Great Elm Group Inc (GEG)
1.90
+0.02
(+1.06%)
USD |
NASDAQ |
Apr 11, 16:00
1.89
-0.01
(-0.53%)
After-Hours: 20:00
Great Elm Group Max Drawdown (5Y): 87.72% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 51.23% |
| Capital Southwest Corp | 56.56% |
| Rand Capital Corp | 57.73% |
| PhenixFIN Corp | 92.88% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.26 |
| Beta (5Y) | 0.7492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.93% |
| Historical Sharpe Ratio (5Y) | -0.0557 |
| Historical Sortino (5Y) | -0.1092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.31% |