Saratoga Investment Corp (SAR)
26.07
+0.39
(+1.52%)
USD |
NYSE |
Nov 22, 16:00
26.07
0.00 (0.00%)
After-Hours: 20:00
Saratoga Investment Max Drawdown (5Y): 69.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.89% |
| September 30, 2024 | 69.89% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
69.89%
Maximum
Mar 2020
67.13%
Average
69.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Diamond Hill Investment Group Inc | 57.66% |
| Oaktree Specialty Lending Corp | 57.20% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
| Golub Capital BDC Inc | 47.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.52 |
| Beta (5Y) | 1.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.46% |
| Historical Sharpe Ratio (5Y) | 0.1464 |
| Historical Sortino (5Y) | 0.1432 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.70% |