OFS Capital Corp (OFS)
8.03
-0.05
(-0.62%)
USD |
NASDAQ |
Nov 21, 16:00
8.03
0.00 (0.00%)
After-Hours: 16:50
OFS Capital Max Drawdown (5Y): 69.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.09% |
| September 30, 2024 | 69.09% |
| August 31, 2024 | 69.09% |
| July 31, 2024 | 69.09% |
| June 30, 2024 | 69.09% |
| May 31, 2024 | 69.09% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
69.09%
Maximum
Mar 2020
65.92%
Average
69.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stifel Financial Corp | 51.89% |
| State Street Corp | 59.60% |
| LPL Financial Holdings Inc | 60.33% |
| Huntwicke Capital Group Inc | 44.44% |
| Moelis & Co | 58.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.20 |
| Beta (5Y) | 1.781 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.71% |
| Historical Sharpe Ratio (5Y) | 0.0573 |
| Historical Sortino (5Y) | 0.0745 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.08% |