Stellus Capital Investment Corp (SCM)
14.18
-0.02
(-0.14%)
USD |
NYSE |
May 02, 13:31
Stellus Capital Investment Max Drawdown (5Y): 66.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 66.03% |
July 31, 2020 | 66.03% |
June 30, 2020 | 66.03% |
May 31, 2020 | 66.03% |
April 30, 2020 | 66.03% |
March 31, 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
May 2019
66.03%
Maximum
Mar 2020
61.17%
Average
66.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
TriplePoint Venture Growth BDC Corp | 81.82% |
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.085 |
Beta (5Y) | 1.135 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.10% |
Historical Sharpe Ratio (5Y) | 0.2512 |
Historical Sortino (5Y) | 0.2598 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.92% |