Great Elm Capital Corp (GECC)
10.05
-0.16
(-1.57%)
USD |
NASDAQ |
May 06, 16:00
10.00
-0.05
(-0.50%)
After-Hours: 18:39
Great Elm Capital Max Drawdown (5Y): 76.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.69% |
March 31, 2024 | 76.69% |
February 29, 2024 | 76.69% |
January 31, 2024 | 76.69% |
December 31, 2023 | 76.69% |
November 30, 2023 | 76.69% |
October 31, 2023 | 76.69% |
September 30, 2023 | 76.69% |
August 31, 2023 | 76.69% |
July 31, 2023 | 76.69% |
June 30, 2023 | 76.69% |
May 31, 2023 | 76.69% |
April 30, 2023 | 76.69% |
March 31, 2023 | 76.69% |
February 28, 2023 | 76.69% |
January 31, 2023 | 76.69% |
December 31, 2022 | 76.69% |
November 30, 2022 | 76.69% |
October 31, 2022 | 76.69% |
September 30, 2022 | 76.69% |
August 31, 2022 | 76.69% |
July 31, 2022 | 76.69% |
June 30, 2022 | 76.69% |
May 31, 2022 | 76.69% |
April 30, 2022 | 76.69% |
Date | Value |
---|---|
March 31, 2022 | 76.69% |
February 28, 2022 | 76.69% |
January 31, 2022 | 76.69% |
December 31, 2021 | 76.69% |
November 30, 2021 | 76.69% |
October 31, 2021 | 76.69% |
September 30, 2021 | 76.69% |
August 31, 2021 | 76.69% |
July 31, 2021 | 76.69% |
June 30, 2021 | 76.69% |
May 31, 2021 | 76.69% |
April 30, 2021 | 76.69% |
March 31, 2021 | 76.69% |
February 28, 2021 | 76.69% |
January 31, 2021 | 76.69% |
December 31, 2020 | 76.69% |
November 30, 2020 | 76.69% |
October 31, 2020 | 76.69% |
September 30, 2020 | 76.69% |
August 31, 2020 | 76.69% |
July 31, 2020 | 76.69% |
June 30, 2020 | 76.69% |
May 31, 2020 | 76.69% |
April 30, 2020 | 76.69% |
March 31, 2020 | 76.28% |
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
75.93%
Minimum
May 2019
76.69%
Maximum
Apr 2020
76.56%
Average
76.69%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
BlackRock TCP Capital Corp | 68.74% |
WhiteHorse Finance Inc | 57.48% |
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.23 |
Beta (5Y) | 1.535 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.79% |
Historical Sharpe Ratio (5Y) | -0.351 |
Historical Sortino (5Y) | -0.441 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.31% |