Rand Capital Corp (RAND)
19.38
+0.61
(+3.27%)
USD |
NASDAQ |
Apr 01, 16:00
18.89
-0.49
(-2.55%)
After-Hours: 07:38
Rand Capital Max Drawdown (5Y): 57.73% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 51.23% |
| Capital Southwest Corp | 56.56% |
| PhenixFIN Corp | 92.88% |
| Great Elm Group Inc | 87.72% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.081 |
| Beta (5Y) | 0.3974 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.33% |
| Historical Sharpe Ratio (5Y) | 0.4205 |
| Historical Sortino (5Y) | 0.7885 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.58% |