Blue Owl Capital Corp (OBDC)
15.07
+0.01
(+0.07%)
USD |
NYSE |
Nov 21, 16:00
15.06
-0.01
(-0.07%)
Pre-Market: 20:00
Blue Owl Capital Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Blue Owl Capital Corp III | -- |
| Blue Owl Capital Inc | -- |
| Golub Capital BDC Inc | 47.20% |
| KKR & Co Inc | 47.92% |
| Sixth Street Specialty Lending Inc | 50.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.955 |
| Beta (5Y) | 0.8636 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.24% |
| Historical Sharpe Ratio (5Y) | 0.2454 |
| Historical Sortino (5Y) | 0.2815 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.26% |