Sixth Street Specialty Lending Inc (TSLX)
20.81
-0.97
(-4.45%)
USD |
NYSE |
May 02, 13:34
Sixth Street Specialty Lending Max Drawdown (5Y): 50.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.17% |
March 31, 2024 | 50.17% |
February 29, 2024 | 50.17% |
January 31, 2024 | 50.17% |
December 31, 2023 | 50.17% |
November 30, 2023 | 50.17% |
October 31, 2023 | 50.17% |
September 30, 2023 | 50.17% |
August 31, 2023 | 50.17% |
July 31, 2023 | 50.17% |
June 30, 2023 | 50.17% |
May 31, 2023 | 50.17% |
April 30, 2023 | 50.17% |
March 31, 2023 | 50.17% |
February 28, 2023 | 50.17% |
January 31, 2023 | 50.17% |
December 31, 2022 | 50.17% |
November 30, 2022 | 50.17% |
October 31, 2022 | 50.17% |
September 30, 2022 | 50.17% |
August 31, 2022 | 50.17% |
July 31, 2022 | 50.17% |
June 30, 2022 | 50.17% |
May 31, 2022 | 50.17% |
April 30, 2022 | 50.17% |
Date | Value |
---|---|
March 31, 2022 | 50.17% |
February 28, 2022 | 50.17% |
January 31, 2022 | 50.17% |
December 31, 2021 | 50.17% |
November 30, 2021 | 50.17% |
October 31, 2021 | 50.17% |
September 30, 2021 | 50.17% |
August 31, 2021 | 50.17% |
July 31, 2021 | 50.17% |
June 30, 2021 | 50.17% |
May 31, 2021 | 50.17% |
April 30, 2021 | 50.17% |
March 31, 2021 | 50.17% |
February 28, 2021 | 50.17% |
January 31, 2021 | 50.17% |
December 31, 2020 | 50.17% |
November 30, 2020 | 50.17% |
October 31, 2020 | 50.17% |
September 30, 2020 | 50.17% |
August 31, 2020 | 50.17% |
July 31, 2020 | 50.17% |
June 30, 2020 | 50.17% |
May 31, 2020 | 50.17% |
April 30, 2020 | 50.17% |
March 31, 2020 | 50.17% |
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
25.91%
Minimum
Nov 2019
50.17%
Maximum
Mar 2020
46.49%
Average
50.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Golub Capital BDC Inc | 47.30% |
Main Street Capital Corp | 64.50% |
Hercules Capital Inc | 57.22% |
Blackstone Secured Lending Fund | -- |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2109 |
Beta (5Y) | 1.033 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.36% |
Historical Sharpe Ratio (5Y) | 0.4446 |
Historical Sortino (5Y) | 0.4459 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.16% |