Blue Owl Capital Corp (OBDC)
15.17
-0.08
(-0.52%)
USD |
NYSE |
Mar 25, 16:00
15.25
+0.08
(+0.53%)
Pre-Market: 08:47
Blue Owl Capital Max Drawdown (5Y): 56.04% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Blue Owl Capital Inc | -- |
| Diamond Hill Investment Group Inc | 57.66% |
| Oaktree Specialty Lending Corp | 57.20% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.681 |
| Beta (5Y) | 0.8462 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.27% |
| Historical Sharpe Ratio (5Y) | 0.4891 |
| Historical Sortino (5Y) | 0.7414 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.62% |