MidCap Financial Investment Corp (MFIC)
13.99
+0.17
(+1.23%)
USD |
NASDAQ |
Nov 22, 16:00
14.00
+0.01
(+0.07%)
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% |
Oaktree Specialty Lending Corp | 57.20% |
Gladstone Investment Corp | 56.30% |
Golub Capital BDC Inc | 47.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.02 |
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% |