Gladstone Investment Corp (GAIN)
14.22
-0.06
(-0.42%)
USD |
NASDAQ |
May 01, 16:00
14.22
0.00 (0.00%)
After-Hours: 20:00
Gladstone Investment Max Drawdown (5Y): 56.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.30% |
March 31, 2024 | 56.30% |
February 29, 2024 | 56.30% |
January 31, 2024 | 56.30% |
December 31, 2023 | 56.30% |
November 30, 2023 | 56.30% |
October 31, 2023 | 56.30% |
September 30, 2023 | 56.30% |
August 31, 2023 | 56.30% |
July 31, 2023 | 56.30% |
June 30, 2023 | 56.30% |
May 31, 2023 | 56.30% |
April 30, 2023 | 56.30% |
March 31, 2023 | 56.30% |
February 28, 2023 | 56.30% |
January 31, 2023 | 56.30% |
December 31, 2022 | 56.30% |
November 30, 2022 | 56.30% |
October 31, 2022 | 56.30% |
September 30, 2022 | 56.30% |
August 31, 2022 | 56.30% |
July 31, 2022 | 56.30% |
June 30, 2022 | 56.30% |
May 31, 2022 | 56.30% |
April 30, 2022 | 56.30% |
Date | Value |
---|---|
March 31, 2022 | 56.30% |
February 28, 2022 | 56.30% |
January 31, 2022 | 56.30% |
December 31, 2021 | 56.30% |
November 30, 2021 | 56.30% |
October 31, 2021 | 56.30% |
September 30, 2021 | 56.30% |
August 31, 2021 | 56.30% |
July 31, 2021 | 56.30% |
June 30, 2021 | 56.30% |
May 31, 2021 | 56.30% |
April 30, 2021 | 56.30% |
March 31, 2021 | 56.30% |
February 28, 2021 | 56.30% |
January 31, 2021 | 56.30% |
December 31, 2020 | 56.30% |
November 30, 2020 | 56.30% |
October 31, 2020 | 56.30% |
September 30, 2020 | 56.30% |
August 31, 2020 | 56.30% |
July 31, 2020 | 56.30% |
June 30, 2020 | 56.30% |
May 31, 2020 | 56.30% |
April 30, 2020 | 56.30% |
March 31, 2020 | 56.30% |
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
25.47%
Minimum
May 2019
56.30%
Maximum
Mar 2020
51.16%
Average
56.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Main Street Capital Corp | 64.50% |
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Golub Capital BDC Inc | 47.30% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.143 |
Beta (5Y) | 1.334 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.18% |
Historical Sharpe Ratio (5Y) | 0.3644 |
Historical Sortino (5Y) | 0.4665 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |