Bain Capital Specialty Finance Inc (BCSF)
15.75
+0.08
(+0.51%)
USD |
NYSE |
Apr 19, 16:00
15.60
-0.15
(-0.95%)
After-Hours: 18:03
Bain Capital Specialty Finance Max Drawdown (5Y): 62.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 62.22% |
February 29, 2024 | 62.22% |
January 31, 2024 | 62.22% |
December 31, 2023 | 62.22% |
November 30, 2023 | 62.22% |
October 31, 2023 | 62.22% |
September 30, 2023 | 62.22% |
August 31, 2023 | 62.22% |
July 31, 2023 | 62.22% |
June 30, 2023 | 62.22% |
May 31, 2023 | 62.22% |
April 30, 2023 | 62.22% |
March 31, 2023 | 62.22% |
February 28, 2023 | 62.22% |
January 31, 2023 | 62.22% |
December 31, 2022 | 62.22% |
November 30, 2022 | 62.22% |
October 31, 2022 | 62.22% |
September 30, 2022 | 62.22% |
August 31, 2022 | 62.22% |
July 31, 2022 | 62.22% |
June 30, 2022 | 62.22% |
May 31, 2022 | 62.22% |
April 30, 2022 | 62.22% |
March 31, 2022 | 62.22% |
Date | Value |
---|---|
February 28, 2022 | 62.22% |
January 31, 2022 | 62.22% |
December 31, 2021 | 62.22% |
November 30, 2021 | 62.22% |
October 31, 2021 | 62.22% |
September 30, 2021 | 62.22% |
August 31, 2021 | 62.22% |
July 31, 2021 | 62.22% |
June 30, 2021 | 62.22% |
May 31, 2021 | 62.22% |
April 30, 2021 | 62.22% |
March 31, 2021 | 62.22% |
February 28, 2021 | 62.22% |
January 31, 2021 | 62.22% |
December 31, 2020 | 62.22% |
November 30, 2020 | 62.22% |
October 31, 2020 | 62.22% |
September 30, 2020 | 62.22% |
August 31, 2020 | 62.22% |
July 31, 2020 | 62.22% |
June 30, 2020 | 62.22% |
May 31, 2020 | 62.22% |
April 30, 2020 | 62.22% |
March 31, 2020 | 61.68% |
February 29, 2020 | 14.93% |
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
14.93%
Minimum
Apr 2019
62.22%
Maximum
Apr 2020
53.54%
Average
62.22%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
PhenixFIN Corp | 94.46% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.869 |
Beta (5Y) | 1.147 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.32% |
Historical Sharpe Ratio (5Y) | 0.1532 |
Historical Sortino (5Y) | 0.1427 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.83% |