Gabelli Small Cap Growth C (GCCSX)
29.41
+0.15 (+0.51%)
USD |
Mar 30 2023
GCCSX Max Drawdown (5Y): 41.38% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 41.38% |
| January 31, 2023 | 41.38% |
| December 31, 2022 | 41.38% |
| November 30, 2022 | 41.38% |
| October 31, 2022 | 41.38% |
| September 30, 2022 | 41.38% |
| August 31, 2022 | 41.38% |
| July 31, 2022 | 41.38% |
| June 30, 2022 | 41.38% |
| May 31, 2022 | 41.38% |
| April 30, 2022 | 41.38% |
| March 31, 2022 | 41.38% |
| February 28, 2022 | 41.38% |
| January 31, 2022 | 41.38% |
| December 31, 2021 | 41.38% |
| November 30, 2021 | 41.38% |
| October 31, 2021 | 41.38% |
| September 30, 2021 | 41.38% |
| August 31, 2021 | 41.38% |
| July 31, 2021 | 41.38% |
| June 30, 2021 | 41.38% |
| May 31, 2021 | 41.38% |
| April 30, 2021 | 41.38% |
| March 31, 2021 | 41.38% |
| February 28, 2021 | 41.38% |
| Date | Value |
|---|---|
| January 31, 2021 | 41.38% |
| December 31, 2020 | 41.38% |
| November 30, 2020 | 41.38% |
| October 31, 2020 | 41.38% |
| September 30, 2020 | 41.38% |
| August 31, 2020 | 41.38% |
| July 31, 2020 | 41.38% |
| June 30, 2020 | 41.38% |
| May 31, 2020 | 41.38% |
| April 30, 2020 | 41.38% |
| March 31, 2020 | 41.38% |
| February 29, 2020 | 23.48% |
| January 31, 2020 | 23.48% |
| December 31, 2019 | 23.48% |
| November 30, 2019 | 23.48% |
| October 31, 2019 | 23.48% |
| September 30, 2019 | 23.48% |
| August 31, 2019 | 23.48% |
| July 31, 2019 | 23.48% |
| June 30, 2019 | 23.48% |
| May 31, 2019 | 23.48% |
| April 30, 2019 | 23.48% |
| March 31, 2019 | 23.48% |
| February 28, 2019 | 23.48% |
| January 31, 2019 | 23.48% |
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
18.86%
Minimum
Mar 2018
41.38%
Maximum
Mar 2020
33.53%
Average
41.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| TETON Westwood Mighty Mites C | 42.43% |
| Fidelity Advisor® Stock Selector Sm Cp C | 38.52% |
| Royce Premier Consult | 40.48% |
| Principal SmallCap C | 42.49% |
| Invesco Small Cap Equity C | 41.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.928 |
| Beta (5Y) | 1.090 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2272 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8802 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.19% |
| Historical Sharpe Ratio (5Y) | 0.3419 |
| Historical Sortino (5Y) | 0.3784 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.22% |