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PFLT vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PFLT vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PennantPark Floating Rate Capital Ltd. (PFLT) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PFLT

1D
-1.32%
1M
-8.82%
YTD
-13.49%
6M
-11.20%
1Y
-17.85%
3Y*
0.05%
5Y*
0.63%
10Y*
5.33%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFLT vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFLT
PennantPark Floating Rate Capital Ltd.
-13.49%-4.17%0.62%23.05%-5.53%32.64%-1.41%15.52%-8.29%5.49%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

PFLT vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFLT
PFLT Risk / Return Rank: 99
Overall Rank
PFLT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PFLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
PFLT Omega Ratio Rank: 1212
Omega Ratio Rank
PFLT Calmar Ratio Rank: 1010
Calmar Ratio Rank
PFLT Martin Ratio Rank: 66
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFLT vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PennantPark Floating Rate Capital Ltd. (PFLT) and USD Cash (USD=X). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PFLTUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.82

Martin ratioReturn relative to average drawdown

-1.50

PFLT vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

PFLT vs. USD=X - Drawdown Comparison

The maximum PFLT drawdown since its inception was -69.77%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PFLT and USD=X.


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Drawdown Indicators


PFLTUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-69.77%

0.00%

-69.77%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

0.00%

-21.90%

Max Drawdown (3Y)

Largest decline over 3 years

-22.96%

0.00%

-22.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

0.00%

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-69.77%

0.00%

-69.77%

Current Drawdown

Current decline from peak

-22.85%

0.00%

-22.85%

Average Drawdown

Average peak-to-trough decline

-8.33%

0.00%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

0.00%

+11.93%

Volatility

PFLT vs. USD=X - Volatility Comparison

PennantPark Floating Rate Capital Ltd. (PFLT) has a higher volatility of 8.03% compared to USD Cash (USD=X) at 0.00%. This indicates that PFLT's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFLTUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

0.00%

+8.03%

Volatility (6M)

Calculated over the trailing 6-month period

17.12%

0.00%

+17.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.81%

0.00%

+20.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.28%

0.00%

+21.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.98%

0.00%

+28.98%

Frequently Asked Questions


PFLT has higher volatility (8.03%) compared to USD=X (0.00%). In terms of maximum drawdown, PFLT dropped -69.77% vs USD=X's 0.00%.

Portfolio Optimizer

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