Investcorp Credit Management BDC, Inc. (ICMB)
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NASDAQ |
Nov 13, 16:00
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+0.01
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After-Hours: 19:59
Investcorp Credit Management BDC Max Drawdown (5Y) : 80.00% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 80.00% |
| September 30, 2026 | 75.55% |
| August 31, 2026 | 75.55% |
| July 31, 2026 | 75.55% |
| June 30, 2026 | 62.14% |
| May 31, 2026 | 58.58% |
| April 30, 2026 | 54.37% |
| March 31, 2026 | 47.57% |
| February 28, 2026 | 37.93% |
| January 31, 2026 | 37.93% |
| December 31, 2025 | 37.93% |
| November 30, 2025 | 37.93% |
| October 31, 2025 | 54.67% |
| September 30, 2025 | 55.85% |
| August 31, 2025 | 55.85% |
| July 31, 2025 | 56.36% |
| June 30, 2025 | 56.36% |
| May 31, 2025 | 56.36% |
| April 30, 2025 | 57.14% |
| March 31, 2025 | 59.50% |
| February 28, 2025 | 79.88% |
| January 31, 2025 | 79.88% |
| December 31, 2024 | 79.88% |
| November 30, 2024 | 79.88% |
| October 31, 2024 | 79.88% |
| Date | Value |
|---|---|
| September 30, 2024 | 79.88% |
| August 31, 2024 | 79.88% |
| July 31, 2024 | 79.88% |
| June 30, 2024 | 79.88% |
| May 31, 2024 | 79.88% |
| April 30, 2024 | 79.88% |
| March 31, 2024 | 79.88% |
| February 29, 2024 | 79.88% |
| January 31, 2024 | 79.88% |
| December 31, 2023 | 79.88% |
| November 30, 2023 | 79.88% |
| October 31, 2023 | 79.88% |
| September 30, 2023 | 79.88% |
| August 31, 2023 | 79.88% |
| July 31, 2023 | 79.88% |
| June 30, 2023 | 79.88% |
| May 31, 2023 | 79.88% |
| April 30, 2023 | 79.88% |
| March 31, 2023 | 79.88% |
| February 28, 2023 | 79.88% |
| January 31, 2023 | 79.88% |
| December 31, 2022 | 79.88% |
| November 30, 2022 | 79.88% |
| October 31, 2022 | 79.88% |
| September 30, 2022 | 79.88% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| BCP Investment Corp. | 58.29% |
| Oxford Square Capital Corp. | 53.59% |
| MidCap Financial Investment Corp | 31.38% |
| Ares Capital Corp. | 21.78% |
| Gladstone Investment Corp. | 26.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.80 |
| Beta (5Y) | 0.7322 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.16% |
| Historical Sharpe Ratio (5Y) | -0.7619 |
| Historical Sortino (5Y) | -0.7755 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.89% |