Ellsworth Growth and Income Fund Ltd (ECF)
7.56
-0.07
(-0.92%)
USD |
NYAM |
Apr 19, 16:00
7.56
0.00 (0.00%)
After-Hours: 20:00
ECF Max Drawdown (5Y): 47.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.25% |
| February 29, 2024 | 47.25% |
| January 31, 2024 | 47.25% |
| December 31, 2023 | 47.25% |
| November 30, 2023 | 47.25% |
| October 31, 2023 | 47.25% |
| September 30, 2023 | 45.62% |
| August 31, 2023 | 45.62% |
| July 31, 2023 | 45.62% |
| June 30, 2023 | 45.62% |
| May 31, 2023 | 45.62% |
| April 30, 2023 | 45.62% |
| March 31, 2023 | 45.62% |
| February 28, 2023 | 45.62% |
| January 31, 2023 | 45.62% |
| December 31, 2022 | 45.62% |
| November 30, 2022 | 45.62% |
| October 31, 2022 | 45.62% |
| September 30, 2022 | 45.41% |
| August 31, 2022 | 44.10% |
| July 31, 2022 | 44.10% |
| June 30, 2022 | 44.10% |
| May 31, 2022 | 43.03% |
| April 30, 2022 | 42.19% |
| March 31, 2022 | 42.19% |
| Date | Value |
|---|---|
| February 28, 2022 | 42.19% |
| January 31, 2022 | 42.19% |
| December 31, 2021 | 42.19% |
| November 30, 2021 | 42.19% |
| October 31, 2021 | 42.19% |
| September 30, 2021 | 42.19% |
| August 31, 2021 | 42.19% |
| July 31, 2021 | 42.19% |
| June 30, 2021 | 42.19% |
| May 31, 2021 | 42.19% |
| April 30, 2021 | 42.19% |
| March 31, 2021 | 42.19% |
| February 28, 2021 | 42.19% |
| January 31, 2021 | 42.19% |
| December 31, 2020 | 42.19% |
| November 30, 2020 | 42.19% |
| October 31, 2020 | 42.19% |
| September 30, 2020 | 42.19% |
| August 31, 2020 | 42.19% |
| July 31, 2020 | 42.19% |
| June 30, 2020 | 42.19% |
| May 31, 2020 | 42.19% |
| April 30, 2020 | 42.19% |
| March 31, 2020 | 42.19% |
| February 29, 2020 | 22.03% |
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
22.03%
Minimum
Apr 2019
47.25%
Maximum
Oct 2023
39.85%
Average
42.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.22 |
| Beta (5Y) | 1.099 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.22 |
| Beta (vs YCharts Benchmark) (5Y) | 1.099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.27% |
| Historical Sharpe Ratio (5Y) | 0.1144 |
| Historical Sortino (5Y) | 0.1551 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.16% |