PJT Partners Inc (PJT)
160.81
+4.95
(+3.18%)
USD |
NYSE |
Nov 21, 16:00
161.22
+0.41
(+0.25%)
Pre-Market: 20:00
PJT Partners Max Drawdown (5Y): 58.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 58.44% |
September 30, 2024 | 58.44% |
August 31, 2024 | 58.44% |
July 31, 2024 | 58.44% |
June 30, 2024 | 58.44% |
May 31, 2024 | 58.44% |
April 30, 2024 | 58.44% |
March 31, 2024 | 58.44% |
February 29, 2024 | 58.44% |
January 31, 2024 | 58.44% |
December 31, 2023 | 58.44% |
November 30, 2023 | 58.44% |
October 31, 2023 | 58.44% |
September 30, 2023 | 58.44% |
August 31, 2023 | 58.44% |
July 31, 2023 | 58.44% |
June 30, 2023 | 58.44% |
May 31, 2023 | 58.44% |
April 30, 2023 | 58.44% |
March 31, 2023 | 58.44% |
February 28, 2023 | 58.44% |
January 31, 2023 | 58.44% |
December 31, 2022 | 58.44% |
November 30, 2022 | 58.44% |
October 31, 2022 | 58.44% |
Date | Value |
---|---|
September 30, 2022 | 58.44% |
August 31, 2022 | 58.44% |
July 31, 2022 | 58.44% |
June 30, 2022 | 58.44% |
May 31, 2022 | 58.44% |
April 30, 2022 | 58.44% |
March 31, 2022 | 58.44% |
February 28, 2022 | 58.44% |
January 31, 2022 | 58.44% |
December 31, 2021 | 58.44% |
November 30, 2021 | 58.44% |
October 31, 2021 | 58.44% |
September 30, 2021 | 58.44% |
August 31, 2021 | 58.44% |
July 31, 2021 | 58.44% |
June 30, 2021 | 58.44% |
May 31, 2021 | 58.44% |
April 30, 2021 | 58.44% |
March 31, 2021 | 58.44% |
February 28, 2021 | 58.44% |
January 31, 2021 | 58.44% |
December 31, 2020 | 58.44% |
November 30, 2020 | 58.44% |
October 31, 2020 | 58.44% |
September 30, 2020 | 58.44% |
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
40.91%
Minimum
Nov 2019
58.44%
Maximum
Mar 2020
57.27%
Average
58.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
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) | 19.10 |
Beta (5Y) | 0.6109 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.89% |
Historical Sharpe Ratio (5Y) | 0.7963 |
Historical Sortino (5Y) | 1.213 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.19% |