Gabelli Convertible & Income (GCV)
5.38
-0.19 (-3.41%)
USD |
NYSE |
Aug 17, 16:00
5.39
+0.01 (+0.19%)
Pre-Market: 20:00
GCV Max Drawdown (5Y): 42.60% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.60% |
| June 30, 2022 | 42.60% |
| May 31, 2022 | 42.60% |
| April 30, 2022 | 42.60% |
| March 31, 2022 | 42.60% |
| February 28, 2022 | 42.60% |
| January 31, 2022 | 42.60% |
| December 31, 2021 | 42.60% |
| November 30, 2021 | 42.60% |
| October 31, 2021 | 42.60% |
| September 30, 2021 | 42.60% |
| August 31, 2021 | 42.60% |
| July 31, 2021 | 42.60% |
| June 30, 2021 | 42.60% |
| May 31, 2021 | 42.60% |
| April 30, 2021 | 42.60% |
| March 31, 2021 | 42.60% |
| February 28, 2021 | 42.60% |
| January 31, 2021 | 42.60% |
| December 31, 2020 | 42.60% |
| November 30, 2020 | 42.60% |
| October 31, 2020 | 42.60% |
| September 30, 2020 | 42.60% |
| August 31, 2020 | 42.60% |
| July 31, 2020 | 42.60% |
| Date | Value |
|---|---|
| June 30, 2020 | 42.60% |
| May 31, 2020 | 42.60% |
| April 30, 2020 | 42.60% |
| March 31, 2020 | 42.60% |
| February 29, 2020 | 38.55% |
| January 31, 2020 | 38.55% |
| December 31, 2019 | 38.55% |
| November 30, 2019 | 38.55% |
| October 31, 2019 | 38.55% |
| September 30, 2019 | 38.55% |
| August 31, 2019 | 38.55% |
| July 31, 2019 | 38.55% |
| June 30, 2019 | 38.55% |
| May 31, 2019 | 38.55% |
| April 30, 2019 | 38.55% |
| March 31, 2019 | 38.55% |
| February 28, 2019 | 38.55% |
| January 31, 2019 | 38.55% |
| December 31, 2018 | 38.55% |
| November 30, 2018 | 34.62% |
| October 31, 2018 | 34.62% |
| September 30, 2018 | 34.62% |
| August 31, 2018 | 34.62% |
| July 31, 2018 | 34.62% |
| June 30, 2018 | 34.62% |
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
34.62%
Minimum
Aug 2017
42.60%
Maximum
Mar 2020
39.46%
Average
38.55%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Ellsworth Growth and Income | 44.10% |
| Advent Convertible & Income Fund | 49.75% |
| Virtus Convertible & Income Fund II | 56.04% |
| Virtus Convertible & Income Fund | 56.13% |
| Bancroft Fund | 43.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.748 |
| Beta (5Y) | 0.9745 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.47% |
| Historical Sharpe Ratio (5Y) | 0.5228 |
| Historical Sortino (5Y) | 0.5707 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.37% |