Pegasystems Inc (PEGA)
82.90
+1.83
(+2.26%)
USD |
NASDAQ |
Nov 05, 09:58
Pegasystems Max Drawdown (5Y): 79.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.20% |
| September 30, 2024 | 79.20% |
| August 31, 2024 | 79.20% |
| July 31, 2024 | 79.20% |
| June 30, 2024 | 79.20% |
| May 31, 2024 | 79.20% |
| April 30, 2024 | 79.20% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
79.20%
Maximum
Oct 2022
59.18%
Average
60.69%
Median
Max Drawdown (5Y) Benchmarks
| Appian Corp | 88.60% |
| LiveRamp Holdings Inc | 81.83% |
| Innodata Inc | 74.44% |
| NCR Voyix Corp | 76.25% |
| Raadr Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.70 |
| Beta (5Y) | 1.056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.05% |
| Historical Sharpe Ratio (5Y) | -0.025 |
| Historical Sortino (5Y) | -0.0404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.65% |