BlackRock TCP Capital Corp (TCPC)
8.78
-0.09
(-1.01%)
USD |
NASDAQ |
Nov 14, 16:00
8.785
0.00 (0.00%)
After-Hours: 20:00
BlackRock TCP Capital Max Drawdown (5Y): 68.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.74% |
| September 30, 2024 | 68.74% |
| August 31, 2024 | 68.74% |
| July 31, 2024 | 68.74% |
| June 30, 2024 | 68.74% |
| May 31, 2024 | 68.74% |
| April 30, 2024 | 68.74% |
| March 31, 2024 | 68.74% |
| February 29, 2024 | 68.74% |
| January 31, 2024 | 68.74% |
| December 31, 2023 | 68.74% |
| November 30, 2023 | 68.74% |
| October 31, 2023 | 68.74% |
| September 30, 2023 | 68.74% |
| August 31, 2023 | 68.74% |
| July 31, 2023 | 68.74% |
| June 30, 2023 | 68.74% |
| May 31, 2023 | 68.74% |
| April 30, 2023 | 68.74% |
| March 31, 2023 | 68.74% |
| February 28, 2023 | 68.74% |
| January 31, 2023 | 68.74% |
| December 31, 2022 | 68.74% |
| November 30, 2022 | 68.74% |
| October 31, 2022 | 68.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.74% |
| August 31, 2022 | 68.74% |
| July 31, 2022 | 68.74% |
| June 30, 2022 | 68.74% |
| May 31, 2022 | 68.74% |
| April 30, 2022 | 68.74% |
| March 31, 2022 | 68.74% |
| February 28, 2022 | 68.74% |
| January 31, 2022 | 68.74% |
| December 31, 2021 | 68.74% |
| November 30, 2021 | 68.74% |
| October 31, 2021 | 68.74% |
| September 30, 2021 | 68.74% |
| 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% |
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
22.34%
Minimum
Nov 2019
68.74%
Maximum
Mar 2020
65.65%
Average
68.74%
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) | -20.47 |
| Beta (5Y) | 1.478 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.23% |
| Historical Sharpe Ratio (5Y) | -0.0366 |
| Historical Sortino (5Y) | -0.0393 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.91% |