New Mountain Finance Corp. (NMFC)
7.965
+0.02
(+0.19%)
USD |
NASDAQ |
Jun 11, 10:20
New Mountain Finance Max Drawdown (5Y) : 27.77% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 27.77% |
| April 30, 2026 | 27.77% |
| March 31, 2026 | 27.77% |
| February 28, 2026 | 27.77% |
| January 31, 2026 | 21.99% |
| December 31, 2025 | 21.99% |
| November 30, 2025 | 21.99% |
| October 31, 2025 | 28.96% |
| September 30, 2025 | 31.05% |
| August 31, 2025 | 31.05% |
| July 31, 2025 | 32.63% |
| June 30, 2025 | 34.92% |
| May 31, 2025 | 34.92% |
| April 30, 2025 | 48.16% |
| March 31, 2025 | 64.05% |
| February 28, 2025 | 64.05% |
| January 31, 2025 | 64.05% |
| December 31, 2024 | 64.05% |
| November 30, 2024 | 64.05% |
| October 31, 2024 | 64.05% |
| September 30, 2024 | 64.05% |
| August 31, 2024 | 64.05% |
| July 31, 2024 | 64.05% |
| June 30, 2024 | 64.05% |
| May 31, 2024 | 64.05% |
| Date | Value |
|---|---|
| April 30, 2024 | 64.05% |
| March 31, 2024 | 64.05% |
| February 29, 2024 | 64.05% |
| January 31, 2024 | 64.05% |
| December 31, 2023 | 64.05% |
| November 30, 2023 | 64.05% |
| October 31, 2023 | 64.05% |
| September 30, 2023 | 64.05% |
| August 31, 2023 | 64.05% |
| July 31, 2023 | 64.05% |
| June 30, 2023 | 64.05% |
| May 31, 2023 | 64.05% |
| April 30, 2023 | 64.05% |
| March 31, 2023 | 64.05% |
| February 28, 2023 | 64.05% |
| January 31, 2023 | 64.05% |
| December 31, 2022 | 64.05% |
| November 30, 2022 | 64.05% |
| October 31, 2022 | 64.05% |
| September 30, 2022 | 64.05% |
| August 31, 2022 | 64.05% |
| July 31, 2022 | 64.05% |
| June 30, 2022 | 64.05% |
| May 31, 2022 | 64.05% |
| April 30, 2022 | 64.05% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Oxford Square Capital Corp. | 46.62% |
| MidCap Financial Investment Corp | 26.88% |
| Ares Capital Corp. | 21.78% |
| Gladstone Investment Corp. | 26.24% |
| Gladstone Capital Corp. | 39.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.029 |
| Beta (5Y) | 0.5419 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.41% |
| Historical Sharpe Ratio (5Y) | -0.1475 |
| Historical Sortino (5Y) | -0.2033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.11% |