Gladstone Capital Corp (GLAD)
20.67
+0.05
(+0.24%)
USD |
NASDAQ |
Apr 18, 16:00
20.68
+0.01
(+0.05%)
Pre-Market: 09:24
Gladstone Capital Max Drawdown (5Y): 58.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.49% |
February 29, 2024 | 58.49% |
January 31, 2024 | 58.49% |
December 31, 2023 | 58.49% |
November 30, 2023 | 58.49% |
October 31, 2023 | 58.49% |
September 30, 2023 | 58.49% |
August 31, 2023 | 58.49% |
July 31, 2023 | 58.49% |
June 30, 2023 | 58.49% |
May 31, 2023 | 58.49% |
April 30, 2023 | 58.49% |
March 31, 2023 | 58.49% |
February 28, 2023 | 58.49% |
January 31, 2023 | 58.49% |
December 31, 2022 | 58.49% |
November 30, 2022 | 58.49% |
October 31, 2022 | 58.49% |
September 30, 2022 | 58.49% |
August 31, 2022 | 58.49% |
July 31, 2022 | 58.49% |
June 30, 2022 | 58.49% |
May 31, 2022 | 58.49% |
April 30, 2022 | 58.49% |
March 31, 2022 | 58.49% |
Date | Value |
---|---|
February 28, 2022 | 58.49% |
January 31, 2022 | 58.49% |
December 31, 2021 | 58.49% |
November 30, 2021 | 58.49% |
October 31, 2021 | 58.49% |
September 30, 2021 | 58.49% |
August 31, 2021 | 58.49% |
July 31, 2021 | 58.49% |
June 30, 2021 | 58.49% |
May 31, 2021 | 58.49% |
April 30, 2021 | 58.49% |
March 31, 2021 | 58.49% |
February 28, 2021 | 58.49% |
January 31, 2021 | 58.49% |
December 31, 2020 | 58.49% |
November 30, 2020 | 58.49% |
October 31, 2020 | 58.49% |
September 30, 2020 | 58.49% |
August 31, 2020 | 58.49% |
July 31, 2020 | 58.49% |
June 30, 2020 | 58.49% |
May 31, 2020 | 58.49% |
April 30, 2020 | 58.49% |
March 31, 2020 | 58.49% |
February 29, 2020 | 45.15% |
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
45.15%
Minimum
Apr 2019
58.49%
Maximum
Mar 2020
56.04%
Average
58.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Golub Capital BDC Inc | 47.30% |
Blackstone Secured Lending Fund | -- |
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.292 |
Beta (5Y) | 1.256 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.53% |
Historical Sharpe Ratio (5Y) | 0.3638 |
Historical Sortino (5Y) | 0.3712 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |