Pegasystems Inc (PEGA)
61.80
+2.72
(+4.60%)
USD |
NASDAQ |
Apr 26, 16:00
61.82
+0.02
(+0.03%)
After-Hours: 20:00
Pegasystems Max Drawdown (5Y): 79.20% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.20% |
| February 29, 2024 | 79.20% |
| January 31, 2024 | 79.20% |
| December 31, 2023 | 79.20% |
| November 30, 2023 | 79.20% |
| October 31, 2023 | 79.20% |
| September 30, 2023 | 79.20% |
| August 31, 2023 | 79.20% |
| July 31, 2023 | 79.20% |
| June 30, 2023 | 79.20% |
| May 31, 2023 | 79.20% |
| April 30, 2023 | 79.20% |
| March 31, 2023 | 79.20% |
| February 28, 2023 | 79.20% |
| January 31, 2023 | 79.20% |
| December 31, 2022 | 79.20% |
| November 30, 2022 | 79.20% |
| October 31, 2022 | 79.20% |
| September 30, 2022 | 78.22% |
| August 31, 2022 | 75.27% |
| July 31, 2022 | 72.58% |
| June 30, 2022 | 69.96% |
| May 31, 2022 | 68.23% |
| April 30, 2022 | 53.14% |
| March 31, 2022 | 50.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 47.10% |
| January 31, 2022 | 40.08% |
| December 31, 2021 | 40.08% |
| November 30, 2021 | 40.08% |
| October 31, 2021 | 40.08% |
| September 30, 2021 | 40.08% |
| August 31, 2021 | 40.08% |
| July 31, 2021 | 40.08% |
| June 30, 2021 | 40.08% |
| May 31, 2021 | 40.08% |
| April 30, 2021 | 40.08% |
| March 31, 2021 | 40.08% |
| February 28, 2021 | 40.08% |
| January 31, 2021 | 40.08% |
| December 31, 2020 | 40.08% |
| November 30, 2020 | 40.08% |
| October 31, 2020 | 40.08% |
| September 30, 2020 | 40.08% |
| August 31, 2020 | 40.08% |
| July 31, 2020 | 40.08% |
| June 30, 2020 | 40.08% |
| May 31, 2020 | 40.08% |
| April 30, 2020 | 40.08% |
| March 31, 2020 | 38.33% |
| February 29, 2020 | 33.81% |
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
33.81%
Minimum
Apr 2019
79.20%
Maximum
Oct 2022
53.88%
Average
40.08%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Innodata Inc | 74.44% |
| LiveRamp Holdings Inc | 81.83% |
| NCR Voyix Corp | 76.25% |
| Agent Information Software Inc | 68.13% |
| Zvelo Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.78 |
| Beta (5Y) | 1.061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.66% |
| Historical Sharpe Ratio (5Y) | -0.0451 |
| Historical Sortino (5Y) | -0.072 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.65% |