PhenixFIN Corp (PFX)
47.23
0.00 (0.00%)
USD |
NASDAQ |
Nov 04, 16:00
PhenixFIN Max Drawdown (5Y): 94.46% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.46% |
| August 31, 2024 | 94.46% |
| July 31, 2024 | 94.46% |
| June 30, 2024 | 94.46% |
| May 31, 2024 | 94.46% |
| April 30, 2024 | 94.46% |
| March 31, 2024 | 94.46% |
| February 29, 2024 | 94.46% |
| January 31, 2024 | 94.46% |
| December 31, 2023 | 94.46% |
| November 30, 2023 | 94.46% |
| October 31, 2023 | 94.46% |
| September 30, 2023 | 94.46% |
| August 31, 2023 | 94.46% |
| July 31, 2023 | 94.46% |
| June 30, 2023 | 94.46% |
| May 31, 2023 | 94.46% |
| April 30, 2023 | 94.46% |
| March 31, 2023 | 94.46% |
| February 28, 2023 | 94.46% |
| January 31, 2023 | 94.46% |
| December 31, 2022 | 94.46% |
| November 30, 2022 | 94.46% |
| October 31, 2022 | 94.46% |
| September 30, 2022 | 94.46% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.46% |
| July 31, 2022 | 94.46% |
| June 30, 2022 | 94.46% |
| May 31, 2022 | 94.46% |
| April 30, 2022 | 94.46% |
| March 31, 2022 | 94.46% |
| February 28, 2022 | 94.46% |
| January 31, 2022 | 94.46% |
| December 31, 2021 | 94.46% |
| November 30, 2021 | 94.46% |
| October 31, 2021 | 94.46% |
| September 30, 2021 | 94.46% |
| August 31, 2021 | 94.46% |
| July 31, 2021 | 94.46% |
| June 30, 2021 | 94.46% |
| May 31, 2021 | 94.46% |
| April 30, 2021 | 94.46% |
| March 31, 2021 | 94.46% |
| February 28, 2021 | 94.46% |
| January 31, 2021 | 94.46% |
| December 31, 2020 | 94.46% |
| November 30, 2020 | 94.46% |
| October 31, 2020 | 94.46% |
| September 30, 2020 | 94.46% |
| August 31, 2020 | 94.46% |
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
69.66%
Minimum
Nov 2019
94.46%
Maximum
Mar 2020
92.85%
Average
94.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 56.29% |
| Great Elm Group Inc | 87.72% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.30 |
| Beta (5Y) | 1.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.42% |
| Historical Sharpe Ratio (5Y) | -0.0692 |
| Historical Sortino (5Y) | -0.0724 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.34% |