Clough Global Dividend and Income Fund (GLV)
5.73
+0.01
(+0.17%)
USD |
NYAM |
Nov 25, 16:00
5.73
0.00 (0.00%)
After-Hours: 20:00
GLV Max Drawdown (5Y): 47.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.17% |
| September 30, 2024 | 47.17% |
| August 31, 2024 | 47.17% |
| July 31, 2024 | 47.17% |
| June 30, 2024 | 47.17% |
| May 31, 2024 | 47.17% |
| April 30, 2024 | 47.17% |
| March 31, 2024 | 47.17% |
| February 29, 2024 | 47.17% |
| January 31, 2024 | 47.17% |
| December 31, 2023 | 47.17% |
| November 30, 2023 | 47.17% |
| October 31, 2023 | 47.17% |
| September 30, 2023 | 46.06% |
| August 31, 2023 | 45.03% |
| July 31, 2023 | 45.03% |
| June 30, 2023 | 45.03% |
| May 31, 2023 | 45.03% |
| April 30, 2023 | 45.03% |
| March 31, 2023 | 45.03% |
| February 28, 2023 | 45.03% |
| January 31, 2023 | 45.03% |
| December 31, 2022 | 45.03% |
| November 30, 2022 | 45.03% |
| October 31, 2022 | 45.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.03% |
| August 31, 2022 | 45.03% |
| July 31, 2022 | 45.03% |
| June 30, 2022 | 45.03% |
| May 31, 2022 | 45.03% |
| April 30, 2022 | 45.03% |
| March 31, 2022 | 45.03% |
| February 28, 2022 | 45.03% |
| January 31, 2022 | 45.03% |
| December 31, 2021 | 45.03% |
| November 30, 2021 | 45.03% |
| October 31, 2021 | 45.03% |
| September 30, 2021 | 45.03% |
| August 31, 2021 | 45.03% |
| July 31, 2021 | 45.03% |
| June 30, 2021 | 45.03% |
| May 31, 2021 | 45.03% |
| April 30, 2021 | 45.03% |
| March 31, 2021 | 45.03% |
| February 28, 2021 | 45.03% |
| January 31, 2021 | 45.03% |
| December 31, 2020 | 45.03% |
| November 30, 2020 | 45.03% |
| October 31, 2020 | 45.03% |
| September 30, 2020 | 45.03% |
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
26.22%
Minimum
Nov 2019
47.17%
Maximum
Oct 2023
44.26%
Average
45.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Clough Global Opportunities Fund | 58.44% |
| BlackRock Capital Allocation Trust | -- |
| Clough Global Equity Fund | 57.30% |
| RENN Fund Inc | 50.80% |
| WBI BullBear Yield 3000 ETF | 25.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.336 |
| Beta (5Y) | 0.9126 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.78 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9367 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.87% |
| Historical Sharpe Ratio (5Y) | -0.1407 |
| Historical Sortino (5Y) | -0.1635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.67% |