Parsons Corp. (PSN)
40.79
-0.22
(-0.54%)
USD |
NYSE |
Oct 02, 16:00
40.78
-0.01
(-0.02%)
After-Hours: 20:00
Parsons Max Drawdown (5Y) : 64.42% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 64.42% |
| August 31, 2026 | 64.42% |
| July 31, 2026 | 64.42% |
| June 30, 2026 | 58.48% |
| May 31, 2026 | 56.99% |
| April 30, 2026 | 55.84% |
| March 31, 2026 | 55.84% |
| February 28, 2026 | 51.15% |
| January 31, 2026 | 51.15% |
| December 31, 2025 | 51.15% |
| November 30, 2025 | 51.15% |
| October 31, 2025 | 51.15% |
| September 30, 2025 | 51.15% |
| August 31, 2025 | 51.15% |
| July 31, 2025 | 51.15% |
| June 30, 2025 | 51.15% |
| May 31, 2025 | 51.15% |
| April 30, 2025 | 51.15% |
| March 31, 2025 | 51.15% |
| February 28, 2025 | 48.62% |
| January 31, 2025 | 43.79% |
| December 31, 2024 | 43.79% |
| November 30, 2024 | 43.79% |
| October 31, 2024 | 43.79% |
| September 30, 2024 | 43.79% |
| Date | Value |
|---|---|
| August 31, 2024 | 43.79% |
| July 31, 2024 | 43.79% |
| June 30, 2024 | 43.79% |
| May 31, 2024 | 43.79% |
| April 30, 2024 | 43.79% |
| March 31, 2024 | 43.79% |
| February 29, 2024 | 43.79% |
| January 31, 2024 | 43.79% |
| December 31, 2023 | 43.79% |
| November 30, 2023 | 43.79% |
| October 31, 2023 | 43.79% |
| September 30, 2023 | 43.79% |
| August 31, 2023 | 43.79% |
| July 31, 2023 | 43.79% |
| June 30, 2023 | 43.79% |
| May 31, 2023 | 43.79% |
| April 30, 2023 | 43.79% |
| March 31, 2023 | 43.79% |
| February 28, 2023 | 43.79% |
| January 31, 2023 | 43.79% |
| December 31, 2022 | 43.79% |
| November 30, 2022 | 43.79% |
| October 31, 2022 | 43.79% |
| September 30, 2022 | 43.79% |
| August 31, 2022 | 43.79% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Science Applications International Corp. | 45.74% |
| Asure Software, Inc. | 73.56% |
| Cycurion, Inc. | -- |
| CACI International, Inc. | 42.88% |
| KBR, Inc. | 57.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.015 |
| Beta (5Y) | 0.7173 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.84% |
| Historical Sharpe Ratio (5Y) | 0.0046 |
| Historical Sortino (5Y) | 0.0065 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.13% |