Monroe Capital Corp (MRCC)
7.25
-0.05
(-0.68%)
USD |
NASDAQ |
May 02, 16:00
7.24
-0.01
(-0.14%)
After-Hours: 20:00
Monroe Capital Max Drawdown (5Y): 57.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.62% |
March 31, 2024 | 57.62% |
February 29, 2024 | 57.62% |
January 31, 2024 | 57.62% |
December 31, 2023 | 57.62% |
November 30, 2023 | 57.62% |
October 31, 2023 | 57.62% |
September 30, 2023 | 57.62% |
August 31, 2023 | 57.62% |
July 31, 2023 | 57.62% |
June 30, 2023 | 57.62% |
May 31, 2023 | 57.62% |
April 30, 2023 | 57.62% |
March 31, 2023 | 57.62% |
February 28, 2023 | 57.62% |
January 31, 2023 | 57.62% |
December 31, 2022 | 57.62% |
November 30, 2022 | 57.62% |
October 31, 2022 | 57.62% |
September 30, 2022 | 57.62% |
August 31, 2022 | 57.62% |
July 31, 2022 | 57.62% |
June 30, 2022 | 57.62% |
May 31, 2022 | 57.62% |
April 30, 2022 | 57.62% |
Date | Value |
---|---|
March 31, 2022 | 57.62% |
February 28, 2022 | 57.62% |
January 31, 2022 | 57.62% |
December 31, 2021 | 57.62% |
November 30, 2021 | 57.62% |
October 31, 2021 | 57.62% |
September 30, 2021 | 57.62% |
August 31, 2021 | 57.62% |
July 31, 2021 | 57.62% |
June 30, 2021 | 57.62% |
May 31, 2021 | 57.62% |
April 30, 2021 | 57.62% |
March 31, 2021 | 57.62% |
February 28, 2021 | 57.62% |
January 31, 2021 | 57.62% |
December 31, 2020 | 57.62% |
November 30, 2020 | 57.62% |
October 31, 2020 | 57.62% |
September 30, 2020 | 57.62% |
August 31, 2020 | 57.62% |
July 31, 2020 | 57.62% |
June 30, 2020 | 57.62% |
May 31, 2020 | 57.62% |
April 30, 2020 | 57.62% |
March 31, 2020 | 57.62% |
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
31.86%
Minimum
May 2019
57.62%
Maximum
Mar 2020
53.32%
Average
57.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SuRo Capital Corp | 77.81% |
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Gladstone Investment Corp | 56.30% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.16 |
Beta (5Y) | 1.048 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.14% |
Historical Sharpe Ratio (5Y) | -0.0147 |
Historical Sortino (5Y) | -0.0193 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.87% |