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Portman Ridge Finance Corp
PTMNAdd to Watchlist
12.270USD
0.0000.00%
Close 06/17, 16:00（ET）Quotes delayed by 15 min
112.98MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.50
VaR
+2.08%
240-Day Maximum Drawdown
+38.40%
240-Day Volatility
+26.09%
Return
Best Daily Return
60 days
+6.79%
120 days
+6.79%
5 years
+9.77%
Worst Daily Return
60 days
-3.94%
120 days
-6.77%
5 years
-6.77%
Sharpe Ratio
60 days
+0.67
120 days
-1.95
5 years
+0.57
Risk Assessment
Maximum Drawdown
240 days
+38.40%
3 years
+50.75%
5 years
+55.18%
Return-to-Drawdown Ratio
240 days
-0.87
3 years
-0.25
5 years
-0.05
Skewness
240 days
-0.17
3 years
-0.26
5 years
+0.42
Volatility
Realised Volatility
240 days
+26.09%
5 years
+27.80%
Standardised True Range
240 days
+2.41%
5 years
+3.57%
Downside Risk-Adjusted Return
120 days
-253.93%
240 days
-253.93%
Maximum Daily Upside Volatility
60 days
+21.15%
Maximum Daily Downside Volatility
60 days
+16.76%
Liquidity
Average Turnover Rate
60 days
+0.49%
120 days
+0.55%
5 years
--
Turnover Deviation
20 days
+13.85%
60 days
+0.12%
120 days
+12.65%
