Golub Capital BDC Inc (GBDC)
14.94
-0.14
(-0.96%)
USD |
NASDAQ |
Nov 04, 16:00
15.00
+0.06
(+0.44%)
After-Hours: 04:17
Golub Capital BDC Max Drawdown (5Y): 47.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.20% |
| September 30, 2024 | 47.20% |
| August 31, 2024 | 47.20% |
| July 31, 2024 | 47.20% |
| June 30, 2024 | 47.20% |
| May 31, 2024 | 47.20% |
| April 30, 2024 | 47.20% |
| March 31, 2024 | 47.20% |
| February 29, 2024 | 47.20% |
| January 31, 2024 | 47.20% |
| December 31, 2023 | 47.20% |
| November 30, 2023 | 47.20% |
| October 31, 2023 | 47.20% |
| September 30, 2023 | 47.20% |
| August 31, 2023 | 47.20% |
| July 31, 2023 | 47.20% |
| June 30, 2023 | 47.20% |
| May 31, 2023 | 47.20% |
| April 30, 2023 | 47.20% |
| March 31, 2023 | 47.20% |
| February 28, 2023 | 47.20% |
| January 31, 2023 | 47.20% |
| December 31, 2022 | 47.20% |
| November 30, 2022 | 47.20% |
| October 31, 2022 | 47.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.20% |
| August 31, 2022 | 47.20% |
| July 31, 2022 | 47.20% |
| June 30, 2022 | 47.20% |
| May 31, 2022 | 47.20% |
| April 30, 2022 | 47.20% |
| March 31, 2022 | 47.20% |
| February 28, 2022 | 47.20% |
| January 31, 2022 | 47.20% |
| December 31, 2021 | 47.20% |
| November 30, 2021 | 47.20% |
| October 31, 2021 | 47.20% |
| September 30, 2021 | 47.20% |
| August 31, 2021 | 47.20% |
| July 31, 2021 | 47.20% |
| June 30, 2021 | 47.20% |
| May 31, 2021 | 47.20% |
| April 30, 2021 | 47.20% |
| March 31, 2021 | 47.20% |
| February 28, 2021 | 47.20% |
| January 31, 2021 | 47.20% |
| December 31, 2020 | 47.20% |
| November 30, 2020 | 47.20% |
| October 31, 2020 | 47.20% |
| September 30, 2020 | 47.20% |
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
11.52%
Minimum
Nov 2019
47.20%
Maximum
Apr 2020
44.81%
Average
47.20%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Barings BDC Inc | 62.30% |
| KKR & Co Inc | 47.92% |
| Sixth Street Specialty Lending Inc | 50.17% |
| Blue Owl Capital Corp III | -- |
| Diamond Hill Investment Group Inc | 57.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.015 |
| Beta (5Y) | 0.6313 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.46% |
| Historical Sharpe Ratio (5Y) | 0.3177 |
| Historical Sortino (5Y) | 0.2953 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.31% |