PennyMac Financial Services, Inc. (PFSI)
60.61
-0.12
(-0.20%)
USD |
NYSE |
Nov 13, 16:00
60.58
-0.03
(-0.05%)
Pre-Market: 19:59
PennyMac Financial Services Max Drawdown (5Y) : 63.40% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 63.40% |
| September 30, 2026 | 60.88% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| September 30, 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. | 87.33% |
| PennyMac Mortgage Investment Trust | 44.63% |
| Walker & Dunlop, Inc. | 76.00% |
| loanDepot, Inc. | 96.47% |
| Rocket Cos., Inc. | 82.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.52 |
| Beta (5Y) | 1.485 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.39% |
| Historical Sharpe Ratio (5Y) | -0.066 |
| Historical Sortino (5Y) | -0.10 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.44% |