Saratoga Investment Corp. (SAR)
16.48
-0.24
(-1.44%)
USD |
NYSE |
Oct 02, 16:00
16.50
+0.02
(+0.12%)
After-Hours: 20:00
Saratoga Investment Max Drawdown (5Y) : 25.99% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 25.99% |
| August 31, 2026 | 25.99% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 69.89% |
| July 31, 2024 | 69.89% |
| 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% |
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
| Blackrock TCP Capital Corp. | 60.78% |
| FS KKR Capital Corp. | 51.08% |
| Oxford Square Capital Corp. | 48.11% |
| MidCap Financial Investment Corp | 26.88% |
| Ares Capital Corp. | 21.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.634 |
| Beta (5Y) | 0.5774 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.80% |
| Historical Sharpe Ratio (5Y) | -0.1373 |
| Historical Sortino (5Y) | -0.1945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |