Horizon Technology Finance Corp (HRZN)
11.78
+0.33
(+2.88%)
USD |
NASDAQ |
May 01, 16:00
11.78
0.00 (0.00%)
After-Hours: 20:00
Horizon Technology Finance Max Drawdown (5Y): 60.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.35% |
March 31, 2024 | 60.35% |
February 29, 2024 | 60.35% |
January 31, 2024 | 60.35% |
December 31, 2023 | 60.35% |
November 30, 2023 | 60.35% |
October 31, 2023 | 60.35% |
September 30, 2023 | 60.35% |
August 31, 2023 | 60.35% |
July 31, 2023 | 60.35% |
June 30, 2023 | 60.35% |
May 31, 2023 | 60.35% |
April 30, 2023 | 60.35% |
March 31, 2023 | 60.35% |
February 28, 2023 | 60.35% |
January 31, 2023 | 60.35% |
December 31, 2022 | 60.35% |
November 30, 2022 | 60.35% |
October 31, 2022 | 60.35% |
September 30, 2022 | 60.35% |
August 31, 2022 | 60.35% |
July 31, 2022 | 60.35% |
June 30, 2022 | 60.35% |
May 31, 2022 | 60.35% |
April 30, 2022 | 60.35% |
Date | Value |
---|---|
March 31, 2022 | 60.35% |
February 28, 2022 | 60.35% |
January 31, 2022 | 60.35% |
December 31, 2021 | 60.35% |
November 30, 2021 | 60.35% |
October 31, 2021 | 60.35% |
September 30, 2021 | 60.35% |
August 31, 2021 | 60.35% |
July 31, 2021 | 60.35% |
June 30, 2021 | 60.35% |
May 31, 2021 | 60.35% |
April 30, 2021 | 60.35% |
March 31, 2021 | 60.35% |
February 28, 2021 | 60.35% |
January 31, 2021 | 60.35% |
December 31, 2020 | 60.35% |
November 30, 2020 | 60.35% |
October 31, 2020 | 60.35% |
September 30, 2020 | 60.35% |
August 31, 2020 | 60.35% |
July 31, 2020 | 60.35% |
June 30, 2020 | 60.35% |
May 31, 2020 | 60.35% |
April 30, 2020 | 60.35% |
March 31, 2020 | 60.35% |
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
34.45%
Minimum
May 2019
60.35%
Maximum
Mar 2020
56.03%
Average
60.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PRA Group Inc | 75.60% |
Medallion Financial Corp | 85.52% |
Federal Agricultural Mortgage Corp | 49.43% |
Community Bankers Corp | 46.00% |
Enova International Inc | 77.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.496 |
Beta (5Y) | 1.196 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.69% |
Historical Sharpe Ratio (5Y) | 0.2324 |
Historical Sortino (5Y) | 0.2945 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |