Hercules Capital Inc (HTGC)
18.46
+0.22
(+1.18%)
USD |
NYSE |
Apr 19, 16:00
18.46
0.00 (0.00%)
After-Hours: 18:26
Hercules Capital Max Drawdown (5Y): 57.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 57.22% |
| July 31, 2020 | 57.22% |
| June 30, 2020 | 57.22% |
| May 31, 2020 | 57.22% |
| April 30, 2020 | 57.22% |
| March 31, 2020 | 56.12% |
| February 29, 2020 | 33.89% |
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
Apr 2019
57.22%
Maximum
Apr 2020
52.92%
Average
57.22%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Sixth Street Specialty Lending Inc | 50.17% |
| Ares Capital Corp | 56.84% |
| Diamond Hill Investment Group Inc | 57.66% |
| MidCap Financial Investment Corp | 67.60% |
| Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.084 |
| Beta (5Y) | 1.347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.60% |
| Historical Sharpe Ratio (5Y) | 0.5101 |
| Historical Sortino (5Y) | 0.5232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.88% |