Performant Financial Corp (PFMT)
3.08
+0.16
(+5.48%)
USD |
NASDAQ |
Nov 21, 16:00
3.08
0.00 (0.00%)
Pre-Market: 20:00
Performant Financial Max Drawdown (5Y): 88.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.55% |
| September 30, 2024 | 88.55% |
| August 31, 2024 | 88.55% |
| July 31, 2024 | 88.94% |
| June 30, 2024 | 90.49% |
| May 31, 2024 | 90.49% |
| April 30, 2024 | 90.49% |
| March 31, 2024 | 90.49% |
| February 29, 2024 | 90.49% |
| January 31, 2024 | 90.49% |
| December 31, 2023 | 90.49% |
| November 30, 2023 | 90.49% |
| October 31, 2023 | 90.49% |
| September 30, 2023 | 90.49% |
| August 31, 2023 | 90.49% |
| July 31, 2023 | 90.49% |
| June 30, 2023 | 90.49% |
| May 31, 2023 | 90.49% |
| April 30, 2023 | 90.49% |
| March 31, 2023 | 90.49% |
| February 28, 2023 | 90.49% |
| January 31, 2023 | 90.49% |
| December 31, 2022 | 90.49% |
| November 30, 2022 | 90.49% |
| October 31, 2022 | 90.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.49% |
| August 31, 2022 | 90.49% |
| July 31, 2022 | 90.49% |
| June 30, 2022 | 90.49% |
| May 31, 2022 | 90.49% |
| April 30, 2022 | 90.49% |
| March 31, 2022 | 90.49% |
| February 28, 2022 | 90.49% |
| January 31, 2022 | 90.49% |
| December 31, 2021 | 90.49% |
| November 30, 2021 | 90.49% |
| October 31, 2021 | 90.49% |
| September 30, 2021 | 90.49% |
| August 31, 2021 | 90.49% |
| July 31, 2021 | 90.49% |
| June 30, 2021 | 90.49% |
| May 31, 2021 | 90.49% |
| April 30, 2021 | 90.49% |
| March 31, 2021 | 90.49% |
| February 28, 2021 | 90.49% |
| January 31, 2021 | 90.49% |
| December 31, 2020 | 90.49% |
| November 30, 2020 | 90.49% |
| October 31, 2020 | 90.49% |
| September 30, 2020 | 90.49% |
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
88.55%
Minimum
Oct 2024
90.49%
Maximum
Nov 2019
90.37%
Average
90.49%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Global Payments Inc | 56.97% |
| National Asset Recovery Corp | 99.34% |
| TOMI Environmental Solutions Inc | 97.15% |
| Avalon Holdings Corp | 88.49% |
| Compx International Inc | 43.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.33 |
| Beta (5Y) | 0.1358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.26% |
| Historical Sharpe Ratio (5Y) | 0.2979 |
| Historical Sortino (5Y) | 0.8294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.55% |