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Oxford Lane Capital Corp
OXLCAdd to Watchlist
8.320USD
+0.110+1.34%
Close 06/23, 16:00（ET）Quotes delayed by 15 min
812.45MMarket Cap
15.56P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.63
VaR
+2.74%
240-Day Maximum Drawdown
+60.82%
240-Day Volatility
+35.96%
Return
Best Daily Return
60 days
+3.93%
120 days
+5.09%
5 years
+8.06%
Worst Daily Return
60 days
-5.39%
120 days
-15.01%
5 years
-15.01%
Sharpe Ratio
60 days
-0.99
120 days
-2.56
5 years
-0.54
Risk Assessment
Maximum Drawdown
240 days
+60.82%
3 years
+71.35%
5 years
+80.64%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.19
Skewness
240 days
-1.39
3 years
-1.51
5 years
-1.05
Volatility
Realised Volatility
240 days
+35.96%
5 years
+27.61%
Standardised True Range
240 days
+4.54%
5 years
+6.52%
Downside Risk-Adjusted Return
120 days
-275.02%
240 days
-275.02%
Maximum Daily Upside Volatility
60 days
+19.56%
Maximum Daily Downside Volatility
60 days
+21.82%
Liquidity
Average Turnover Rate
60 days
+1.40%
120 days
+1.61%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
