Massachusetts Business Development Corp (MBDC)
29.00
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Massachusetts Business Development Max Drawdown (5Y): 63.01% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 63.01% |
| August 31, 2024 | 63.01% |
| July 31, 2024 | 63.01% |
| June 30, 2024 | 63.01% |
| May 31, 2024 | 63.01% |
| April 30, 2024 | 63.01% |
| March 31, 2024 | 63.01% |
| February 29, 2024 | 63.01% |
| January 31, 2024 | 63.01% |
| December 31, 2023 | 63.01% |
| November 30, 2023 | 63.01% |
| October 31, 2023 | 63.01% |
| September 30, 2023 | 63.01% |
| August 31, 2023 | 63.01% |
| July 31, 2023 | 63.01% |
| June 30, 2023 | 63.01% |
| May 31, 2023 | 63.01% |
| April 30, 2023 | 63.01% |
| March 31, 2023 | 63.01% |
| February 28, 2023 | 63.01% |
| January 31, 2023 | 63.01% |
| December 31, 2022 | 63.01% |
| November 30, 2022 | 63.01% |
| October 31, 2022 | 63.01% |
| September 30, 2022 | 63.01% |
| Date | Value |
|---|---|
| August 31, 2022 | 63.01% |
| July 31, 2022 | 63.01% |
| June 30, 2022 | 63.01% |
| May 31, 2022 | 63.01% |
| April 30, 2022 | 63.01% |
| March 31, 2022 | 63.01% |
| February 28, 2022 | 52.40% |
| January 31, 2022 | 52.40% |
| December 31, 2021 | 52.40% |
| November 30, 2021 | 52.40% |
| October 31, 2021 | 52.40% |
| September 30, 2021 | 52.40% |
| August 31, 2021 | 51.15% |
| July 31, 2021 | 49.75% |
| June 30, 2021 | 49.75% |
| May 31, 2021 | 49.75% |
| April 30, 2021 | 49.75% |
| March 31, 2021 | 41.11% |
| February 28, 2021 | 44.42% |
| January 31, 2021 | 46.67% |
| December 31, 2020 | 46.67% |
| November 30, 2020 | 50.00% |
| October 31, 2020 | 50.00% |
| September 30, 2020 | 50.00% |
| August 31, 2020 | 50.00% |
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
41.11%
Minimum
Mar 2021
63.01%
Maximum
Mar 2022
56.95%
Average
63.01%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Synchrony Financial | 66.35% |
| Blue Owl Capital Corp | 56.04% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Income Opportunity Realty Investors Inc | 44.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.553 |
| Beta (5Y) | -0.8621 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.19% |
| Historical Sharpe Ratio (5Y) | -0.0915 |
| Historical Sortino (5Y) | -0.2323 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.09% |