Golub Capital BDC, Inc. (GBDC)
13.42
+0.09
(+0.68%)
USD |
NASDAQ |
Dec 24, 16:00
Golub Capital BDC Max Drawdown (5Y): 19.50% for Nov. 30, 2025
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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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| MidCap Financial Investment Corp | 29.74% |
| Gladstone Capital Corp. | 33.54% |
| Main Street Capital Corp | 27.04% |
| PennantPark Investment Corp. | 33.33% |
| Blackrock TCP Capital Corp. | 40.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.005 |
| Beta (5Y) | 0.4356 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.44% |
| Historical Sharpe Ratio (5Y) | 0.542 |
| Historical Sortino (5Y) | 0.8423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.23% |