PennyMac Financial Services, Inc. (PFSI)
68.06
-0.91
(-1.32%)
USD |
NYSE |
Sep 15, 16:00
68.06
0.00 (0.00%)
After-Hours: 16:41
PennyMac Financial Services Max Drawdown (5Y) : 53.79% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 53.79% |
| July 31, 2026 | 52.39% |
| June 30, 2026 | 49.77% |
| May 31, 2026 | 47.06% |
| April 30, 2026 | 47.06% |
| March 31, 2026 | 47.06% |
| February 28, 2026 | 43.31% |
| January 31, 2026 | 43.27% |
| December 31, 2025 | 43.27% |
| November 30, 2025 | 43.27% |
| October 31, 2025 | 43.27% |
| September 30, 2025 | 43.27% |
| August 31, 2025 | 43.27% |
| July 31, 2025 | 43.27% |
| June 30, 2025 | 43.27% |
| May 31, 2025 | 43.27% |
| April 30, 2025 | 43.27% |
| March 31, 2025 | 55.59% |
| February 28, 2025 | 56.49% |
| January 31, 2025 | 56.49% |
| December 31, 2024 | 56.49% |
| November 30, 2024 | 56.49% |
| October 31, 2024 | 56.49% |
| September 30, 2024 | 56.49% |
| August 31, 2024 | 56.49% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 56.49% |
| August 31, 2022 | 56.49% |
| July 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| UWM Holdings Corp. | 84.95% |
| Rocket Cos., Inc. | 82.93% |
| loanDepot, Inc. | 96.47% |
| PennyMac Mortgage Investment Trust | 40.31% |
| Walker & Dunlop, Inc. | 70.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.60 |
| Beta (5Y) | 1.438 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.77% |
| Historical Sharpe Ratio (5Y) | -0.016 |
| Historical Sortino (5Y) | -0.024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.90% |