Mentor Capital Inc (MNTR)
0.0406
-0.01
(-24.21%)
USD |
OTCM |
Apr 23, 10:50
Mentor Capital Max Drawdown (5Y): 98.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 98.58% |
February 29, 2024 | 98.58% |
January 31, 2024 | 98.58% |
December 31, 2023 | 98.58% |
November 30, 2023 | 98.58% |
October 31, 2023 | 98.58% |
September 30, 2023 | 98.58% |
August 31, 2023 | 98.58% |
July 31, 2023 | 98.58% |
June 30, 2023 | 98.58% |
May 31, 2023 | 98.58% |
April 30, 2023 | 98.58% |
March 31, 2023 | 98.58% |
February 28, 2023 | 98.58% |
January 31, 2023 | 98.58% |
December 31, 2022 | 98.58% |
November 30, 2022 | 98.58% |
October 31, 2022 | 98.58% |
September 30, 2022 | 98.58% |
August 31, 2022 | 98.58% |
July 31, 2022 | 98.58% |
June 30, 2022 | 98.58% |
May 31, 2022 | 98.58% |
April 30, 2022 | 98.58% |
March 31, 2022 | 98.58% |
Date | Value |
---|---|
February 28, 2022 | 98.58% |
January 31, 2022 | 98.58% |
December 31, 2021 | 98.58% |
November 30, 2021 | 98.35% |
October 31, 2021 | 98.35% |
September 30, 2021 | 98.35% |
August 31, 2021 | 98.35% |
July 31, 2021 | 98.35% |
June 30, 2021 | 98.35% |
May 31, 2021 | 98.35% |
April 30, 2021 | 98.35% |
March 31, 2021 | 98.35% |
February 28, 2021 | 98.35% |
January 31, 2021 | 98.35% |
December 31, 2020 | 98.35% |
November 30, 2020 | 98.35% |
October 31, 2020 | 98.35% |
September 30, 2020 | 98.35% |
August 31, 2020 | 98.35% |
July 31, 2020 | 98.35% |
June 30, 2020 | 98.35% |
May 31, 2020 | 98.35% |
April 30, 2020 | 98.35% |
March 31, 2020 | 98.23% |
February 29, 2020 | 98.23% |
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
97.53%
Minimum
Apr 2019
98.58%
Maximum
Dec 2021
98.35%
Average
98.35%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
PhenixFIN Corp | 94.46% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.97 |
Beta (5Y) | -0.0772 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.7% |
Historical Sharpe Ratio (5Y) | -0.3371 |
Historical Sortino (5Y) | -0.9744 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.87% |