Stellus Capital Investment Corp. (SCM)
6.75
+0.08
(+1.20%)
USD |
NYSE |
Nov 13, 16:00
6.76
+0.01
(+0.15%)
After-Hours: 19:59
Stellus Capital Investment Max Drawdown (5Y) : 48.93% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 48.93% |
| September 30, 2026 | 47.77% |
| August 31, 2026 | 47.77% |
| July 31, 2026 | 47.77% |
| June 30, 2026 | 41.55% |
| May 31, 2026 | 38.26% |
| April 30, 2026 | 38.26% |
| March 31, 2026 | 38.26% |
| February 28, 2026 | 28.97% |
| January 31, 2026 | 23.86% |
| December 31, 2025 | 24.38% |
| November 30, 2025 | 24.38% |
| October 31, 2025 | 38.88% |
| September 30, 2025 | 41.84% |
| August 31, 2025 | 42.55% |
| July 31, 2025 | 44.03% |
| June 30, 2025 | 49.23% |
| May 31, 2025 | 50.57% |
| April 30, 2025 | 55.82% |
| March 31, 2025 | 61.96% |
| February 28, 2025 | 66.03% |
| January 31, 2025 | 66.03% |
| December 31, 2024 | 66.03% |
| November 30, 2024 | 66.03% |
| October 31, 2024 | 66.03% |
| Date | Value |
|---|---|
| September 30, 2024 | 66.03% |
| August 31, 2024 | 66.03% |
| July 31, 2024 | 66.03% |
| June 30, 2024 | 66.03% |
| May 31, 2024 | 66.03% |
| April 30, 2024 | 66.03% |
| March 31, 2024 | 66.03% |
| February 29, 2024 | 66.03% |
| January 31, 2024 | 66.03% |
| December 31, 2023 | 66.03% |
| November 30, 2023 | 66.03% |
| October 31, 2023 | 66.03% |
| September 30, 2023 | 66.03% |
| August 31, 2023 | 66.03% |
| July 31, 2023 | 66.03% |
| June 30, 2023 | 66.03% |
| May 31, 2023 | 66.03% |
| April 30, 2023 | 66.03% |
| March 31, 2023 | 66.03% |
| February 28, 2023 | 66.03% |
| January 31, 2023 | 66.03% |
| December 31, 2022 | 66.03% |
| November 30, 2022 | 66.03% |
| October 31, 2022 | 66.03% |
| September 30, 2022 | 66.03% |
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
| Horizon Technology Finance Corp. | 62.37% |
| New Mountain Finance Corp. | 31.56% |
| FS KKR Capital Corp. | 51.08% |
| Runway Growth Finance Corp. | 45.28% |
| Morgan Stanley Direct Lending Fund | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.17 |
| Beta (5Y) | 0.7010 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.53% |
| Historical Sharpe Ratio (5Y) | -0.2121 |
| Historical Sortino (5Y) | -0.3416 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.08% |