Gabelli Enterprise Mergers & Acquisitions Fund AAA (EAAAX)

15.74 -0.07 (-0.44%) USD  |  Dec 13 2024
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EAAAX Max Drawdown (5Y): 24.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Minimum
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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

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Gabelli ABC Fund AAA 10.80%
Driehaus Event Driven Fund 18.45%
Calamos Merger Arbitrage Fund I --
AXS Merger Fund I 13.65%
Water Island Event-Driven Fund R 12.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.742
Beta (5Y) 0.6013
Alpha (vs YCharts Benchmark) (5Y) -4.198
Beta (vs YCharts Benchmark) (5Y) 0.3786
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.77%
Historical Sharpe Ratio (5Y) 0.1284
Historical Sortino (5Y) 0.1348
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.12%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:EAAAX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:EAAAX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.