Golub Capital BDC Inc (GBDC)

15.07 +0.18 (+1.21%) USD  |  NASDAQ  |  Dec 20, 16:00
15.07 0.00 (0.00%) After-Hours: 20:00
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Golub Capital BDC Max Drawdown (5Y): 47.20% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Diamond Hill Investment Group Inc 57.66%
Oaktree Specialty Lending Corp 57.20%
MidCap Financial Investment Corp 67.60%
Gladstone Investment Corp 56.30%
Gladstone Capital Corp 58.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.057
Beta (5Y) 0.6314
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.46%
Historical Sharpe Ratio (5Y) 0.3285
Historical Sortino (5Y) 0.3057
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.31%