Piper Sandler Cos (PIPR)
290.24
+6.94
(+2.45%)
USD |
NYSE |
Nov 05, 11:31
Piper Sandler Cos Max Drawdown (5Y): 62.48% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 62.48% |
| August 31, 2024 | 62.48% |
| July 31, 2024 | 62.48% |
| June 30, 2024 | 62.48% |
| May 31, 2024 | 62.48% |
| April 30, 2024 | 62.48% |
| March 31, 2024 | 62.48% |
| February 29, 2024 | 62.48% |
| January 31, 2024 | 62.48% |
| December 31, 2023 | 62.48% |
| November 30, 2023 | 62.48% |
| October 31, 2023 | 62.48% |
| September 30, 2023 | 62.48% |
| August 31, 2023 | 62.48% |
| July 31, 2023 | 62.48% |
| June 30, 2023 | 62.48% |
| May 31, 2023 | 62.48% |
| April 30, 2023 | 62.48% |
| March 31, 2023 | 62.48% |
| February 28, 2023 | 62.48% |
| January 31, 2023 | 62.48% |
| December 31, 2022 | 62.48% |
| November 30, 2022 | 62.48% |
| October 31, 2022 | 62.48% |
| September 30, 2022 | 62.48% |
| Date | Value |
|---|---|
| August 31, 2022 | 62.48% |
| July 31, 2022 | 62.48% |
| June 30, 2022 | 62.48% |
| May 31, 2022 | 62.48% |
| April 30, 2022 | 62.48% |
| March 31, 2022 | 62.48% |
| February 28, 2022 | 62.48% |
| January 31, 2022 | 62.48% |
| December 31, 2021 | 62.48% |
| November 30, 2021 | 62.48% |
| October 31, 2021 | 62.48% |
| September 30, 2021 | 62.48% |
| August 31, 2021 | 62.48% |
| July 31, 2021 | 62.48% |
| June 30, 2021 | 62.48% |
| May 31, 2021 | 62.48% |
| April 30, 2021 | 62.48% |
| March 31, 2021 | 62.48% |
| February 28, 2021 | 62.48% |
| January 31, 2021 | 62.48% |
| December 31, 2020 | 62.48% |
| November 30, 2020 | 62.48% |
| October 31, 2020 | 62.48% |
| September 30, 2020 | 62.48% |
| August 31, 2020 | 62.48% |
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
45.00%
Minimum
Nov 2019
62.48%
Maximum
Mar 2020
61.30%
Average
62.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Riot Platforms Inc | 98.32% |
| BGC Group Inc | 73.98% |
| MarketAxess Holdings Inc | 66.14% |
| Siebert Financial Corp | 94.06% |
| Mawson Infrastructure Group Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.42 |
| Beta (5Y) | 1.395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.96% |
| Historical Sharpe Ratio (5Y) | 0.7931 |
| Historical Sortino (5Y) | 1.070 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.27% |