PJT Partners Inc (PJT)

158.67 +1.63 (+1.04%) USD  |  NYSE  |  Dec 24, 12:57
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PJT Partners Max Drawdown (5Y): 58.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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US Global Investors Inc 87.00%
Principal Financial Group Inc 64.71%
SEI Investments Co 51.80%
T. Rowe Price Group Inc 57.02%
Hennessy Advisors Inc 73.24%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 22.40
Beta (5Y) 0.6550
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.20%
Historical Sharpe Ratio (5Y) 0.9107
Historical Sortino (5Y) 1.400
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.19%