Perma-Fix Environmental Services Inc (PESI)
14.81
+0.38
(+2.63%)
USD |
NASDAQ |
Nov 21, 16:00
14.80
-0.01
(-0.07%)
After-Hours: 20:00
Perma-Fix Environmental Services Max Drawdown (5Y): 65.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.61% |
| September 30, 2024 | 65.61% |
| August 31, 2024 | 65.61% |
| July 31, 2024 | 65.61% |
| June 30, 2024 | 65.61% |
| May 31, 2024 | 65.61% |
| April 30, 2024 | 65.61% |
| March 31, 2024 | 65.61% |
| February 29, 2024 | 65.61% |
| January 31, 2024 | 65.61% |
| December 31, 2023 | 65.61% |
| November 30, 2023 | 65.61% |
| October 31, 2023 | 65.61% |
| September 30, 2023 | 65.61% |
| August 31, 2023 | 65.61% |
| July 31, 2023 | 65.61% |
| June 30, 2023 | 65.61% |
| May 31, 2023 | 65.61% |
| April 30, 2023 | 65.61% |
| March 31, 2023 | 65.61% |
| February 28, 2023 | 65.61% |
| January 31, 2023 | 65.61% |
| December 31, 2022 | 65.61% |
| November 30, 2022 | 63.94% |
| October 31, 2022 | 63.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.94% |
| August 31, 2022 | 63.94% |
| July 31, 2022 | 63.94% |
| June 30, 2022 | 63.94% |
| May 31, 2022 | 63.94% |
| April 30, 2022 | 63.94% |
| March 31, 2022 | 63.94% |
| February 28, 2022 | 65.29% |
| January 31, 2022 | 66.67% |
| December 31, 2021 | 66.67% |
| November 30, 2021 | 66.67% |
| October 31, 2021 | 66.67% |
| September 30, 2021 | 66.67% |
| August 31, 2021 | 66.67% |
| July 31, 2021 | 66.67% |
| June 30, 2021 | 66.67% |
| May 31, 2021 | 66.67% |
| April 30, 2021 | 66.67% |
| March 31, 2021 | 66.67% |
| February 28, 2021 | 66.67% |
| January 31, 2021 | 66.67% |
| December 31, 2020 | 66.67% |
| November 30, 2020 | 66.67% |
| October 31, 2020 | 66.67% |
| September 30, 2020 | 66.67% |
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
63.94%
Minimum
Mar 2022
69.81%
Maximum
Nov 2019
66.10%
Average
65.61%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| Casella Waste Systems Inc | 34.96% |
| ABM Industries Inc | 51.98% |
| Zurn Elkay Water Solutions Corp | 47.25% |
| Clean Harbors Inc | 64.51% |
| LanzaTech Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.54 |
| Beta (5Y) | 0.4792 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.35% |
| Historical Sharpe Ratio (5Y) | 0.3434 |
| Historical Sortino (5Y) | 0.8273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.08% |