Blue Owl Capital Corp (OBDC)

15.19 +0.03 (+0.20%) USD  |  NYSE  |  Dec 20, 16:00
15.13 -0.06 (-0.39%) After-Hours: 20:00
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Blue Owl Capital Max Drawdown (5Y): 56.04% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Blue Owl Capital Corp III --
Blue Owl Capital Inc --
Diamond Hill Investment Group Inc 57.66%
Oaktree Specialty Lending Corp 57.20%
MidCap Financial Investment Corp 67.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.122
Beta (5Y) 0.8502
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.80%
Historical Sharpe Ratio (5Y) 0.211
Historical Sortino (5Y) 0.2389
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.55%