Gabelli Utilities A (GAUAX)
6.50
+0.03 (+0.46%)
USD |
Mar 30 2023
GAUAX Max Drawdown (5Y): 33.63% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 33.63% |
January 31, 2023 | 33.63% |
December 31, 2022 | 33.63% |
November 30, 2022 | 33.63% |
October 31, 2022 | 33.63% |
September 30, 2022 | 33.63% |
August 31, 2022 | 33.63% |
July 31, 2022 | 33.63% |
June 30, 2022 | 33.63% |
May 31, 2022 | 33.63% |
April 30, 2022 | 33.63% |
March 31, 2022 | 33.63% |
February 28, 2022 | 33.63% |
January 31, 2022 | 33.63% |
December 31, 2021 | 33.63% |
November 30, 2021 | 33.63% |
October 31, 2021 | 33.63% |
September 30, 2021 | 33.63% |
August 31, 2021 | 33.63% |
July 31, 2021 | 33.63% |
June 30, 2021 | 33.63% |
May 31, 2021 | 33.63% |
April 30, 2021 | 33.63% |
March 31, 2021 | 33.63% |
February 28, 2021 | 33.63% |
Date | Value |
---|---|
January 31, 2021 | 33.63% |
December 31, 2020 | 33.63% |
November 30, 2020 | 33.63% |
October 31, 2020 | 33.63% |
September 30, 2020 | 33.63% |
August 31, 2020 | 33.63% |
July 31, 2020 | 33.63% |
June 30, 2020 | 33.63% |
May 31, 2020 | 33.63% |
April 30, 2020 | 33.63% |
March 31, 2020 | 33.63% |
February 29, 2020 | 15.28% |
January 31, 2020 | 15.28% |
December 31, 2019 | 15.28% |
November 30, 2019 | 15.28% |
October 31, 2019 | 15.28% |
September 30, 2019 | 15.28% |
August 31, 2019 | 15.28% |
July 31, 2019 | 15.28% |
June 30, 2019 | 15.28% |
May 31, 2019 | 15.28% |
April 30, 2019 | 15.28% |
March 31, 2019 | 15.28% |
February 28, 2019 | 15.28% |
January 31, 2019 | 15.28% |
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
15.28%
Minimum
Mar 2018
33.63%
Maximum
Mar 2020
26.29%
Average
33.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Franklin Utilities A1 | 36.58% |
Rydex Utilities A | 36.90% |
PGIM Jennison Utility A | 35.51% |
Fidelity AdvisorĀ® Utilities A | 38.00% |
MFS Utilities A | 35.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4591 |
Beta (5Y) | 0.6316 |
Alpha (vs YCharts Benchmark) (5Y) | -1.097 |
Beta (vs YCharts Benchmark) (5Y) | 0.7976 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.56% |
Historical Sharpe Ratio (5Y) | 0.3066 |
Historical Sortino (5Y) | 0.325 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.75% |