Performant Financial Corp (PFMT)
2.64
+0.02
(+0.76%)
USD |
NASDAQ |
Apr 19, 11:32
Performant Financial Max Drawdown (5Y): 89.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 89.23% |
| February 29, 2024 | 89.23% |
| January 31, 2024 | 89.23% |
| December 31, 2023 | 89.23% |
| November 30, 2023 | 89.23% |
| October 31, 2023 | 89.23% |
| September 30, 2023 | 89.23% |
| August 31, 2023 | 89.23% |
| July 31, 2023 | 89.23% |
| June 30, 2023 | 89.23% |
| May 31, 2023 | 89.23% |
| April 30, 2023 | 89.23% |
| March 31, 2023 | 89.23% |
| February 28, 2023 | 89.23% |
| January 31, 2023 | 89.23% |
| December 31, 2022 | 89.23% |
| November 30, 2022 | 89.23% |
| October 31, 2022 | 89.23% |
| September 30, 2022 | 89.23% |
| August 31, 2022 | 89.23% |
| July 31, 2022 | 89.23% |
| June 30, 2022 | 89.23% |
| May 31, 2022 | 89.23% |
| April 30, 2022 | 89.23% |
| March 31, 2022 | 89.23% |
| Date | Value |
|---|---|
| February 28, 2022 | 89.23% |
| January 31, 2022 | 89.23% |
| December 31, 2021 | 89.23% |
| November 30, 2021 | 89.23% |
| October 31, 2021 | 89.23% |
| September 30, 2021 | 89.23% |
| August 31, 2021 | 89.23% |
| July 31, 2021 | 89.23% |
| June 30, 2021 | 89.23% |
| May 31, 2021 | 89.23% |
| April 30, 2021 | 89.23% |
| March 31, 2021 | 89.23% |
| February 28, 2021 | 89.23% |
| January 31, 2021 | 89.23% |
| December 31, 2020 | 89.23% |
| November 30, 2020 | 89.23% |
| October 31, 2020 | 89.23% |
| September 30, 2020 | 89.23% |
| August 31, 2020 | 89.23% |
| July 31, 2020 | 89.23% |
| June 30, 2020 | 89.23% |
| May 31, 2020 | 89.23% |
| April 30, 2020 | 89.23% |
| March 31, 2020 | 89.23% |
| February 29, 2020 | 89.23% |
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
89.09%
Minimum
Apr 2019
89.23%
Maximum
Jul 2019
89.22%
Average
89.23%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
| Global Payments Inc | 56.97% |
| National Asset Recovery Corp | 99.34% |
| TOMI Environmental Solutions Inc | 97.15% |
| Daniels Corporate Advisory Co Inc | 100.00% |
| Mammoth Energy Services Inc | 98.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.400 |
| Beta (5Y) | 0.0669 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.94% |
| Historical Sharpe Ratio (5Y) | 0.0555 |
| Historical Sortino (5Y) | 0.1549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.20% |