Hennessy Gas Utility Investor (GASFX)
23.47
+0.57 (+2.49%)
USD |
Mar 24 2023
GASFX Max Drawdown (5Y): 37.23% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 37.23% |
January 31, 2023 | 37.23% |
December 31, 2022 | 37.23% |
November 30, 2022 | 37.23% |
October 31, 2022 | 37.23% |
September 30, 2022 | 37.23% |
August 31, 2022 | 37.23% |
July 31, 2022 | 37.23% |
June 30, 2022 | 37.23% |
May 31, 2022 | 37.23% |
April 30, 2022 | 37.23% |
March 31, 2022 | 37.23% |
February 28, 2022 | 37.23% |
January 31, 2022 | 37.23% |
December 31, 2021 | 37.23% |
November 30, 2021 | 37.23% |
October 31, 2021 | 37.23% |
September 30, 2021 | 37.23% |
August 31, 2021 | 37.23% |
July 31, 2021 | 37.23% |
June 30, 2021 | 37.23% |
May 31, 2021 | 37.23% |
April 30, 2021 | 37.23% |
March 31, 2021 | 37.23% |
February 28, 2021 | 37.23% |
Date | Value |
---|---|
January 31, 2021 | 37.23% |
December 31, 2020 | 37.23% |
November 30, 2020 | 37.23% |
October 31, 2020 | 37.23% |
September 30, 2020 | 37.23% |
August 31, 2020 | 37.23% |
July 31, 2020 | 37.23% |
June 30, 2020 | 37.23% |
May 31, 2020 | 37.23% |
April 30, 2020 | 37.23% |
March 31, 2020 | 37.23% |
February 29, 2020 | 23.89% |
January 31, 2020 | 23.89% |
December 31, 2019 | 23.89% |
November 30, 2019 | 23.89% |
October 31, 2019 | 23.89% |
September 30, 2019 | 23.89% |
August 31, 2019 | 23.89% |
July 31, 2019 | 23.89% |
June 30, 2019 | 23.89% |
May 31, 2019 | 23.89% |
April 30, 2019 | 23.89% |
March 31, 2019 | 23.89% |
February 28, 2019 | 23.89% |
January 31, 2019 | 23.89% |
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
23.89%
Minimum
Mar 2018
37.23%
Maximum
Mar 2020
31.89%
Average
37.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Century Utilities Inv | 33.87% |
ICON Utilities and Income Inv | 37.95% |
Rydex Utilities Inv | 36.88% |
Gabelli Utilities I | 33.58% |
Vanguard Utilities Index Adm | 36.19% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.348 |
Beta (5Y) | 0.6603 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7213 |
Beta (vs YCharts Benchmark) (5Y) | 0.8619 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.33% |
Historical Sharpe Ratio (5Y) | 0.4055 |
Historical Sortino (5Y) | 0.4352 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.62% |