Barings BDC Inc (BBDC)
10.01
-0.06
(-0.60%)
USD |
NYSE |
Nov 21, 16:00
10.00
0.00 (0.00%)
Pre-Market: 20:00
Barings BDC Max Drawdown (5Y): 62.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 62.30% |
September 30, 2024 | 62.30% |
August 31, 2024 | 62.30% |
July 31, 2024 | 62.30% |
June 30, 2024 | 62.30% |
May 31, 2024 | 62.30% |
April 30, 2024 | 62.30% |
March 31, 2024 | 62.30% |
February 29, 2024 | 62.30% |
January 31, 2024 | 62.30% |
December 31, 2023 | 62.30% |
November 30, 2023 | 62.30% |
October 31, 2023 | 62.30% |
September 30, 2023 | 62.30% |
August 31, 2023 | 62.30% |
July 31, 2023 | 62.30% |
June 30, 2023 | 62.30% |
May 31, 2023 | 62.30% |
April 30, 2023 | 62.30% |
March 31, 2023 | 62.30% |
February 28, 2023 | 62.30% |
January 31, 2023 | 62.30% |
December 31, 2022 | 62.30% |
November 30, 2022 | 62.30% |
October 31, 2022 | 62.30% |
Date | Value |
---|---|
September 30, 2022 | 62.30% |
August 31, 2022 | 62.30% |
July 31, 2022 | 62.30% |
June 30, 2022 | 62.30% |
May 31, 2022 | 62.30% |
April 30, 2022 | 62.30% |
March 31, 2022 | 62.30% |
February 28, 2022 | 62.30% |
January 31, 2022 | 62.30% |
December 31, 2021 | 62.30% |
November 30, 2021 | 62.30% |
October 31, 2021 | 62.30% |
September 30, 2021 | 62.30% |
August 31, 2021 | 62.30% |
July 31, 2021 | 62.30% |
June 30, 2021 | 62.30% |
May 31, 2021 | 62.30% |
April 30, 2021 | 62.30% |
March 31, 2021 | 62.30% |
February 28, 2021 | 62.30% |
January 31, 2021 | 62.30% |
December 31, 2020 | 62.30% |
November 30, 2020 | 62.30% |
October 31, 2020 | 62.30% |
September 30, 2020 | 62.30% |
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
53.79%
Minimum
Nov 2019
62.30%
Maximum
Mar 2020
61.73%
Average
62.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Golub Capital BDC Inc | 47.20% |
Main Street Capital Corp | 64.50% |
Diamond Hill Investment Group Inc | 57.66% |
Oaktree Specialty Lending Corp | 57.20% |
MidCap Financial Investment Corp | 67.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.658 |
Beta (5Y) | 0.6747 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.38% |
Historical Sharpe Ratio (5Y) | 0.2482 |
Historical Sortino (5Y) | 0.2656 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.80% |