Rand Capital Corp (RAND)
13.83
-0.21
(-1.53%)
USD |
NASDAQ |
May 03, 16:00
Rand Capital Max Drawdown (5Y): 56.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.29% |
March 31, 2024 | 56.29% |
February 29, 2024 | 56.29% |
January 31, 2024 | 56.29% |
December 31, 2023 | 56.29% |
November 30, 2023 | 56.29% |
October 31, 2023 | 56.29% |
September 30, 2023 | 56.29% |
August 31, 2023 | 56.29% |
July 31, 2023 | 56.29% |
June 30, 2023 | 56.29% |
May 31, 2023 | 56.29% |
April 30, 2023 | 56.29% |
March 31, 2023 | 56.29% |
February 28, 2023 | 56.29% |
January 31, 2023 | 56.29% |
December 31, 2022 | 56.29% |
November 30, 2022 | 56.29% |
October 31, 2022 | 56.29% |
September 30, 2022 | 56.29% |
August 31, 2022 | 56.29% |
July 31, 2022 | 56.29% |
June 30, 2022 | 56.29% |
May 31, 2022 | 56.29% |
April 30, 2022 | 56.29% |
Date | Value |
---|---|
March 31, 2022 | 56.29% |
February 28, 2022 | 56.29% |
January 31, 2022 | 56.29% |
December 31, 2021 | 56.29% |
November 30, 2021 | 56.29% |
October 31, 2021 | 56.29% |
September 30, 2021 | 56.29% |
August 31, 2021 | 56.29% |
July 31, 2021 | 56.29% |
June 30, 2021 | 56.29% |
May 31, 2021 | 56.29% |
April 30, 2021 | 56.29% |
March 31, 2021 | 56.29% |
February 28, 2021 | 56.29% |
January 31, 2021 | 56.29% |
December 31, 2020 | 56.29% |
November 30, 2020 | 56.29% |
October 31, 2020 | 56.29% |
September 30, 2020 | 56.29% |
August 31, 2020 | 56.29% |
July 31, 2020 | 56.29% |
June 30, 2020 | 56.29% |
May 31, 2020 | 56.29% |
April 30, 2020 | 56.29% |
March 31, 2020 | 56.29% |
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
53.15%
Minimum
May 2019
56.29%
Maximum
Mar 2020
55.77%
Average
56.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
PhenixFIN Corp | 94.46% |
Great Elm Group Inc | 86.33% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.581 |
Beta (5Y) | 0.4376 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.90% |
Historical Sharpe Ratio (5Y) | 0.1033 |
Historical Sortino (5Y) | 0.1888 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.27% |