Golub Capital BDC Inc (GBDC)
17.03
-0.04
(-0.23%)
USD |
NASDAQ |
Apr 25, 16:00
17.03
0.00 (0.00%)
After-Hours: 20:00
Golub Capital BDC Max Drawdown (5Y): 47.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.30% |
February 29, 2024 | 47.30% |
January 31, 2024 | 47.30% |
December 31, 2023 | 47.30% |
November 30, 2023 | 47.30% |
October 31, 2023 | 47.30% |
September 30, 2023 | 47.30% |
August 31, 2023 | 47.30% |
July 31, 2023 | 47.30% |
June 30, 2023 | 47.30% |
May 31, 2023 | 47.30% |
April 30, 2023 | 47.30% |
March 31, 2023 | 47.30% |
February 28, 2023 | 47.30% |
January 31, 2023 | 47.30% |
December 31, 2022 | 47.30% |
November 30, 2022 | 47.30% |
October 31, 2022 | 47.30% |
September 30, 2022 | 47.30% |
August 31, 2022 | 47.30% |
July 31, 2022 | 47.30% |
June 30, 2022 | 47.30% |
May 31, 2022 | 47.30% |
April 30, 2022 | 47.30% |
March 31, 2022 | 47.30% |
Date | Value |
---|---|
February 28, 2022 | 47.30% |
January 31, 2022 | 47.30% |
December 31, 2021 | 47.30% |
November 30, 2021 | 47.30% |
October 31, 2021 | 47.30% |
September 30, 2021 | 47.30% |
August 31, 2021 | 47.30% |
July 31, 2021 | 47.30% |
June 30, 2021 | 47.30% |
May 31, 2021 | 47.30% |
April 30, 2021 | 47.30% |
March 31, 2021 | 47.30% |
February 28, 2021 | 47.30% |
January 31, 2021 | 47.30% |
December 31, 2020 | 47.30% |
November 30, 2020 | 47.30% |
October 31, 2020 | 47.30% |
September 30, 2020 | 47.30% |
August 31, 2020 | 47.30% |
July 31, 2020 | 47.30% |
June 30, 2020 | 47.30% |
May 31, 2020 | 47.30% |
April 30, 2020 | 47.30% |
March 31, 2020 | 46.20% |
February 29, 2020 | 11.72% |
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
11.72%
Minimum
Aug 2019
47.30%
Maximum
Apr 2020
40.85%
Average
47.30%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Sixth Street Specialty Lending Inc | 50.17% |
Gladstone Capital Corp | 58.49% |
Main Street Capital Corp | 64.50% |
Blackstone Secured Lending Fund | -- |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.058 |
Beta (5Y) | 0.6102 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.20% |
Historical Sharpe Ratio (5Y) | 0.3112 |
Historical Sortino (5Y) | 0.274 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.29% |