Pennant Park Investment Corp (PNNT)

6.95 +0.11 (+1.61%) USD  |  NYSE  |  Dec 20, 16:00
6.92 -0.03 (-0.43%) After-Hours: 20:00
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Pennant Park Investment Max Drawdown (5Y): 68.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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PennantPark Floating Rate Capital Ltd 69.68%
Diamond Hill Investment Group Inc 57.66%
Oaktree Specialty Lending Corp 57.20%
MidCap Financial Investment Corp 67.60%
Gladstone Investment Corp 56.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.489
Beta (5Y) 1.497
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.04%
Historical Sharpe Ratio (5Y) 0.2974
Historical Sortino (5Y) 0.3337
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.72%