Oaktree Specialty Lending Corp (OCSL)
15.50
-0.11
(-0.70%)
USD |
NASDAQ |
Mar 28, 16:00
15.50
0.00 (0.00%)
After-Hours: 20:00
Oaktree Specialty Lending Max Drawdown (5Y): 57.20% 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
| KKR & Co Inc | 47.92% |
| Apollo Global Management Inc | 53.48% |
| Diamond Hill Investment Group Inc | 57.66% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.498 |
| Beta (5Y) | 1.056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.85% |
| Historical Sharpe Ratio (5Y) | 0.5626 |
| Historical Sortino (5Y) | 1.051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.57% |