PennyMac Financial Services Inc (PFSI)
86.27
+0.63
(+0.74%)
USD |
NYSE |
May 01, 16:00
86.27
0.00 (0.00%)
After-Hours: 18:21
PennyMac Financial Services Max Drawdown (5Y): 56.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.49% |
March 31, 2024 | 56.49% |
February 29, 2024 | 56.49% |
January 31, 2024 | 56.49% |
December 31, 2023 | 56.49% |
November 30, 2023 | 56.49% |
October 31, 2023 | 56.49% |
September 30, 2023 | 56.49% |
August 31, 2023 | 56.49% |
July 31, 2023 | 56.49% |
June 30, 2023 | 56.49% |
May 31, 2023 | 56.49% |
April 30, 2023 | 56.49% |
March 31, 2023 | 56.49% |
February 28, 2023 | 56.49% |
January 31, 2023 | 56.49% |
December 31, 2022 | 56.49% |
November 30, 2022 | 56.49% |
October 31, 2022 | 56.49% |
September 30, 2022 | 56.49% |
August 31, 2022 | 56.49% |
July 31, 2022 | 56.49% |
June 30, 2022 | 56.49% |
May 31, 2022 | 56.49% |
April 30, 2022 | 56.49% |
Date | Value |
---|---|
March 31, 2022 | 56.49% |
February 28, 2022 | 56.49% |
January 31, 2022 | 56.49% |
December 31, 2021 | 56.49% |
November 30, 2021 | 56.49% |
October 31, 2021 | 56.49% |
September 30, 2021 | 56.49% |
August 31, 2021 | 56.49% |
July 31, 2021 | 56.49% |
June 30, 2021 | 56.49% |
May 31, 2021 | 56.49% |
April 30, 2021 | 56.49% |
March 31, 2021 | 56.49% |
February 28, 2021 | 56.49% |
January 31, 2021 | 56.49% |
December 31, 2020 | 56.49% |
November 30, 2020 | 56.49% |
October 31, 2020 | 56.49% |
September 30, 2020 | 56.49% |
August 31, 2020 | 56.49% |
July 31, 2020 | 56.49% |
June 30, 2020 | 56.49% |
May 31, 2020 | 56.49% |
April 30, 2020 | 56.49% |
March 31, 2020 | 56.49% |
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
51.85%
Minimum
May 2019
56.49%
Maximum
Mar 2020
55.71%
Average
56.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AlTi Global Inc | -- |
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Gladstone Investment Corp | 56.30% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.61 |
Beta (5Y) | 1.683 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.75% |
Historical Sharpe Ratio (5Y) | 0.6939 |
Historical Sortino (5Y) | 1.059 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.32% |