Stellus Capital Investment Corp (SCM)
13.80
-0.06
(-0.43%)
USD |
NYSE |
Nov 21, 16:00
13.79
-0.01
(-0.07%)
After-Hours: 20:00
Stellus Capital Investment Max Drawdown (5Y): 66.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.03% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.03% |
| August 31, 2022 | 66.03% |
| July 31, 2022 | 66.03% |
| June 30, 2022 | 66.03% |
| May 31, 2022 | 66.03% |
| April 30, 2022 | 66.03% |
| March 31, 2022 | 66.03% |
| February 28, 2022 | 66.03% |
| January 31, 2022 | 66.03% |
| December 31, 2021 | 66.03% |
| November 30, 2021 | 66.03% |
| October 31, 2021 | 66.03% |
| September 30, 2021 | 66.03% |
| August 31, 2021 | 66.03% |
| July 31, 2021 | 66.03% |
| June 30, 2021 | 66.03% |
| May 31, 2021 | 66.03% |
| April 30, 2021 | 66.03% |
| March 31, 2021 | 66.03% |
| February 28, 2021 | 66.03% |
| January 31, 2021 | 66.03% |
| December 31, 2020 | 66.03% |
| November 30, 2020 | 66.03% |
| October 31, 2020 | 66.03% |
| September 30, 2020 | 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
36.86%
Minimum
Nov 2019
66.03%
Maximum
Mar 2020
64.09%
Average
66.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 56.29% |
| PhenixFIN Corp | 94.46% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.546 |
| Beta (5Y) | 1.146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.94% |
| Historical Sharpe Ratio (5Y) | 0.2723 |
| Historical Sortino (5Y) | 0.2818 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.92% |