Logan Ridge Finance Corp (LRFC)
22.55
+0.07
(+0.31%)
USD |
NASDAQ |
May 17, 16:00
22.55
0.00 (0.00%)
After-Hours: 20:00
Logan Ridge Finance Max Drawdown (5Y): 85.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.52% |
| March 31, 2024 | 85.52% |
| February 29, 2024 | 85.52% |
| January 31, 2024 | 85.52% |
| December 31, 2023 | 85.52% |
| November 30, 2023 | 85.52% |
| October 31, 2023 | 85.52% |
| September 30, 2023 | 85.52% |
| August 31, 2023 | 85.52% |
| July 31, 2023 | 85.52% |
| June 30, 2023 | 85.52% |
| May 31, 2023 | 85.52% |
| April 30, 2023 | 85.52% |
| March 31, 2023 | 85.52% |
| February 28, 2023 | 85.52% |
| January 31, 2023 | 85.52% |
| December 31, 2022 | 85.52% |
| November 30, 2022 | 85.52% |
| October 31, 2022 | 85.52% |
| September 30, 2022 | 85.52% |
| August 31, 2022 | 85.52% |
| July 31, 2022 | 85.52% |
| June 30, 2022 | 85.52% |
| May 31, 2022 | 85.52% |
| April 30, 2022 | 85.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.52% |
| February 28, 2022 | 85.52% |
| January 31, 2022 | 85.52% |
| December 31, 2021 | 85.52% |
| November 30, 2021 | 85.52% |
| October 31, 2021 | 85.52% |
| September 30, 2021 | 85.52% |
| August 31, 2021 | 85.52% |
| July 31, 2021 | 85.52% |
| June 30, 2021 | 85.52% |
| May 31, 2021 | 85.52% |
| April 30, 2021 | 85.52% |
| March 31, 2021 | 85.52% |
| February 28, 2021 | 85.52% |
| January 31, 2021 | 85.52% |
| December 31, 2020 | 85.52% |
| November 30, 2020 | 85.52% |
| October 31, 2020 | 85.49% |
| September 30, 2020 | 84.28% |
| August 31, 2020 | 83.12% |
| July 31, 2020 | 79.32% |
| June 30, 2020 | 77.40% |
| May 31, 2020 | 77.40% |
| April 30, 2020 | 74.38% |
| March 31, 2020 | 73.37% |
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
45.17%
Minimum
May 2019
85.52%
Maximum
Nov 2020
77.97%
Average
85.52%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Portman Ridge Finance Corp | 77.89% |
| SuRo Capital Corp | 77.81% |
| Diamond Hill Investment Group Inc | 57.66% |
| MidCap Financial Investment Corp | 67.60% |
| Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.94 |
| Beta (5Y) | 1.293 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.48% |
| Historical Sharpe Ratio (5Y) | -0.2822 |
| Historical Sortino (5Y) | -0.3297 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.29% |