PennyMac Financial Services Inc (PFSI)
105.62
+1.67
(+1.61%)
USD |
NYSE |
Nov 22, 16:00
105.63
+0.01
(+0.01%)
Pre-Market: 20:00
PennyMac Financial Services Max Drawdown (5Y): 56.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.49% |
| September 30, 2024 | 56.49% |
| August 31, 2024 | 56.49% |
| July 31, 2024 | 56.49% |
| June 30, 2024 | 56.49% |
| May 31, 2024 | 56.49% |
| April 30, 2024 | 56.49% |
| March 31, 2024 | 56.49% |
| February 29, 2024 | 56.49% |
| January 31, 2024 | 56.49% |
| December 31, 2023 | 56.49% |
| November 30, 2023 | 56.49% |
| October 31, 2023 | 56.49% |
| September 30, 2023 | 56.49% |
| August 31, 2023 | 56.49% |
| July 31, 2023 | 56.49% |
| June 30, 2023 | 56.49% |
| May 31, 2023 | 56.49% |
| April 30, 2023 | 56.49% |
| March 31, 2023 | 56.49% |
| February 28, 2023 | 56.49% |
| January 31, 2023 | 56.49% |
| December 31, 2022 | 56.49% |
| November 30, 2022 | 56.49% |
| October 31, 2022 | 56.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.49% |
| August 31, 2022 | 56.49% |
| July 31, 2022 | 56.49% |
| June 30, 2022 | 56.49% |
| May 31, 2022 | 56.49% |
| April 30, 2022 | 56.49% |
| March 31, 2022 | 56.49% |
| February 28, 2022 | 56.49% |
| January 31, 2022 | 56.49% |
| December 31, 2021 | 56.49% |
| November 30, 2021 | 56.49% |
| October 31, 2021 | 56.49% |
| September 30, 2021 | 56.49% |
| August 31, 2021 | 56.49% |
| July 31, 2021 | 56.49% |
| June 30, 2021 | 56.49% |
| May 31, 2021 | 56.49% |
| April 30, 2021 | 56.49% |
| March 31, 2021 | 56.49% |
| February 28, 2021 | 56.49% |
| January 31, 2021 | 56.49% |
| December 31, 2020 | 56.49% |
| November 30, 2020 | 56.49% |
| October 31, 2020 | 56.49% |
| September 30, 2020 | 56.49% |
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
51.85%
Minimum
Nov 2019
56.49%
Maximum
Mar 2020
56.18%
Average
56.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Apollo Global Management Inc | 53.48% |
| Diamond Hill Investment Group Inc | 57.66% |
| Oaktree Specialty Lending Corp | 57.20% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.337 |
| Beta (5Y) | 1.791 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.41% |
| Historical Sharpe Ratio (5Y) | 0.5864 |
| Historical Sortino (5Y) | 0.9047 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.32% |