FS KKR Capital Corp (FSK)

21.74 +0.12 (+0.56%) USD  |  NYSE  |  Dec 26, 16:00
21.85 +0.11 (+0.51%) Pre-Market: 06:32
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FS KKR Capital Max Drawdown (5Y): 67.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -7.090
Beta (5Y) 1.255
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.13%
Historical Sharpe Ratio (5Y) 0.3008
Historical Sortino (5Y) 0.2943
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.12%