PennyMac Mortgage Investment Trust (PMT)
13.34
+0.20
(+1.48%)
USD |
NYSE |
Nov 21, 16:00
13.34
0.00 (0.00%)
After-Hours: 18:02
PennyMac Mortgage Investment Trust Max Drawdown (5Y): 75.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.90% |
| September 30, 2024 | 75.90% |
| August 31, 2024 | 75.90% |
| July 31, 2024 | 75.90% |
| June 30, 2024 | 75.90% |
| May 31, 2024 | 75.90% |
| April 30, 2024 | 75.90% |
| March 31, 2024 | 75.90% |
| February 29, 2024 | 75.90% |
| January 31, 2024 | 75.90% |
| December 31, 2023 | 75.90% |
| November 30, 2023 | 75.90% |
| October 31, 2023 | 75.90% |
| September 30, 2023 | 75.90% |
| August 31, 2023 | 75.90% |
| July 31, 2023 | 75.90% |
| June 30, 2023 | 75.90% |
| May 31, 2023 | 75.90% |
| April 30, 2023 | 75.90% |
| March 31, 2023 | 75.90% |
| February 28, 2023 | 75.90% |
| January 31, 2023 | 75.90% |
| December 31, 2022 | 75.90% |
| November 30, 2022 | 75.90% |
| October 31, 2022 | 75.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.90% |
| August 31, 2022 | 75.90% |
| July 31, 2022 | 75.90% |
| June 30, 2022 | 75.90% |
| May 31, 2022 | 75.90% |
| April 30, 2022 | 75.90% |
| March 31, 2022 | 75.90% |
| February 28, 2022 | 75.90% |
| January 31, 2022 | 75.90% |
| December 31, 2021 | 75.90% |
| November 30, 2021 | 75.90% |
| October 31, 2021 | 75.90% |
| September 30, 2021 | 75.90% |
| August 31, 2021 | 75.90% |
| July 31, 2021 | 75.90% |
| June 30, 2021 | 75.90% |
| May 31, 2021 | 75.90% |
| April 30, 2021 | 75.90% |
| March 31, 2021 | 75.90% |
| February 28, 2021 | 75.90% |
| January 31, 2021 | 75.90% |
| December 31, 2020 | 75.90% |
| November 30, 2020 | 75.90% |
| October 31, 2020 | 75.90% |
| September 30, 2020 | 75.90% |
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
44.85%
Minimum
Nov 2019
75.90%
Maximum
Mar 2020
73.83%
Average
75.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Equinix Inc | 41.77% |
| Lamar Advertising Co | 65.88% |
| PotlatchDeltic Corp | 50.09% |
| Innovative Industrial Properties Inc | 75.41% |
| Invitation Homes Inc | 50.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.41 |
| Beta (5Y) | 1.515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.69% |
| Historical Sharpe Ratio (5Y) | -0.0359 |
| Historical Sortino (5Y) | -0.0477 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.30% |