New Mountain Finance Corp (NMFC)
11.53
+0.01
(+0.09%)
USD |
NASDAQ |
Nov 21, 16:00
11.54
0.00 (0.00%)
After-Hours: 20:00
New Mountain Finance Max Drawdown (5Y): 64.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 64.05% |
| February 28, 2022 | 64.05% |
| January 31, 2022 | 64.05% |
| December 31, 2021 | 64.05% |
| November 30, 2021 | 64.05% |
| October 31, 2021 | 64.05% |
| September 30, 2021 | 64.05% |
| August 31, 2021 | 64.05% |
| July 31, 2021 | 64.05% |
| June 30, 2021 | 64.05% |
| May 31, 2021 | 64.05% |
| April 30, 2021 | 64.05% |
| March 31, 2021 | 64.05% |
| February 28, 2021 | 64.05% |
| January 31, 2021 | 64.05% |
| December 31, 2020 | 64.05% |
| November 30, 2020 | 64.05% |
| October 31, 2020 | 64.05% |
| September 30, 2020 | 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
21.90%
Minimum
Nov 2019
64.05%
Maximum
Apr 2020
61.23%
Average
64.05%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Oxford Square Capital Corp | 67.03% |
| Prospect Capital Corp | 43.97% |
| Netcapital Inc | 99.87% |
| The Marygold Companies Inc | 83.67% |
| Cleanspark Inc | 98.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.805 |
| Beta (5Y) | 1.158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.33% |
| Historical Sharpe Ratio (5Y) | 0.159 |
| Historical Sortino (5Y) | 0.1467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.12% |