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 Advisor® 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% |