PennyMac Mortgage Investment Trust (PMT)
14.31
-0.02
(-0.14%)
USD |
NYSE |
May 02, 10:49
PennyMac Mortgage Investment Trust Max Drawdown (5Y): 75.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.90% |
March 31, 2024 | 75.90% |
February 29, 2024 | 75.90% |
January 31, 2024 | 75.90% |
December 31, 2023 | 75.90% |
November 30, 2023 | 75.90% |
October 31, 2023 | 75.90% |
September 30, 2023 | 75.90% |
August 31, 2023 | 75.90% |
July 31, 2023 | 75.90% |
June 30, 2023 | 75.90% |
May 31, 2023 | 75.90% |
April 30, 2023 | 75.90% |
March 31, 2023 | 75.90% |
February 28, 2023 | 75.90% |
January 31, 2023 | 75.90% |
December 31, 2022 | 75.90% |
November 30, 2022 | 75.90% |
October 31, 2022 | 75.90% |
September 30, 2022 | 75.90% |
August 31, 2022 | 75.90% |
July 31, 2022 | 75.90% |
June 30, 2022 | 75.90% |
May 31, 2022 | 75.90% |
April 30, 2022 | 75.90% |
Date | Value |
---|---|
March 31, 2022 | 75.90% |
February 28, 2022 | 75.90% |
January 31, 2022 | 75.90% |
December 31, 2021 | 75.90% |
November 30, 2021 | 75.90% |
October 31, 2021 | 75.90% |
September 30, 2021 | 75.90% |
August 31, 2021 | 75.90% |
July 31, 2021 | 75.90% |
June 30, 2021 | 75.90% |
May 31, 2021 | 75.90% |
April 30, 2021 | 75.90% |
March 31, 2021 | 75.90% |
February 28, 2021 | 75.90% |
January 31, 2021 | 75.90% |
December 31, 2020 | 75.90% |
November 30, 2020 | 75.90% |
October 31, 2020 | 75.90% |
September 30, 2020 | 75.90% |
August 31, 2020 | 75.90% |
July 31, 2020 | 75.90% |
June 30, 2020 | 75.90% |
May 31, 2020 | 75.90% |
April 30, 2020 | 75.90% |
March 31, 2020 | 75.90% |
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
44.85%
Minimum
May 2019
75.90%
Maximum
Mar 2020
70.73%
Average
75.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Equinix Inc | 41.77% |
Lamar Advertising Co | 65.88% |
PotlatchDeltic Corp | 50.09% |
Innovative Industrial Properties Inc | 75.41% |
Invitation Homes Inc | 50.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.98 |
Beta (5Y) | 1.477 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.46% |
Historical Sharpe Ratio (5Y) | 0.0093 |
Historical Sortino (5Y) | 0.0121 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.30% |