Gabelli Utility Trust (GUT)
5.55
-0.01
(-0.18%)
USD |
NYSE |
Apr 24, 16:00
5.545
0.00 (0.00%)
Pre-Market: 20:00
GUT Max Drawdown (5Y): 42.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 42.09% |
February 29, 2024 | 42.09% |
January 31, 2024 | 42.09% |
December 31, 2023 | 42.09% |
November 30, 2023 | 42.09% |
October 31, 2023 | 42.09% |
September 30, 2023 | 42.09% |
August 31, 2023 | 42.09% |
July 31, 2023 | 42.09% |
June 30, 2023 | 42.09% |
May 31, 2023 | 42.09% |
April 30, 2023 | 42.09% |
March 31, 2023 | 42.09% |
February 28, 2023 | 42.09% |
January 31, 2023 | 42.09% |
December 31, 2022 | 42.09% |
November 30, 2022 | 42.09% |
October 31, 2022 | 42.09% |
September 30, 2022 | 42.09% |
August 31, 2022 | 42.09% |
July 31, 2022 | 42.09% |
June 30, 2022 | 42.09% |
May 31, 2022 | 42.09% |
April 30, 2022 | 42.09% |
March 31, 2022 | 42.09% |
Date | Value |
---|---|
February 28, 2022 | 42.09% |
January 31, 2022 | 42.09% |
December 31, 2021 | 42.09% |
November 30, 2021 | 42.09% |
October 31, 2021 | 42.09% |
September 30, 2021 | 42.09% |
August 31, 2021 | 42.09% |
July 31, 2021 | 42.09% |
June 30, 2021 | 42.09% |
May 31, 2021 | 42.09% |
April 30, 2021 | 42.09% |
March 31, 2021 | 42.09% |
February 28, 2021 | 42.09% |
January 31, 2021 | 42.09% |
December 31, 2020 | 42.09% |
November 30, 2020 | 42.09% |
October 31, 2020 | 42.09% |
September 30, 2020 | 42.09% |
August 31, 2020 | 42.09% |
July 31, 2020 | 42.09% |
June 30, 2020 | 42.09% |
May 31, 2020 | 42.09% |
April 30, 2020 | 42.09% |
March 31, 2020 | 42.09% |
February 29, 2020 | 20.41% |
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
20.41%
Minimum
Apr 2019
42.09%
Maximum
Mar 2020
38.11%
Average
42.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.634 |
Beta (5Y) | 0.7101 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3723 |
Beta (vs YCharts Benchmark) (5Y) | 0.5547 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.32% |
Historical Sharpe Ratio (5Y) | 0.1036 |
Historical Sortino (5Y) | 0.1177 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.88% |