Gabelli Utilities C1 (GAUCX)
2.88
+0.01 (+0.35%)
USD |
Mar 30 2023
GAUCX Max Drawdown (5Y): 33.75% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 33.75% |
| January 31, 2023 | 33.75% |
| December 31, 2022 | 33.75% |
| November 30, 2022 | 33.75% |
| October 31, 2022 | 33.75% |
| September 30, 2022 | 33.75% |
| August 31, 2022 | 33.75% |
| July 31, 2022 | 33.75% |
| June 30, 2022 | 33.75% |
| May 31, 2022 | 33.75% |
| April 30, 2022 | 33.75% |
| March 31, 2022 | 33.75% |
| February 28, 2022 | 33.75% |
| January 31, 2022 | 33.75% |
| December 31, 2021 | 33.75% |
| November 30, 2021 | 33.75% |
| October 31, 2021 | 33.75% |
| September 30, 2021 | 33.75% |
| August 31, 2021 | 33.75% |
| July 31, 2021 | 33.75% |
| June 30, 2021 | 33.75% |
| May 31, 2021 | 33.75% |
| April 30, 2021 | 33.75% |
| March 31, 2021 | 33.75% |
| February 28, 2021 | 33.75% |
| Date | Value |
|---|---|
| January 31, 2021 | 33.75% |
| December 31, 2020 | 33.75% |
| November 30, 2020 | 33.75% |
| October 31, 2020 | 33.75% |
| September 30, 2020 | 33.75% |
| August 31, 2020 | 33.75% |
| July 31, 2020 | 33.75% |
| June 30, 2020 | 33.75% |
| May 31, 2020 | 33.75% |
| April 30, 2020 | 33.75% |
| March 31, 2020 | 33.75% |
| February 29, 2020 | 15.93% |
| January 31, 2020 | 15.93% |
| December 31, 2019 | 15.93% |
| November 30, 2019 | 15.93% |
| October 31, 2019 | 15.93% |
| September 30, 2019 | 15.93% |
| August 31, 2019 | 15.93% |
| July 31, 2019 | 15.93% |
| June 30, 2019 | 15.93% |
| May 31, 2019 | 15.93% |
| April 30, 2019 | 15.93% |
| March 31, 2019 | 15.93% |
| February 28, 2019 | 15.93% |
| January 31, 2019 | 15.93% |
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
15.93%
Minimum
Apr 2018
33.75%
Maximum
Mar 2020
26.80%
Average
33.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin Utilities C | 36.57% |
| Rydex Utilities C | 36.96% |
| PGIM Jennison Utility C | 35.52% |
| American Century Utilities Inv | 33.87% |
| Fidelity Advisor® Utilities C | 38.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3092 |
| Beta (5Y) | 0.6345 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.873 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7958 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.53% |
| Historical Sharpe Ratio (5Y) | 0.2614 |
| Historical Sortino (5Y) | 0.2779 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.75% |