New Mountain Finance Corp (NMFC)
10.80
-0.30
(-2.70%)
USD |
NASDAQ |
Nov 04, 16:00
10.83
+0.03
(+0.28%)
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% |