 2021 | 39.54% |
November 30, 2021 | 39.54% |
October 31, 2021 | 39.54% |
September 30, 2021 | 39.54% |
August 31, 2021 | 39.54% |
July 31, 2021 | 39.54% |
June 30, 2021 | 39.54% |
May 31, 2021 | 39.54% |
April 30, 2021 | 39.54% |
March 31, 2021 | 39.54% |
February 28, 2021 | 39.54% |
January 31, 2021 | 39.54% |
December 31, 2020 | 39.54% |
November 30, 2020 | 39.54% |
October 31, 2020 | 39.54% |
September 30, 2020 | 39.54% |
August 31, 2020 | 39.54% |
July 31, 2020 | 39.54% |
June 30, 2020 | 39.54% |
May 31, 2020 | 39.54% |
April 30, 2020 | 39.54% |
March 31, 2020 | 39.54% |
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
16.01%
Minimum
May 2019
39.54%
Maximum
Mar 2020
35.62%
Average
39.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Reaves Utility Income Fund | 47.96% |
iShares US Utilities ETF | 36.18% |
Vanguard Utilities ETF | 36.43% |
Utilities Select Sector SPDR® ETF | 36.03% |
Duff & Phelps Utility & Infrastructure Fund Inc. | 64.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.685 |
Beta (5Y) | 0.4907 |
Alpha (vs YCharts Benchmark) (5Y) | -2.242 |
Beta (vs YCharts Benchmark) (5Y) | 0.4234 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.11% |
Historical Sharpe Ratio (5Y) | -0.0327 |
Historical Sortino (5Y) | -0.0346 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.74% |