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PennantPark Floating Rate Capital Ltd. (PFLT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS70806A1060
CUSIP70806A106
SectorFinancial Services
IndustryAsset Management

Highlights

Market Cap$796.07M
EPS (TTM)$1.54
PE Ratio7.75
PEG Ratio0.27
Total Revenue (TTM)$102.03M
Gross Profit (TTM)$84.30M
EBITDA (TTM)$96.74M
Year Range$9.02 - $11.99
Target Price$11.75
Short %0.79%
Short Ratio0.62

Share Price Chart


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Compare to other instruments

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PennantPark Floating Rate Capital Ltd.

Popular comparisons: PFLT vs. PNNT, PFLT vs. SBR, PFLT vs. BIZD, PFLT vs. OCSL, PFLT vs. PDI, PFLT vs. O, PFLT vs. SCHD, PFLT vs. TCPC, PFLT vs. SPY, PFLT vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PennantPark Floating Rate Capital Ltd., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
194.21%
320.47%
PFLT (PennantPark Floating Rate Capital Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

PennantPark Floating Rate Capital Ltd. had a return of 4.14% year-to-date (YTD) and 24.02% in the last 12 months. Over the past 10 years, PennantPark Floating Rate Capital Ltd. had an annualized return of 8.28%, while the S&P 500 had an annualized return of 10.96%, indicating that PennantPark Floating Rate Capital Ltd. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.14%17.08%
1 month6.06%3.89%
6 months2.87%16.83%
1 year24.02%24.87%
5 years (annualized)11.60%13.16%
10 years (annualized)8.28%10.96%

Monthly Returns

The table below presents the monthly returns of PFLT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.66%2.99%0.49%0.82%1.08%2.24%4.14%
2023-0.22%-0.90%0.31%3.21%-2.71%2.79%6.65%-3.26%-0.17%-4.81%11.89%9.56%23.05%
20222.13%1.02%4.76%-0.88%-10.96%-1.46%13.27%-4.46%-20.88%16.49%5.21%-4.23%-5.53%
20214.18%10.44%0.42%6.68%1.26%1.37%2.70%-0.06%0.11%6.08%-2.67%-1.18%32.64%
20200.20%-10.64%-54.07%51.31%16.30%2.04%-0.18%3.77%0.26%-6.55%35.09%1.85%-1.41%
201912.87%1.81%-1.50%3.72%-10.67%-0.31%2.21%-1.92%2.59%-0.21%10.30%-2.29%15.65%
20180.63%-8.30%5.65%3.41%2.13%0.90%-0.04%1.00%-2.62%-1.48%0.87%-9.43%-8.06%
20170.53%-3.59%4.05%-0.02%2.50%0.83%2.03%0.39%2.22%-2.61%0.55%-1.26%5.49%
2016-2.24%4.61%4.40%2.17%2.07%4.05%3.52%3.03%2.29%-1.26%7.55%2.57%37.66%
2015-2.35%5.57%1.11%2.83%-0.59%-1.24%-3.17%-9.22%0.01%1.88%0.49%-5.66%-10.66%
20142.28%2.52%-2.11%1.24%1.38%2.73%-2.81%2.83%-1.65%2.55%1.72%-2.57%8.13%
20135.37%7.27%-0.94%2.07%4.10%-2.91%0.05%-5.14%4.68%-2.92%4.84%-0.15%16.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PFLT is 84, placing it in the top 16% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PFLT is 8484
PFLT (PennantPark Floating Rate Capital Ltd.)
The Sharpe Ratio Rank of PFLT is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of PFLT is 8484Sortino Ratio Rank
The Omega Ratio Rank of PFLT is 8484Omega Ratio Rank
The Calmar Ratio Rank of PFLT is 8585Calmar Ratio Rank
The Martin Ratio Rank of PFLT is 7979Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PennantPark Floating Rate Capital Ltd. (PFLT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PFLT
Sharpe ratio
The chart of Sharpe ratio for PFLT, currently valued at 1.65, compared to the broader market-2.00-1.000.001.002.003.001.65
Sortino ratio
The chart of Sortino ratio for PFLT, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.23
Omega ratio
The chart of Omega ratio for PFLT, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for PFLT, currently valued at 1.22, compared to the broader market0.002.004.006.001.22
Martin ratio
The chart of Martin ratio for PFLT, currently valued at 4.08, compared to the broader market-10.000.0010.0020.004.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-2.00-1.000.001.002.003.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market-10.000.0010.0020.008.58

Sharpe Ratio

The current PennantPark Floating Rate Capital Ltd. Sharpe ratio is 1.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PennantPark Floating Rate Capital Ltd. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.65
2.31
PFLT (PennantPark Floating Rate Capital Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

PennantPark Floating Rate Capital Ltd. granted a 10.30% dividend yield in the last twelve months. The annual payout for that period amounted to $1.23 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.23$1.21$1.14$1.14$1.14$1.14$1.14$1.14$1.14$1.13$1.08$1.05

Dividend yield

10.30%9.98%10.38%8.93%10.83%9.36%9.85%8.31%8.08%10.04%7.87%7.63%

Monthly Dividends

The table displays the monthly dividend distributions for PennantPark Floating Rate Capital Ltd.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.10$0.10$0.10$0.10$0.10$0.10$0.00$0.62
2023$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.21
2022$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2021$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2020$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2019$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2018$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2017$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2016$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2015$0.09$0.09$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.13
2014$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.08
2013$0.08$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.05

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%10.3%
PennantPark Floating Rate Capital Ltd. has a dividend yield of 10.30%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%31.1%
PennantPark Floating Rate Capital Ltd. has a payout ratio of 31.06%, which is quite average when compared to the overall market. This suggests that PennantPark Floating Rate Capital Ltd. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.07%
-0.88%
PFLT (PennantPark Floating Rate Capital Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PennantPark Floating Rate Capital Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PennantPark Floating Rate Capital Ltd. was 69.77%, occurring on Mar 18, 2020. Recovery took 207 trading sessions.

The current PennantPark Floating Rate Capital Ltd. drawdown is 0.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.77%Feb 18, 202022Mar 18, 2020207Jan 12, 2021229
-29.64%Apr 20, 2022114Sep 30, 2022310Dec 26, 2023424
-26.35%Jun 25, 2015144Jan 20, 2016147Aug 18, 2016291
-25.35%May 9, 2011104Oct 4, 2011212Aug 7, 2012316
-16.45%Jun 15, 2018131Dec 20, 201841Feb 21, 2019172

Volatility

Volatility Chart

The current PennantPark Floating Rate Capital Ltd. volatility is 3.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%FebruaryMarchAprilMayJuneJuly
3.28%
2.07%
PFLT (PennantPark Floating Rate Capital Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of PennantPark Floating Rate Capital Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for PennantPark Floating Rate Capital Ltd..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items