FS KKR Capital Corp (FSK)
19.45
+0.03
(+0.15%)
USD |
NYSE |
Apr 24, 16:00
19.45
0.00 (0.00%)
Pre-Market: 08:50
FS KKR Capital Max Drawdown (5Y): 67.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.26% |
February 29, 2024 | 67.26% |
January 31, 2024 | 67.26% |
December 31, 2023 | 67.26% |
November 30, 2023 | 67.26% |
October 31, 2023 | 67.26% |
September 30, 2023 | 67.26% |
August 31, 2023 | 67.26% |
July 31, 2023 | 67.26% |
June 30, 2023 | 67.26% |
May 31, 2023 | 67.26% |
April 30, 2023 | 67.26% |
March 31, 2023 | 67.26% |
February 28, 2023 | 67.26% |
January 31, 2023 | 67.26% |
December 31, 2022 | 67.26% |
November 30, 2022 | 67.26% |
October 31, 2022 | 67.26% |
September 30, 2022 | 67.26% |
August 31, 2022 | 67.26% |
July 31, 2022 | 67.26% |
June 30, 2022 | 67.26% |
May 31, 2022 | 67.26% |
April 30, 2022 | 67.26% |
March 31, 2022 | 67.26% |
Date | Value |
---|---|
February 28, 2022 | 67.26% |
January 31, 2022 | 67.26% |
December 31, 2021 | 67.26% |
November 30, 2021 | 67.26% |
October 31, 2021 | 67.26% |
September 30, 2021 | 67.26% |
August 31, 2021 | 67.26% |
July 31, 2021 | 67.26% |
June 30, 2021 | 67.26% |
May 31, 2021 | 67.26% |
April 30, 2021 | 67.26% |
March 31, 2021 | 67.26% |
February 28, 2021 | 67.26% |
January 31, 2021 | 67.26% |
December 31, 2020 | 67.26% |
November 30, 2020 | 67.26% |
October 31, 2020 | 67.26% |
September 30, 2020 | 67.26% |
August 31, 2020 | 67.26% |
July 31, 2020 | 67.26% |
June 30, 2020 | 67.26% |
May 31, 2020 | 67.26% |
April 30, 2020 | 67.26% |
March 31, 2020 | 67.26% |
February 29, 2020 | 40.43% |
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
40.43%
Minimum
Apr 2019
67.26%
Maximum
Mar 2020
62.34%
Average
67.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Carlyle Secured Lending Inc | 71.12% |
KKR & Co Inc | 47.92% |
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.762 |
Beta (5Y) | 1.252 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.31% |
Historical Sharpe Ratio (5Y) | 0.2347 |
Historical Sortino (5Y) | 0.2381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.12% |