Oxford Square Capital Corp (OXSQ)
3.28
+0.06
(+2.02%)
USD |
NASDAQ |
May 01, 16:00
3.28
0.00 (0.00%)
After-Hours: 20:00
Oxford Square Capital Max Drawdown (5Y): 67.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.03% |
March 31, 2024 | 67.03% |
February 29, 2024 | 67.03% |
January 31, 2024 | 67.03% |
December 31, 2023 | 67.03% |
November 30, 2023 | 67.03% |
October 31, 2023 | 67.03% |
September 30, 2023 | 67.03% |
August 31, 2023 | 67.03% |
July 31, 2023 | 67.03% |
June 30, 2023 | 67.03% |
May 31, 2023 | 67.03% |
April 30, 2023 | 67.03% |
March 31, 2023 | 67.03% |
February 28, 2023 | 67.03% |
January 31, 2023 | 67.03% |
December 31, 2022 | 67.03% |
November 30, 2022 | 67.03% |
October 31, 2022 | 67.03% |
September 30, 2022 | 67.03% |
August 31, 2022 | 67.03% |
July 31, 2022 | 67.03% |
June 30, 2022 | 67.03% |
May 31, 2022 | 67.03% |
April 30, 2022 | 67.03% |
Date | Value |
---|---|
March 31, 2022 | 67.03% |
February 28, 2022 | 67.03% |
January 31, 2022 | 67.03% |
December 31, 2021 | 67.03% |
November 30, 2021 | 67.03% |
October 31, 2021 | 67.03% |
September 30, 2021 | 67.03% |
August 31, 2021 | 67.03% |
July 31, 2021 | 67.03% |
June 30, 2021 | 67.03% |
May 31, 2021 | 67.03% |
April 30, 2021 | 67.03% |
March 31, 2021 | 67.03% |
February 28, 2021 | 67.03% |
January 31, 2021 | 67.03% |
December 31, 2020 | 67.03% |
November 30, 2020 | 67.03% |
October 31, 2020 | 67.03% |
September 30, 2020 | 67.03% |
August 31, 2020 | 67.03% |
July 31, 2020 | 67.03% |
June 30, 2020 | 67.03% |
May 31, 2020 | 67.03% |
April 30, 2020 | 67.03% |
March 31, 2020 | 67.03% |
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
43.53%
Minimum
May 2019
67.03%
Maximum
Mar 2020
63.12%
Average
67.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Prospect Capital Corp | 43.97% |
New Mountain Finance Corp | 64.05% |
Netcapital Inc | 99.59% |
The Marygold Companies Inc | 83.67% |
Cleanspark Inc | 98.56% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.11 |
Beta (5Y) | 1.102 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.74% |
Historical Sharpe Ratio (5Y) | -0.0439 |
Historical Sortino (5Y) | -0.0493 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.30% |