Carlyle Secured Lending Inc (CGBD)
17.63
+0.07
(+0.40%)
USD |
NASDAQ |
May 17, 16:00
17.63
0.00 (0.00%)
After-Hours: 20:00
Carlyle Secured Lending Max Drawdown (5Y): 71.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.12% |
March 31, 2024 | 71.12% |
February 29, 2024 | 71.12% |
January 31, 2024 | 71.12% |
December 31, 2023 | 71.12% |
November 30, 2023 | 71.12% |
October 31, 2023 | 71.12% |
September 30, 2023 | 71.12% |
August 31, 2023 | 71.12% |
July 31, 2023 | 71.12% |
June 30, 2023 | 71.12% |
May 31, 2023 | 71.12% |
April 30, 2023 | 71.12% |
March 31, 2023 | 71.12% |
February 28, 2023 | 71.12% |
January 31, 2023 | 71.12% |
December 31, 2022 | 71.12% |
November 30, 2022 | 71.12% |
October 31, 2022 | 71.12% |
September 30, 2022 | 71.12% |
August 31, 2022 | 71.12% |
July 31, 2022 | 71.12% |
June 30, 2022 | 71.12% |
May 31, 2022 | 71.12% |
April 30, 2022 | 71.12% |
Date | Value |
---|---|
March 31, 2022 | 71.12% |
February 28, 2022 | 71.12% |
January 31, 2022 | 71.12% |
December 31, 2021 | 71.12% |
November 30, 2021 | 71.12% |
October 31, 2021 | 71.12% |
September 30, 2021 | 71.12% |
August 31, 2021 | 71.12% |
July 31, 2021 | 71.12% |
June 30, 2021 | 71.12% |
May 31, 2021 | 71.12% |
April 30, 2021 | 71.12% |
March 31, 2021 | 71.12% |
February 28, 2021 | 71.12% |
January 31, 2021 | 71.12% |
December 31, 2020 | 71.12% |
November 30, 2020 | 71.12% |
October 31, 2020 | 71.12% |
September 30, 2020 | 71.12% |
August 31, 2020 | 71.12% |
July 31, 2020 | 71.12% |
June 30, 2020 | 71.12% |
May 31, 2020 | 71.12% |
April 30, 2020 | 71.12% |
March 31, 2020 | 71.12% |
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
31.73%
Minimum
May 2019
71.12%
Maximum
Mar 2020
64.56%
Average
71.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Carlyle Group Inc | 56.71% |
FS KKR Capital Corp | 67.26% |
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.416 |
Beta (5Y) | 1.566 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.37% |
Historical Sharpe Ratio (5Y) | 0.3723 |
Historical Sortino (5Y) | 0.3819 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.78% |