Pacific Software Inc (PFSF)
0.23
-0.01
(-4.17%)
USD |
OTCM |
May 06, 13:10
Pacific Software Max Drawdown (5Y): 99.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.98% |
| March 31, 2024 | 99.98% |
| February 29, 2024 | 99.98% |
| January 31, 2024 | 99.98% |
| December 31, 2023 | 99.98% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.98% |
| August 31, 2023 | 99.98% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.98% |
| March 31, 2023 | 99.98% |
| February 28, 2023 | 99.98% |
| January 31, 2023 | 99.98% |
| December 31, 2022 | 99.98% |
| November 30, 2022 | 99.98% |
| October 31, 2022 | 99.98% |
| September 30, 2022 | 99.98% |
| August 31, 2022 | 99.98% |
| July 31, 2022 | 99.98% |
| June 30, 2022 | 99.98% |
| May 31, 2022 | 99.43% |
| April 30, 2022 | 95.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.29% |
| February 28, 2022 | 82.11% |
| January 31, 2022 | 81.75% |
| December 31, 2021 | 81.75% |
| November 30, 2021 | 63.64% |
| October 31, 2021 | 63.64% |
| September 30, 2021 | 63.64% |
| August 31, 2021 | 63.64% |
| July 31, 2021 | 63.64% |
| June 30, 2021 | 63.64% |
| May 31, 2021 | 63.64% |
| April 30, 2021 | 63.64% |
| March 31, 2021 | 63.64% |
| February 28, 2021 | 63.64% |
| January 31, 2021 | 63.64% |
| December 31, 2020 | 63.64% |
| November 30, 2020 | 63.64% |
| October 31, 2020 | 63.64% |
| September 30, 2020 | 63.64% |
| August 31, 2020 | 63.64% |
| July 31, 2020 | 63.64% |
| June 30, 2020 | 63.64% |
| May 31, 2020 | 63.64% |
| April 30, 2020 | 63.64% |
| March 31, 2020 | 63.64% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
63.64%
Minimum
May 2019
99.98%
Maximum
Jun 2022
79.92%
Average
63.64%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Ark Restaurants Corp | 66.86% |
| Flanigan'S Enterprises Inc | 69.97% |
| BJ's Restaurants Inc | 91.20% |
| Cheesecake Factory Inc | 75.51% |
| Cracker Barrel Old Country Store Inc | 67.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.78 |
| Beta (5Y) | 1.200 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 426.1% |
| Historical Sharpe Ratio (5Y) | -0.1089 |
| Historical Sortino (5Y) | -0.6131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.68% |