Gladstone Investment Corp (GAIN)
13.60
-0.02
(-0.15%)
USD |
NASDAQ |
Mar 28, 16:00
13.60
0.00 (0.00%)
After-Hours: 20:00
Gladstone Investment Max Drawdown (5Y): 56.30% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Diamond Hill Investment Group Inc | 57.66% |
| Oaktree Specialty Lending Corp | 57.20% |
| MidCap Financial Investment Corp | 67.60% |
| Golub Capital BDC Inc | 47.20% |
| Gladstone Capital Corp | 58.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.006 |
| Beta (5Y) | 1.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.59% |
| Historical Sharpe Ratio (5Y) | 0.5454 |
| Historical Sortino (5Y) | 1.152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.62% |