Paragon Financial Solutions Inc (PGNN)
8.30
-0.20
(-2.35%)
USD |
OTCM |
Sep 27, 12:18
Paragon Financial Solutions Max Drawdown (5Y): 48.23% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 48.23% |
July 31, 2024 | 48.23% |
June 30, 2024 | 48.23% |
May 31, 2024 | 48.23% |
April 30, 2024 | 48.23% |
March 31, 2024 | 48.23% |
February 29, 2024 | 48.23% |
January 31, 2024 | 48.23% |
December 31, 2023 | 48.23% |
November 30, 2023 | 48.23% |
October 31, 2023 | 48.23% |
September 30, 2023 | 48.23% |
August 31, 2023 | 48.23% |
July 31, 2023 | 48.23% |
June 30, 2023 | 48.23% |
May 31, 2023 | 48.23% |
April 30, 2023 | 48.23% |
March 31, 2023 | 48.23% |
February 28, 2023 | 48.23% |
January 31, 2023 | 48.23% |
December 31, 2022 | 48.23% |
November 30, 2022 | 48.23% |
October 31, 2022 | 48.23% |
September 30, 2022 | 48.23% |
August 31, 2022 | 48.23% |
Date | Value |
---|---|
July 31, 2022 | 48.23% |
June 30, 2022 | 48.23% |
May 31, 2022 | 48.23% |
April 30, 2022 | 48.23% |
March 31, 2022 | 48.23% |
February 28, 2022 | 48.23% |
January 31, 2022 | 48.23% |
December 31, 2021 | 48.23% |
November 30, 2021 | 48.23% |
October 31, 2021 | 48.23% |
September 30, 2021 | 48.23% |
August 31, 2021 | 48.23% |
July 31, 2021 | 48.23% |
June 30, 2021 | 48.23% |
May 31, 2021 | 48.23% |
April 30, 2021 | 48.23% |
March 31, 2021 | 48.23% |
February 28, 2021 | 48.23% |
January 31, 2021 | 48.23% |
December 31, 2020 | 48.23% |
November 30, 2020 | 48.23% |
October 31, 2020 | 48.23% |
September 30, 2020 | 48.23% |
August 31, 2020 | 48.23% |
July 31, 2020 | 48.23% |
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
28.32%
Minimum
Sep 2019
48.23%
Maximum
Apr 2020
46.19%
Average
48.23%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.46 |
Beta (5Y) | 0.5968 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.43% |
Historical Sharpe Ratio (5Y) | -0.2086 |
Historical Sortino (5Y) | -0.2393 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.53% |