Saratoga Investment Corp. (SAR)
18.49
+0.06
(+0.33%)
USD |
NYSE |
Aug 24, 16:00
18.45
-0.04
(-0.22%)
Pre-Market: 20:00
Saratoga Investment Max Drawdown (5Y) : 25.99% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 25.99% |
| June 30, 2026 | 25.99% |
| May 31, 2026 | 25.99% |
| April 30, 2026 | 25.99% |
| March 31, 2026 | 25.99% |
| February 28, 2026 | 25.99% |
| January 31, 2026 | 25.99% |
| December 31, 2025 | 25.99% |
| November 30, 2025 | 25.99% |
| October 31, 2025 | 32.14% |
| September 30, 2025 | 36.63% |
| August 31, 2025 | 40.52% |
| July 31, 2025 | 40.52% |
| June 30, 2025 | 45.95% |
| May 31, 2025 | 45.95% |
| April 30, 2025 | 53.37% |
| March 31, 2025 | 65.91% |
| February 28, 2025 | 69.89% |
| January 31, 2025 | 69.89% |
| December 31, 2024 | 69.89% |
| November 30, 2024 | 69.89% |
| October 31, 2024 | 69.89% |
| September 30, 2024 | 69.89% |
| August 31, 2024 | 69.89% |
| July 31, 2024 | 69.89% |
| Date | Value |
|---|---|
| June 30, 2024 | 69.89% |
| May 31, 2024 | 69.89% |
| April 30, 2024 | 69.89% |
| March 31, 2024 | 69.89% |
| February 29, 2024 | 69.89% |
| January 31, 2024 | 69.89% |
| December 31, 2023 | 69.89% |
| November 30, 2023 | 69.89% |
| October 31, 2023 | 69.89% |
| September 30, 2023 | 69.89% |
| August 31, 2023 | 69.89% |
| July 31, 2023 | 69.89% |
| June 30, 2023 | 69.89% |
| May 31, 2023 | 69.89% |
| April 30, 2023 | 69.89% |
| March 31, 2023 | 69.89% |
| February 28, 2023 | 69.89% |
| January 31, 2023 | 69.89% |
| December 31, 2022 | 69.89% |
| November 30, 2022 | 69.89% |
| October 31, 2022 | 69.89% |
| September 30, 2022 | 69.89% |
| August 31, 2022 | 69.89% |
| July 31, 2022 | 69.89% |
| June 30, 2022 | 69.89% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Gladstone Investment Corp. | 26.24% |
| PennantPark Floating Rate Capital Ltd. | 29.60% |
| Neostellar Capital Corp. | 77.81% |
| Blackrock TCP Capital Corp. | 60.78% |
| FS KKR Capital Corp. | 51.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.960 |
| Beta (5Y) | 0.5551 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.56% |
| Historical Sharpe Ratio (5Y) | 0.0559 |
| Historical Sortino (5Y) | 0.0782 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.07% |