Performance analysis of Oaktree Specialty Lending (OCSL)
Annual Return
Over the past 3 years, OCSL has had an average annual return of -4.79%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, OCSL has had an average annual return of +1.31%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, OCSL has had an average annual return of +7.05%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Jun 12, 2008, OCSL has had an average annual return of +4.51%, underperforming the benchmark SPY, which returned +11.99% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0.35% | -5.94% | -15.14% | +11.20% | +3.75% | +44.99% | +11.16% | +38.61% | -6.31% | -1.13% | -3.70% | -11.77% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |||||
| -3.23% | -1.43% | +21.92% | -12.65% | +24.84% | +54.17% | -30.03% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.30% | -7.96% | +3.35% | +11.68% | -5.23% | +2.73% | +0.33% | +0.35% | |||||
| 2025 | +4.71% | +0.75% | -1.82% | -6.25% | +1.60% | -3.76% | +1.24% | +1.23% | -3.97% | +6.82% | -1.00% | -4.81% | -5.94% |
| 2024 | +3.72% | -5.81% | +1.39% | -2.54% | +1.88% | -0.84% | -4.15% | -4.99% | -1.53% | -0.55% | +0.74% | -3.14% | -15.14% |
| 2023 | -2.91% | +1.55% | -4.85% | +0.59% | -0.90% | +6.81% | +5.04% | -1.72% | +3.08% | -5.57% | +5.26% | +5.25% | +11.20% |
| 2022 | +0.94% | -1.06% | +1.13% | -2.85% | -3.07% | -3.18% | +7.48% | -1.71% | -11.04% | +10% | +8.79% | +0.18% | +3.75% |
| 2021 | -0.18% | +10.61% | +2.75% | +7.42% | +1.20% | +1.17% | +1.50% | +7.95% | -1.72% | +4.39% | -0.13% | +3.51% | +44.99% |
| 2020 | +2.57% | -12.50% | -32.25% | +23.77% | +12.96% | +0.75% | +1.35% | +10.38% | -1.17% | -5.78% | +23.02% | +1.28% | +11.16% |
| 2019 | +15.37% | +6.55% | +1.44% | +1.93% | +0.76% | +3.66% | -1.66% | -2.63% | +1.61% | -0.19% | +2.51% | +4.88% | +38.61% |
| 2018 | +1.03% | -12.96% | -0.20% | +3.57% | +12.84% | -0.88% | +2.71% | +3.47% | -0.52% | -8.27% | +4.62% | -9.17% | -6.31% |
| 2017 | +2.40% | -17.29% | +4.51% | -0.65% | -10.89% | +19.41% | +9.05% | +1.89% | +3.65% | +6.21% | -17.04% | +4.12% | -1.13% |
Drawdown analysis of Oaktree Specialty Lending (OCSL)
The maximum drawdown for the OCSL was -59.39%, occurring on Mar 23, 2020. Recovery took 173 trading sessions.
The current OCSL drawdown is -24.07%.
Since Jun 12, 2008 OCSL has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 2 times
- 30% or more: 4 times
- 20% or more: 5 times
- 10% or more: 12 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.39% | Jul 10, 2014 | 1435 | Mar 23, 2020 | 173 | Nov 25, 2020 | 1608 |
| -53.81% | Jun 17, 2008 | 81 | Oct 10, 2008 | 178 | Jun 26, 2009 | 259 |
| -35.62% | Feb 18, 2011 | 117 | Aug 8, 2011 | 419 | Apr 10, 2013 | 536 |
| -34.08% | Jan 26, 2024 | 533 | Mar 13, 2026 | Ongoing | Ongoing | Ongoing |
| -24.65% | May 13, 2010 | 71 | Aug 24, 2010 | 107 | Jan 26, 2011 | 178 |
| -17.53% | Jan 12, 2022 | 179 | Sep 29, 2022 | 63 | Dec 29, 2022 | 242 |
| -14.95% | Sep 21, 2009 | 32 | Nov 4, 2009 | 37 | Dec 29, 2009 | 69 |
| -14.28% | Jan 12, 2023 | 44 | Mar 17, 2023 | 87 | Jul 24, 2023 | 131 |
| -14.25% | Jul 25, 2013 | 98 | Dec 12, 2013 | 140 | Jul 7, 2014 | 238 |
| -14.01% | Jun 26, 2009 | 7 | Jul 8, 2009 | 32 | Aug 21, 2009 | 39 |
| -10.90% | Jan 19, 2010 | 14 | Feb 8, 2010 | 19 | Mar 8, 2010 | 33 |
| -10.75% | Aug 21, 2009 | 9 | Sep 3, 2009 | 8 | Sep 16, 2009 | 17 |
| -9.64% | Apr 23, 2010 | 9 | May 6, 2010 | 4 | May 12, 2010 | 13 |
| -9.03% | May 8, 2013 | 32 | Jun 24, 2013 | 14 | Jul 15, 2013 | 46 |
| -8.16% | Sep 18, 2023 | 29 | Oct 27, 2023 | 29 | Dec 8, 2023 | 58 |
| -6.23% | Mar 11, 2010 | 10 | Mar 25, 2010 | 6 | Apr 5, 2010 | 16 |
| -5.80% | Aug 1, 2023 | 15 | Aug 22, 2023 | 15 | Sep 13, 2023 | 30 |
| -5.67% | Apr 10, 2013 | 3 | Apr 15, 2013 | 10 | Apr 29, 2013 | 13 |
| -5.46% | Apr 28, 2021 | 10 | May 12, 2021 | 13 | Jun 1, 2021 | 23 |
| -4.91% | Apr 15, 2010 | 3 | Apr 20, 2010 | 3 | Apr 23, 2010 | 6 |
| -4.31% | Jan 14, 2021 | 10 | Jan 29, 2021 | 2 | Feb 2, 2021 | 12 |
| -4.25% | Jan 27, 2011 | 3 | Feb 1, 2011 | 9 | Feb 14, 2011 | 12 |
| -4.20% | Jul 12, 2021 | 5 | Jul 19, 2021 | 13 | Aug 5, 2021 | 18 |
| -4.08% | Jan 8, 2010 | 2 | Jan 12, 2010 | 4 | Jan 19, 2010 | 6 |
| -3.32% | Nov 8, 2021 | 13 | Nov 26, 2021 | 19 | Dec 23, 2021 | 32 |