TriplePoint Venture Growth BDC Corp (TPVG)
9.55
+0.05
(+0.53%)
USD |
NYSE |
Apr 22, 16:00
9.555
0.00 (0.00%)
Pre-Market: 20:00
TriplePoint Venture Growth BDC Max Drawdown (5Y): 81.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 81.82% |
February 29, 2024 | 81.82% |
January 31, 2024 | 81.82% |
December 31, 2023 | 81.82% |
November 30, 2023 | 81.82% |
October 31, 2023 | 81.82% |
September 30, 2023 | 81.82% |
August 31, 2023 | 81.82% |
July 31, 2023 | 81.82% |
June 30, 2023 | 81.82% |
May 31, 2023 | 81.82% |
April 30, 2023 | 81.82% |
March 31, 2023 | 81.82% |
February 28, 2023 | 81.82% |
January 31, 2023 | 81.82% |
December 31, 2022 | 81.82% |
November 30, 2022 | 81.82% |
October 31, 2022 | 81.82% |
September 30, 2022 | 81.82% |
August 31, 2022 | 81.82% |
July 31, 2022 | 81.82% |
June 30, 2022 | 81.82% |
May 31, 2022 | 81.82% |
April 30, 2022 | 81.82% |
March 31, 2022 | 81.82% |
Date | Value |
---|---|
February 28, 2022 | 81.82% |
January 31, 2022 | 81.82% |
December 31, 2021 | 81.82% |
November 30, 2021 | 81.82% |
October 31, 2021 | 81.82% |
September 30, 2021 | 81.82% |
August 31, 2021 | 81.82% |
July 31, 2021 | 81.82% |
June 30, 2021 | 81.82% |
May 31, 2021 | 81.82% |
April 30, 2021 | 81.82% |
March 31, 2021 | 81.82% |
February 28, 2021 | 81.82% |
January 31, 2021 | 81.82% |
December 31, 2020 | 81.82% |
November 30, 2020 | 81.82% |
October 31, 2020 | 81.82% |
September 30, 2020 | 81.82% |
August 31, 2020 | 81.82% |
July 31, 2020 | 81.82% |
June 30, 2020 | 81.82% |
May 31, 2020 | 81.82% |
April 30, 2020 | 81.82% |
March 31, 2020 | 81.82% |
February 29, 2020 | 35.50% |
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
35.50%
Minimum
Apr 2019
81.82%
Maximum
Mar 2020
73.33%
Average
81.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Stellus Capital Investment Corp | 66.03% |
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) | -20.45 |
Beta (5Y) | 1.780 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.78% |
Historical Sharpe Ratio (5Y) | 0.0653 |
Historical Sortino (5Y) | 0.0791 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.65% |