Bain Capital Specialty Finance Inc (BCSF)
16.74
+0.10
(+0.60%)
USD |
NYSE |
Nov 22, 16:00
16.74
0.00 (0.00%)
Pre-Market: 20:00
Bain Capital Specialty Finance Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
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) | -8.205 |
| Beta (5Y) | 1.126 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.27% |
| Historical Sharpe Ratio (5Y) | 0.1904 |
| Historical Sortino (5Y) | 0.1757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.83% |