WhiteHorse Finance Inc (WHF)
11.55
-0.07
(-0.60%)
USD |
NASDAQ |
Nov 04, 16:00
11.57
+0.02
(+0.17%)
After-Hours: 20:00
WhiteHorse Finance Max Drawdown (5Y): 57.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.48% |
| September 30, 2024 | 57.48% |
| August 31, 2024 | 57.48% |
| July 31, 2024 | 57.48% |
| June 30, 2024 | 57.48% |
| May 31, 2024 | 57.48% |
| April 30, 2024 | 57.48% |
| March 31, 2024 | 57.48% |
| February 29, 2024 | 57.48% |
| January 31, 2024 | 57.48% |
| December 31, 2023 | 57.48% |
| November 30, 2023 | 57.48% |
| October 31, 2023 | 57.48% |
| September 30, 2023 | 57.48% |
| August 31, 2023 | 57.48% |
| July 31, 2023 | 57.48% |
| June 30, 2023 | 57.48% |
| May 31, 2023 | 57.48% |
| April 30, 2023 | 57.48% |
| March 31, 2023 | 57.48% |
| February 28, 2023 | 57.48% |
| January 31, 2023 | 57.48% |
| December 31, 2022 | 57.48% |
| November 30, 2022 | 57.48% |
| October 31, 2022 | 57.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.48% |
| August 31, 2022 | 57.48% |
| July 31, 2022 | 57.48% |
| June 30, 2022 | 57.48% |
| May 31, 2022 | 57.48% |
| April 30, 2022 | 57.48% |
| March 31, 2022 | 57.48% |
| February 28, 2022 | 57.48% |
| January 31, 2022 | 57.48% |
| December 31, 2021 | 57.48% |
| November 30, 2021 | 57.48% |
| October 31, 2021 | 57.48% |
| September 30, 2021 | 57.48% |
| August 31, 2021 | 57.48% |
| July 31, 2021 | 57.48% |
| June 30, 2021 | 57.48% |
| May 31, 2021 | 57.48% |
| April 30, 2021 | 57.48% |
| March 31, 2021 | 57.48% |
| February 28, 2021 | 57.48% |
| January 31, 2021 | 57.48% |
| December 31, 2020 | 57.48% |
| November 30, 2020 | 57.48% |
| October 31, 2020 | 57.48% |
| September 30, 2020 | 57.48% |
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
28.62%
Minimum
Nov 2019
57.48%
Maximum
Mar 2020
55.56%
Average
57.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.30 |
| Beta (5Y) | 1.300 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.35% |
| Historical Sharpe Ratio (5Y) | 0.1836 |
| Historical Sortino (5Y) | 0.2009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.67% |