Carlyle Secured Lending Inc (CGBD)
16.94
-0.05
(-0.29%)
USD |
NASDAQ |
Apr 24, 10:58
Carlyle Secured Lending Max Drawdown (5Y): 71.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 71.12% |
| February 29, 2024 | 71.12% |
| January 31, 2024 | 71.12% |
| December 31, 2023 | 71.12% |
| November 30, 2023 | 71.12% |
| October 31, 2023 | 71.12% |
| September 30, 2023 | 71.12% |
| August 31, 2023 | 71.12% |
| July 31, 2023 | 71.12% |
| June 30, 2023 | 71.12% |
| May 31, 2023 | 71.12% |
| April 30, 2023 | 71.12% |
| March 31, 2023 | 71.12% |
| February 28, 2023 | 71.12% |
| January 31, 2023 | 71.12% |
| December 31, 2022 | 71.12% |
| November 30, 2022 | 71.12% |
| October 31, 2022 | 71.12% |
| September 30, 2022 | 71.12% |
| August 31, 2022 | 71.12% |
| July 31, 2022 | 71.12% |
| June 30, 2022 | 71.12% |
| May 31, 2022 | 71.12% |
| April 30, 2022 | 71.12% |
| March 31, 2022 | 71.12% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.12% |
| January 31, 2022 | 71.12% |
| December 31, 2021 | 71.12% |
| November 30, 2021 | 71.12% |
| October 31, 2021 | 71.12% |
| September 30, 2021 | 71.12% |
| August 31, 2021 | 71.12% |
| July 31, 2021 | 71.12% |
| June 30, 2021 | 71.12% |
| May 31, 2021 | 71.12% |
| April 30, 2021 | 71.12% |
| March 31, 2021 | 71.12% |
| February 28, 2021 | 71.12% |
| January 31, 2021 | 71.12% |
| December 31, 2020 | 71.12% |
| November 30, 2020 | 71.12% |
| October 31, 2020 | 71.12% |
| September 30, 2020 | 71.12% |
| August 31, 2020 | 71.12% |
| July 31, 2020 | 71.12% |
| June 30, 2020 | 71.12% |
| May 31, 2020 | 71.12% |
| April 30, 2020 | 71.12% |
| March 31, 2020 | 71.12% |
| February 29, 2020 | 31.73% |
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
31.73%
Minimum
Apr 2019
71.12%
Maximum
Mar 2020
63.90%
Average
71.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Carlyle Group Inc | 56.71% |
| FS KKR Capital Corp | 67.26% |
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.255 |
| Beta (5Y) | 1.598 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.37% |
| Historical Sharpe Ratio (5Y) | 0.3616 |
| Historical Sortino (5Y) | 0.3736 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.78% |