BrightSphere Investment Group Inc (BSIG)
22.56
-0.06
(-0.27%)
USD |
NYSE |
May 03, 16:00
22.58
+0.02
(+0.09%)
Pre-Market: 20:00
BrightSphere Investment Group Max Drawdown (5Y): 78.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.12% |
March 31, 2024 | 78.12% |
February 29, 2024 | 78.12% |
January 31, 2024 | 78.12% |
December 31, 2023 | 78.12% |
November 30, 2023 | 78.12% |
October 31, 2023 | 78.12% |
September 30, 2023 | 78.12% |
August 31, 2023 | 78.12% |
July 31, 2023 | 78.12% |
June 30, 2023 | 78.12% |
May 31, 2023 | 78.12% |
April 30, 2023 | 78.12% |
March 31, 2023 | 78.12% |
February 28, 2023 | 78.12% |
January 31, 2023 | 78.12% |
December 31, 2022 | 78.12% |
November 30, 2022 | 78.12% |
October 31, 2022 | 78.12% |
September 30, 2022 | 78.12% |
August 31, 2022 | 78.12% |
July 31, 2022 | 78.12% |
June 30, 2022 | 78.12% |
May 31, 2022 | 78.12% |
April 30, 2022 | 78.12% |
Date | Value |
---|---|
March 31, 2022 | 78.12% |
February 28, 2022 | 78.12% |
January 31, 2022 | 78.12% |
December 31, 2021 | 78.12% |
November 30, 2021 | 78.12% |
October 31, 2021 | 78.12% |
September 30, 2021 | 78.12% |
August 31, 2021 | 78.12% |
July 31, 2021 | 78.12% |
June 30, 2021 | 78.12% |
May 31, 2021 | 78.12% |
April 30, 2021 | 78.12% |
March 31, 2021 | 78.12% |
February 28, 2021 | 78.12% |
January 31, 2021 | 78.12% |
December 31, 2020 | 78.12% |
November 30, 2020 | 78.12% |
October 31, 2020 | 78.12% |
September 30, 2020 | 78.12% |
August 31, 2020 | 78.12% |
July 31, 2020 | 78.12% |
June 30, 2020 | 78.12% |
May 31, 2020 | 78.12% |
April 30, 2020 | 78.12% |
March 31, 2020 | 78.12% |
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
46.55%
Minimum
May 2019
78.12%
Maximum
Mar 2020
73.55%
Average
78.12%
Median
Mar 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) | -9.358 |
Beta (5Y) | 1.540 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.81% |
Historical Sharpe Ratio (5Y) | 0.1703 |
Historical Sortino (5Y) | 0.2511 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |