Rand Capital Corp (RAND)

17.06 -0.77 (-4.32%) USD  |  NASDAQ  |  Dec 20, 16:00
17.35 +0.29 (+1.70%) After-Hours: 20:00
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Rand Capital Max Drawdown (5Y): 56.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Ares Capital Corp 56.84%
Capital Southwest Corp 61.24%
PhenixFIN Corp 94.46%
Great Elm Group Inc 87.72%
Cohen & Co Inc 89.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.943
Beta (5Y) 0.4766
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.49%
Historical Sharpe Ratio (5Y) 0.2481
Historical Sortino (5Y) 0.4589
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.29%