Oxford Lane Capital Corp
Symbol: OXLC
Exchange: NASDAQ
Sector: N/A
Category: N/A
Inception date: N/A
Latest date: 21/07/2026
Current price: $8.82
Expense ratio: N/A
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
9.87%
Ann. 817.44% (Sharpe / Sortino numerator)
Volatility
40.50%
Sharpe ratio
20.094
VaR 95%
-3.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-5.80%
Ann. -76.62% (Sharpe / Sortino numerator)
Volatility
52.55%
Sharpe ratio
-1.527
VaR 95%
-5.98%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-28.32%
Ann. -56.34% (Sharpe / Sortino numerator)
Volatility
42.20%
Sharpe ratio
-1.421
VaR 95%
-4.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-36.52%
Ann. -47.28% (Sharpe / Sortino numerator)
Volatility
38.05%
Sharpe ratio
-1.338
VaR 95%
-4.01%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-46.70%
Ann. -20.79% (Sharpe / Sortino numerator)
Volatility
29.77%
Sharpe ratio
-0.820
VaR 95%
-3.33%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-31.33%
Ann. -9.80% (Sharpe / Sortino numerator)
Volatility
26.16%
Sharpe ratio
-0.513
VaR 95%
-2.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 21/07/2026.
Average daily return
-0.156%
Best day
5.928%
Worst day
-15.007%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $8.81 | $9.00 | $8.80 | $8.82 | 501,400 |
| 20/07/2026 | $8.77 | $8.95 | $8.62 | $8.87 | 1,784,700 |
| 17/07/2026 | $8.80 | $8.89 | $8.69 | $8.77 | 1,425,800 |
| 16/07/2026 | $9.07 | $9.08 | $8.94 | $9.00 | 1,523,800 |
| 15/07/2026 | $9.18 | $9.25 | $9.02 | $9.03 | 1,038,900 |
| 14/07/2026 | $9.19 | $9.24 | $9.11 | $9.13 | 794,500 |
| 13/07/2026 | $9.15 | $9.34 | $9.11 | $9.19 | 739,900 |
| 10/07/2026 | $9.07 | $9.19 | $9.05 | $9.13 | 474,000 |
| 09/07/2026 | $9.04 | $9.14 | $8.97 | $9.07 | 467,400 |
| 08/07/2026 | $8.94 | $9.10 | $8.86 | $9.08 | 815,700 |