Oaktree Specialty Lending Corp (OCSL)
19.13
-0.05
(-0.26%)
USD |
NASDAQ |
May 08, 16:00
19.14
+0.01
(+0.05%)
After-Hours: 20:00
Oaktree Specialty Lending Max Drawdown (5Y): 57.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.20% |
March 31, 2024 | 57.20% |
February 29, 2024 | 57.20% |
January 31, 2024 | 57.20% |
December 31, 2023 | 57.20% |
November 30, 2023 | 57.20% |
October 31, 2023 | 57.20% |
September 30, 2023 | 57.20% |
August 31, 2023 | 57.20% |
July 31, 2023 | 57.20% |
June 30, 2023 | 57.20% |
May 31, 2023 | 57.20% |
April 30, 2023 | 57.20% |
March 31, 2023 | 57.20% |
February 28, 2023 | 57.20% |
January 31, 2023 | 57.20% |
December 31, 2022 | 57.20% |
November 30, 2022 | 57.20% |
October 31, 2022 | 57.20% |
September 30, 2022 | 57.20% |
August 31, 2022 | 57.20% |
July 31, 2022 | 57.20% |
June 30, 2022 | 57.20% |
May 31, 2022 | 57.20% |
April 30, 2022 | 57.20% |
Date | Value |
---|---|
March 31, 2022 | 57.20% |
February 28, 2022 | 57.20% |
January 31, 2022 | 57.20% |
December 31, 2021 | 57.20% |
November 30, 2021 | 57.20% |
October 31, 2021 | 57.20% |
September 30, 2021 | 57.20% |
August 31, 2021 | 57.20% |
July 31, 2021 | 57.20% |
June 30, 2021 | 57.20% |
May 31, 2021 | 57.20% |
April 30, 2021 | 57.20% |
March 31, 2021 | 57.20% |
February 28, 2021 | 57.20% |
January 31, 2021 | 57.20% |
December 31, 2020 | 57.20% |
November 30, 2020 | 57.20% |
October 31, 2020 | 57.20% |
September 30, 2020 | 57.20% |
August 31, 2020 | 57.20% |
July 31, 2020 | 57.20% |
June 30, 2020 | 57.20% |
May 31, 2020 | 57.20% |
April 30, 2020 | 57.20% |
March 31, 2020 | 57.20% |
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
46.11%
Minimum
May 2019
57.20%
Maximum
Mar 2020
55.35%
Average
57.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Greystone Housing Impact Investors LP | 53.82% |
Ally Financial Inc | 66.24% |
Navient Corp | 67.67% |
PayPal Holdings Inc | 83.67% |
LM Funding America Inc | 99.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4704 |
Beta (5Y) | 1.064 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.68% |
Historical Sharpe Ratio (5Y) | 0.4454 |
Historical Sortino (5Y) | 0.474 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.21% |