Penumbra Inc (PEN)
205.71
-0.44
(-0.21%)
USD |
NYSE |
Apr 25, 16:00
205.71
0.00 (0.00%)
After-Hours: 20:00
Penumbra Max Drawdown (5Y): 62.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.64% |
| February 29, 2024 | 62.64% |
| January 31, 2024 | 62.64% |
| December 31, 2023 | 62.64% |
| November 30, 2023 | 62.64% |
| October 31, 2023 | 62.64% |
| September 30, 2023 | 62.64% |
| August 31, 2023 | 62.64% |
| July 31, 2023 | 62.64% |
| June 30, 2023 | 62.64% |
| May 31, 2023 | 62.64% |
| April 30, 2023 | 62.64% |
| March 31, 2023 | 62.64% |
| February 28, 2023 | 62.64% |
| January 31, 2023 | 62.64% |
| December 31, 2022 | 62.64% |
| November 30, 2022 | 62.64% |
| October 31, 2022 | 62.64% |
| September 30, 2022 | 62.64% |
| August 31, 2022 | 62.64% |
| July 31, 2022 | 62.64% |
| June 30, 2022 | 62.64% |
| May 31, 2022 | 56.84% |
| April 30, 2022 | 44.69% |
| March 31, 2022 | 39.65% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.44% |
| January 31, 2022 | 36.44% |
| December 31, 2021 | 35.86% |
| November 30, 2021 | 35.86% |
| October 31, 2021 | 35.86% |
| September 30, 2021 | 35.86% |
| August 31, 2021 | 35.86% |
| July 31, 2021 | 35.86% |
| June 30, 2021 | 35.86% |
| May 31, 2021 | 35.86% |
| April 30, 2021 | 35.86% |
| March 31, 2021 | 35.86% |
| February 28, 2021 | 35.86% |
| January 31, 2021 | 35.86% |
| December 31, 2020 | 35.86% |
| November 30, 2020 | 35.83% |
| October 31, 2020 | 35.83% |
| September 30, 2020 | 35.83% |
| August 31, 2020 | 35.83% |
| July 31, 2020 | 35.83% |
| June 30, 2020 | 35.83% |
| May 31, 2020 | 35.83% |
| April 30, 2020 | 35.83% |
| March 31, 2020 | 35.83% |
| February 29, 2020 | 31.65% |
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
31.65%
Minimum
Apr 2019
62.64%
Maximum
Jun 2022
45.48%
Average
35.86%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Stryker Corp | 43.80% |
| Boston Scientific Corp | 43.49% |
| Insulet Corp | 61.31% |
| Shockwave Medical Inc | 64.92% |
| Stereotaxis Inc | 86.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0172 |
| Beta (5Y) | 0.5129 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.02% |
| Historical Sharpe Ratio (5Y) | 0.1369 |
| Historical Sortino (5Y) | 0.2431 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.34% |