Saratoga Investment Corp (SAR)
23.32
+0.15
(+0.65%)
USD |
NYSE |
Apr 24, 16:00
23.25
-0.07
(-0.30%)
After-Hours: 19:55
Saratoga Investment Max Drawdown (5Y): 69.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
May 31, 2022 | 69.89% |
April 30, 2022 | 69.89% |
March 31, 2022 | 69.89% |
Date | Value |
---|---|
February 28, 2022 | 69.89% |
January 31, 2022 | 69.89% |
December 31, 2021 | 69.89% |
November 30, 2021 | 69.89% |
October 31, 2021 | 69.89% |
September 30, 2021 | 69.89% |
August 31, 2021 | 69.89% |
July 31, 2021 | 69.89% |
June 30, 2021 | 69.89% |
May 31, 2021 | 69.89% |
April 30, 2021 | 69.89% |
March 31, 2021 | 69.89% |
February 28, 2021 | 69.89% |
January 31, 2021 | 69.89% |
December 31, 2020 | 69.89% |
November 30, 2020 | 69.89% |
October 31, 2020 | 69.89% |
September 30, 2020 | 69.89% |
August 31, 2020 | 69.89% |
July 31, 2020 | 69.89% |
June 30, 2020 | 69.89% |
May 31, 2020 | 69.89% |
April 30, 2020 | 69.89% |
March 31, 2020 | 69.89% |
February 29, 2020 | 28.49% |
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
28.49%
Minimum
Apr 2019
69.89%
Maximum
Mar 2020
62.30%
Average
69.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Gladstone Investment Corp | 56.30% |
Golub Capital BDC Inc | 47.30% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.481 |
Beta (5Y) | 1.319 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.45% |
Historical Sharpe Ratio (5Y) | 0.2067 |
Historical Sortino (5Y) | 0.206 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.70% |