SuRo Capital Corp (SSSS)
3.79
-0.04
(-1.04%)
USD |
NASDAQ |
May 03, 16:00
3.79
0.00 (0.00%)
After-Hours: 19:19
SuRo Capital Max Drawdown (5Y): 77.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.81% |
| March 31, 2024 | 77.81% |
| February 29, 2024 | 77.81% |
| January 31, 2024 | 77.81% |
| December 31, 2023 | 77.81% |
| November 30, 2023 | 77.81% |
| October 31, 2023 | 77.81% |
| September 30, 2023 | 77.81% |
| August 31, 2023 | 77.81% |
| July 31, 2023 | 77.81% |
| June 30, 2023 | 77.81% |
| May 31, 2023 | 77.81% |
| April 30, 2023 | 77.81% |
| March 31, 2023 | 77.81% |
| February 28, 2023 | 72.21% |
| January 31, 2023 | 72.21% |
| December 31, 2022 | 72.21% |
| November 30, 2022 | 71.60% |
| October 31, 2022 | 71.60% |
| September 30, 2022 | 70.69% |
| August 31, 2022 | 58.78% |
| July 31, 2022 | 58.78% |
| June 30, 2022 | 58.78% |
| May 31, 2022 | 66.73% |
| April 30, 2022 | 66.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 66.73% |
| February 28, 2022 | 66.73% |
| January 31, 2022 | 66.73% |
| December 31, 2021 | 66.73% |
| November 30, 2021 | 66.73% |
| October 31, 2021 | 66.73% |
| September 30, 2021 | 66.73% |
| August 31, 2021 | 68.74% |
| July 31, 2021 | 68.74% |
| June 30, 2021 | 68.74% |
| May 31, 2021 | 68.74% |
| April 30, 2021 | 68.74% |
| March 31, 2021 | 68.74% |
| February 28, 2021 | 68.74% |
| January 31, 2021 | 68.74% |
| December 31, 2020 | 68.74% |
| November 30, 2020 | 68.74% |
| October 31, 2020 | 68.74% |
| September 30, 2020 | 68.74% |
| August 31, 2020 | 68.74% |
| July 31, 2020 | 68.74% |
| June 30, 2020 | 68.74% |
| May 31, 2020 | 68.74% |
| April 30, 2020 | 68.74% |
| March 31, 2020 | 68.74% |
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
58.78%
Minimum
Jun 2022
77.81%
Maximum
Mar 2023
70.36%
Average
68.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Portman Ridge Finance Corp | 77.89% |
| Monroe Capital Corp | 57.62% |
| Logan Ridge Finance Corp | 85.52% |
| Diamond Hill Investment Group Inc | 57.66% |
| Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.15 |
| Beta (5Y) | 1.468 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.48% |
| Historical Sharpe Ratio (5Y) | -0.0143 |
| Historical Sortino (5Y) | -0.0271 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.89% |