Gladstone Capital Corp (GLAD)

27.39 -0.26 (-0.94%) USD  |  NASDAQ  |  Dec 20, 16:00
28.29 +0.90 (+3.29%) After-Hours: 20:00
More

Gladstone Capital Max Drawdown (5Y): 58.49% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for GLAD.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Diamond Hill Investment Group Inc 57.66%
Oaktree Specialty Lending Corp 57.20%
MidCap Financial Investment Corp 67.60%
Gladstone Investment Corp 56.30%
Golub Capital BDC Inc 47.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.739
Beta (5Y) 1.279
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.02%
Historical Sharpe Ratio (5Y) 0.4302
Historical Sortino (5Y) 0.444
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.49%