MidCap Financial Investment Corp (MFIC)
13.13
-0.15
(-1.13%)
USD |
NASDAQ |
Nov 04, 16:00
13.15
+0.02
(+0.15%)
After-Hours: 20:00
MidCap Financial Investment Max Drawdown (5Y): 67.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.60% |
| September 30, 2024 | 67.60% |
| August 31, 2024 | 67.60% |
| July 31, 2024 | 67.60% |
| June 30, 2024 | 67.60% |
| May 31, 2024 | 67.60% |
| April 30, 2024 | 67.60% |
| March 31, 2024 | 67.60% |
| February 29, 2024 | 67.60% |
| January 31, 2024 | 67.60% |
| December 31, 2023 | 67.60% |
| November 30, 2023 | 67.60% |
| October 31, 2023 | 67.60% |
| September 30, 2023 | 67.60% |
| August 31, 2023 | 67.60% |
| July 31, 2023 | 67.60% |
| June 30, 2023 | 67.60% |
| May 31, 2023 | 67.60% |
| April 30, 2023 | 67.60% |
| March 31, 2023 | 67.60% |
| February 28, 2023 | 67.60% |
| January 31, 2023 | 67.60% |
| December 31, 2022 | 67.60% |
| November 30, 2022 | 67.60% |
| October 31, 2022 | 67.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.60% |
| August 31, 2022 | 67.60% |
| July 31, 2022 | 67.60% |
| June 30, 2022 | 67.60% |
| May 31, 2022 | 67.60% |
| April 30, 2022 | 67.60% |
| March 31, 2022 | 67.60% |
| February 28, 2022 | 67.60% |
| January 31, 2022 | 67.60% |
| December 31, 2021 | 67.60% |
| November 30, 2021 | 67.60% |
| October 31, 2021 | 67.60% |
| September 30, 2021 | 67.60% |
| August 31, 2021 | 67.60% |
| July 31, 2021 | 67.60% |
| June 30, 2021 | 67.60% |
| May 31, 2021 | 67.60% |
| April 30, 2021 | 67.60% |
| March 31, 2021 | 67.60% |
| February 28, 2021 | 67.60% |
| January 31, 2021 | 67.60% |
| December 31, 2020 | 67.60% |
| November 30, 2020 | 67.60% |
| October 31, 2020 | 67.60% |
| September 30, 2020 | 67.60% |
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
42.38%
Minimum
Nov 2019
67.60%
Maximum
Apr 2020
65.84%
Average
67.60%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Apollo Global Management Inc | 53.48% |
| Diamond Hill Investment Group Inc | 57.66% |
| Gladstone Investment Corp | 56.30% |
| Golub Capital BDC Inc | 47.20% |
| Gladstone Capital Corp | 58.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.02 |
| Beta (5Y) | 1.505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.46% |
| Historical Sharpe Ratio (5Y) | 0.1877 |
| Historical Sortino (5Y) | 0.2128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |