Capital Southwest Corp (CSWC)
25.89
+0.10
(+0.39%)
USD |
NASDAQ |
Apr 26, 16:00
25.89
0.00 (0.00%)
After-Hours: 20:00
Capital Southwest Max Drawdown (5Y): 61.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 61.24% |
February 29, 2024 | 61.24% |
January 31, 2024 | 61.24% |
December 31, 2023 | 61.24% |
November 30, 2023 | 61.24% |
October 31, 2023 | 61.24% |
September 30, 2023 | 61.24% |
August 31, 2023 | 61.24% |
July 31, 2023 | 61.24% |
June 30, 2023 | 61.24% |
May 31, 2023 | 61.24% |
April 30, 2023 | 61.24% |
March 31, 2023 | 61.24% |
February 28, 2023 | 61.24% |
January 31, 2023 | 61.24% |
December 31, 2022 | 61.24% |
November 30, 2022 | 61.24% |
October 31, 2022 | 61.24% |
September 30, 2022 | 61.24% |
August 31, 2022 | 61.24% |
July 31, 2022 | 61.24% |
June 30, 2022 | 61.24% |
May 31, 2022 | 61.24% |
April 30, 2022 | 61.24% |
March 31, 2022 | 61.24% |
Date | Value |
---|---|
February 28, 2022 | 61.24% |
January 31, 2022 | 61.24% |
December 31, 2021 | 61.24% |
November 30, 2021 | 61.24% |
October 31, 2021 | 61.24% |
September 30, 2021 | 61.24% |
August 31, 2021 | 61.24% |
July 31, 2021 | 61.24% |
June 30, 2021 | 61.24% |
May 31, 2021 | 61.24% |
April 30, 2021 | 61.24% |
March 31, 2021 | 61.24% |
February 28, 2021 | 61.24% |
January 31, 2021 | 61.24% |
December 31, 2020 | 61.24% |
November 30, 2020 | 61.24% |
October 31, 2020 | 61.24% |
September 30, 2020 | 61.24% |
August 31, 2020 | 61.24% |
July 31, 2020 | 61.24% |
June 30, 2020 | 61.24% |
May 31, 2020 | 61.24% |
April 30, 2020 | 61.24% |
March 31, 2020 | 61.24% |
February 29, 2020 | 29.51% |
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
29.51%
Minimum
Apr 2019
61.24%
Maximum
Mar 2020
55.43%
Average
61.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Rand Capital Corp | 56.29% |
PhenixFIN Corp | 94.46% |
Great Elm Group Inc | 86.33% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.159 |
Beta (5Y) | 1.214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.05% |
Historical Sharpe Ratio (5Y) | 0.4444 |
Historical Sortino (5Y) | 0.4814 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |