MidCap Financial Investment Corp (MFIC)

13.70 +0.30 (+2.24%) USD  |  NASDAQ  |  Dec 24, 16:00
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MidCap Financial Investment Max Drawdown (5Y): 67.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Apollo Global Management Inc 53.48%
Diamond Hill Investment Group Inc 57.66%
Oaktree Specialty Lending Corp 57.20%
Gladstone Investment Corp 56.30%
Golub Capital BDC Inc 47.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.73
Beta (5Y) 1.496
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.45%
Historical Sharpe Ratio (5Y) 0.1838
Historical Sortino (5Y) 0.208
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.73%