GABELLI CONVERTIBLE & INCOME SECURITIES FUND INC (GCV)

3.84 -0.04 (-1.03%) USD  |  NYSE  |  Dec 27, 16:00
3.84 0.00 (0.00%) Pre-Market: 20:00
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GCV Max Drawdown (5Y): 45.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Ellsworth Growth and Income Fund Ltd 47.25%
Advent Convertible & Income Fund 49.75%
Calamos Convertible Equity Alternative ETF --
CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND 49.56%
Calamos Convertible & High Income Fund 50.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.39
Beta (5Y) 0.8812
Alpha (vs YCharts Benchmark) (5Y) 5.307
Beta (vs YCharts Benchmark) (5Y) 1.287
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.88%
Historical Sharpe Ratio (5Y) 0.0166
Historical Sortino (5Y) 0.0202
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.86%