Penumbra Inc (PEN)
231.61
-1.69
(-0.72%)
USD |
NYSE |
Nov 04, 13:06
Penumbra Max Drawdown (5Y): 62.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.64% |
| September 30, 2024 | 62.64% |
| August 31, 2024 | 62.64% |
| July 31, 2024 | 62.64% |
| June 30, 2024 | 62.64% |
| May 31, 2024 | 62.64% |
| April 30, 2024 | 62.64% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
62.64%
Maximum
Jun 2022
49.10%
Average
50.77%
Median
Max Drawdown (5Y) Benchmarks
| Repligen Corp | 64.79% |
| Bruker Corp | 46.31% |
| Intuitive Surgical Inc | 49.90% |
| QuidelOrtho Corp | 90.08% |
| Inari Medical Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.018 |
| Beta (5Y) | 0.5133 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.15% |
| Historical Sharpe Ratio (5Y) | 0.1165 |
| Historical Sortino (5Y) | 0.2106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.22% |