The Gabelli Global Small and Mid Cap Value Trust (GGZ)
12.95
+0.09
(+0.67%)
USD |
NYSE |
Nov 25, 16:00
13.00
+0.05
(+0.39%)
Pre-Market: 20:00
GGZ Max Drawdown (5Y): 56.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 56.04% |
September 30, 2024 | 56.04% |
August 31, 2024 | 56.04% |
July 31, 2024 | 56.04% |
June 30, 2024 | 56.04% |
May 31, 2024 | 56.04% |
April 30, 2024 | 56.04% |
March 31, 2024 | 56.04% |
February 29, 2024 | 56.04% |
January 31, 2024 | 56.04% |
December 31, 2023 | 56.04% |
November 30, 2023 | 56.04% |
October 31, 2023 | 56.04% |
September 30, 2023 | 56.04% |
August 31, 2023 | 56.04% |
July 31, 2023 | 56.04% |
June 30, 2023 | 56.04% |
May 31, 2023 | 56.04% |
April 30, 2023 | 56.04% |
March 31, 2023 | 56.04% |
February 28, 2023 | 56.04% |
January 31, 2023 | 56.04% |
December 31, 2022 | 56.04% |
November 30, 2022 | 56.04% |
October 31, 2022 | 56.04% |
Date | Value |
---|---|
September 30, 2022 | 56.04% |
August 31, 2022 | 56.04% |
July 31, 2022 | 56.04% |
June 30, 2022 | 56.04% |
May 31, 2022 | 56.04% |
April 30, 2022 | 56.04% |
March 31, 2022 | 56.04% |
February 28, 2022 | 56.04% |
January 31, 2022 | 56.04% |
December 31, 2021 | 56.04% |
November 30, 2021 | 56.04% |
October 31, 2021 | 56.04% |
September 30, 2021 | 56.04% |
August 31, 2021 | 56.04% |
July 31, 2021 | 56.04% |
June 30, 2021 | 56.04% |
May 31, 2021 | 56.04% |
April 30, 2021 | 56.04% |
March 31, 2021 | 56.04% |
February 28, 2021 | 56.04% |
January 31, 2021 | 56.04% |
December 31, 2020 | 56.04% |
November 30, 2020 | 56.04% |
October 31, 2020 | 56.04% |
September 30, 2020 | 56.04% |
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
29.79%
Minimum
Nov 2019
56.04%
Maximum
Mar 2020
54.29%
Average
56.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9562 |
Beta (5Y) | 1.491 |
Alpha (vs YCharts Benchmark) (5Y) | -8.688 |
Beta (vs YCharts Benchmark) (5Y) | 1.444 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.18% |
Historical Sharpe Ratio (5Y) | 0.2074 |
Historical Sortino (5Y) | 0.2332 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.02% |