OFS Capital Corp (OFS)
8.83
+0.29
(+3.40%)
USD |
NASDAQ |
Apr 25, 16:00
8.70
-0.13
(-1.47%)
After-Hours: 20:00
OFS Capital Max Drawdown (5Y): 68.04% for March 31, 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
| Stifel Financial Corp | 48.65% |
| State Street Corp | 50.75% |
| LPL Financial Holdings Inc | 50.54% |
| Moelis & Co | 53.65% |
| Innventure Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.726 |
| Beta (5Y) | 1.294 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.05% |
| Historical Sharpe Ratio (5Y) | 0.7594 |
| Historical Sortino (5Y) | 1.832 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.58% |