Hercules Capital Inc (HTGC)
18.52
-0.30
(-1.59%)
USD |
NYSE |
Nov 21, 16:00
18.58
+0.06
(+0.32%)
After-Hours: 19:41
Hercules Capital Max Drawdown (5Y): 57.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 57.22% |
September 30, 2024 | 57.22% |
August 31, 2024 | 57.22% |
July 31, 2024 | 57.22% |
June 30, 2024 | 57.22% |
May 31, 2024 | 57.22% |
April 30, 2024 | 57.22% |
March 31, 2024 | 57.22% |
February 29, 2024 | 57.22% |
January 31, 2024 | 57.22% |
December 31, 2023 | 57.22% |
November 30, 2023 | 57.22% |
October 31, 2023 | 57.22% |
September 30, 2023 | 57.22% |
August 31, 2023 | 57.22% |
July 31, 2023 | 57.22% |
June 30, 2023 | 57.22% |
May 31, 2023 | 57.22% |
April 30, 2023 | 57.22% |
March 31, 2023 | 57.22% |
February 28, 2023 | 57.22% |
January 31, 2023 | 57.22% |
December 31, 2022 | 57.22% |
November 30, 2022 | 57.22% |
October 31, 2022 | 57.22% |
Date | Value |
---|---|
September 30, 2022 | 57.22% |
August 31, 2022 | 57.22% |
July 31, 2022 | 57.22% |
June 30, 2022 | 57.22% |
May 31, 2022 | 57.22% |
April 30, 2022 | 57.22% |
March 31, 2022 | 57.22% |
February 28, 2022 | 57.22% |
January 31, 2022 | 57.22% |
December 31, 2021 | 57.22% |
November 30, 2021 | 57.22% |
October 31, 2021 | 57.22% |
September 30, 2021 | 57.22% |
August 31, 2021 | 57.22% |
July 31, 2021 | 57.22% |
June 30, 2021 | 57.22% |
May 31, 2021 | 57.22% |
April 30, 2021 | 57.22% |
March 31, 2021 | 57.22% |
February 28, 2021 | 57.22% |
January 31, 2021 | 57.22% |
December 31, 2020 | 57.22% |
November 30, 2020 | 57.22% |
October 31, 2020 | 57.22% |
September 30, 2020 | 57.22% |
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
33.89%
Minimum
Nov 2019
57.22%
Maximum
Apr 2020
55.64%
Average
57.22%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Diamond Hill Investment Group Inc | 57.66% |
Oaktree Specialty Lending Corp | 57.20% |
MidCap Financial Investment Corp | 67.60% |
Gladstone Investment Corp | 56.30% |
Golub Capital BDC Inc | 47.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6381 |
Beta (5Y) | 1.392 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.11% |
Historical Sharpe Ratio (5Y) | 0.4671 |
Historical Sortino (5Y) | 0.4822 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.98% |