The Pegasus Companies Inc (PEGX)

51.00 0.00 (0.00%) USD  |  OTCM  |  Dec 23, 16:00
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Pegasus Max Drawdown (5Y): 89.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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MediaCo Holding Inc --
Valiant Eagle Inc 100.0%
Zuki Inc 98.23%
Liberty Latin America Ltd 85.55%
Globalstar Inc 92.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -27.86
Beta (5Y) 0.2629
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 52.96%
Historical Sharpe Ratio (5Y) -0.4598
Historical Sortino (5Y) -0.5588
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.67%