Horizon Technology Finance Corp (HRZN)

8.85 +0.02 (+0.23%) USD  |  NASDAQ  |  Dec 20, 16:00
8.85 0.00 (0.00%) After-Hours: 20:00
More

Horizon Technology Finance Max Drawdown (5Y): 60.35% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for HRZN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
PRA Group Inc 75.60%
Medallion Financial Corp 86.13%
Federal Agricultural Mortgage Corp 49.43%
Community Bankers Corp 63.26%
Enova International Inc 77.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.08
Beta (5Y) 1.222
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.17%
Historical Sharpe Ratio (5Y) 0.0656
Historical Sortino (5Y) 0.0884
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.12%