Portman Ridge Finance Corp (PTMN)
19.79
+0.47
(+2.43%)
USD |
NASDAQ |
May 06, 16:00
19.79
0.00 (0.00%)
Pre-Market: 20:00
Portman Ridge Finance Max Drawdown (5Y): 77.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.89% |
March 31, 2024 | 77.89% |
February 29, 2024 | 77.89% |
January 31, 2024 | 77.89% |
December 31, 2023 | 77.89% |
November 30, 2023 | 77.89% |
October 31, 2023 | 77.89% |
September 30, 2023 | 77.89% |
August 31, 2023 | 77.89% |
July 31, 2023 | 77.89% |
June 30, 2023 | 77.89% |
May 31, 2023 | 77.89% |
April 30, 2023 | 77.89% |
March 31, 2023 | 77.89% |
February 28, 2023 | 77.89% |
January 31, 2023 | 77.89% |
December 31, 2022 | 77.89% |
November 30, 2022 | 77.89% |
October 31, 2022 | 77.89% |
September 30, 2022 | 77.89% |
August 31, 2022 | 77.89% |
July 31, 2022 | 77.89% |
June 30, 2022 | 77.89% |
May 31, 2022 | 77.89% |
April 30, 2022 | 77.89% |
Date | Value |
---|---|
March 31, 2022 | 77.89% |
February 28, 2022 | 77.89% |
January 31, 2022 | 77.89% |
December 31, 2021 | 77.89% |
November 30, 2021 | 77.89% |
October 31, 2021 | 77.89% |
September 30, 2021 | 77.89% |
August 31, 2021 | 77.89% |
July 31, 2021 | 77.89% |
June 30, 2021 | 77.89% |
May 31, 2021 | 77.89% |
April 30, 2021 | 77.89% |
March 31, 2021 | 77.89% |
February 28, 2021 | 77.89% |
January 31, 2021 | 77.89% |
December 31, 2020 | 77.89% |
November 30, 2020 | 77.89% |
October 31, 2020 | 77.89% |
September 30, 2020 | 77.89% |
August 31, 2020 | 77.89% |
July 31, 2020 | 77.89% |
June 30, 2020 | 77.89% |
May 31, 2020 | 77.89% |
April 30, 2020 | 77.89% |
March 31, 2020 | 77.89% |
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
66.49%
Minimum
May 2019
77.89%
Maximum
Mar 2020
75.99%
Average
77.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SuRo Capital Corp | 77.81% |
Logan Ridge Finance Corp | 85.52% |
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.357 |
Beta (5Y) | 0.9633 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.63% |
Historical Sharpe Ratio (5Y) | 0.0366 |
Historical Sortino (5Y) | 0.0352 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.38% |