OFS Capital Corp (OFS)
9.51
-0.14
(-1.45%)
USD |
NASDAQ |
May 03, 15:31
OFS Capital Max Drawdown (5Y): 69.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.09% |
March 31, 2024 | 69.09% |
February 29, 2024 | 69.09% |
January 31, 2024 | 69.09% |
December 31, 2023 | 69.09% |
November 30, 2023 | 69.09% |
October 31, 2023 | 69.09% |
September 30, 2023 | 69.09% |
August 31, 2023 | 69.09% |
July 31, 2023 | 69.09% |
June 30, 2023 | 69.09% |
May 31, 2023 | 69.09% |
April 30, 2023 | 69.09% |
March 31, 2023 | 69.09% |
February 28, 2023 | 69.09% |
January 31, 2023 | 69.09% |
December 31, 2022 | 69.09% |
November 30, 2022 | 69.09% |
October 31, 2022 | 69.09% |
September 30, 2022 | 69.09% |
August 31, 2022 | 69.09% |
July 31, 2022 | 69.09% |
June 30, 2022 | 69.09% |
May 31, 2022 | 69.09% |
April 30, 2022 | 69.09% |
Date | Value |
---|---|
March 31, 2022 | 69.09% |
February 28, 2022 | 69.09% |
January 31, 2022 | 69.09% |
December 31, 2021 | 69.09% |
November 30, 2021 | 69.09% |
October 31, 2021 | 69.09% |
September 30, 2021 | 69.09% |
August 31, 2021 | 69.09% |
July 31, 2021 | 69.09% |
June 30, 2021 | 69.09% |
May 31, 2021 | 69.09% |
April 30, 2021 | 69.09% |
March 31, 2021 | 69.09% |
February 28, 2021 | 69.09% |
January 31, 2021 | 69.09% |
December 31, 2020 | 69.09% |
November 30, 2020 | 69.09% |
October 31, 2020 | 69.09% |
September 30, 2020 | 69.09% |
August 31, 2020 | 69.09% |
July 31, 2020 | 69.09% |
June 30, 2020 | 69.09% |
May 31, 2020 | 69.09% |
April 30, 2020 | 69.09% |
March 31, 2020 | 69.09% |
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
21.49%
Minimum
May 2019
69.09%
Maximum
Mar 2020
61.16%
Average
69.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Stifel Financial Corp | 51.89% |
State Street Corporation | 59.60% |
LPL Financial Holdings Inc | 60.33% |
Moelis & Co | 58.34% |
Trinity Capital Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.75 |
Beta (5Y) | 1.733 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.55% |
Historical Sharpe Ratio (5Y) | 0.1146 |
Historical Sortino (5Y) | 0.1459 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.08% |