Penske Automotive Group Inc (PAG)
150.69
-2.22
(-1.45%)
USD |
NYSE |
May 01, 13:14
Penske Automotive Group Max Drawdown (5Y): 59.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.98% |
March 31, 2024 | 59.98% |
February 29, 2024 | 59.98% |
January 31, 2024 | 59.98% |
December 31, 2023 | 59.98% |
November 30, 2023 | 59.98% |
October 31, 2023 | 59.98% |
September 30, 2023 | 59.98% |
August 31, 2023 | 59.98% |
July 31, 2023 | 59.98% |
June 30, 2023 | 59.98% |
May 31, 2023 | 59.98% |
April 30, 2023 | 59.98% |
March 31, 2023 | 59.98% |
February 28, 2023 | 59.98% |
January 31, 2023 | 59.98% |
December 31, 2022 | 59.98% |
November 30, 2022 | 59.98% |
October 31, 2022 | 59.98% |
September 30, 2022 | 59.98% |
August 31, 2022 | 59.98% |
July 31, 2022 | 59.98% |
June 30, 2022 | 59.98% |
May 31, 2022 | 59.98% |
April 30, 2022 | 59.98% |
Date | Value |
---|---|
March 31, 2022 | 59.98% |
February 28, 2022 | 59.98% |
January 31, 2022 | 59.98% |
December 31, 2021 | 59.98% |
November 30, 2021 | 59.98% |
October 31, 2021 | 59.98% |
September 30, 2021 | 59.98% |
August 31, 2021 | 59.98% |
July 31, 2021 | 59.98% |
June 30, 2021 | 59.98% |
May 31, 2021 | 59.98% |
April 30, 2021 | 59.98% |
March 31, 2021 | 59.98% |
February 28, 2021 | 59.98% |
January 31, 2021 | 59.98% |
December 31, 2020 | 59.98% |
November 30, 2020 | 59.98% |
October 31, 2020 | 59.98% |
September 30, 2020 | 59.98% |
August 31, 2020 | 59.98% |
July 31, 2020 | 59.98% |
June 30, 2020 | 59.98% |
May 31, 2020 | 59.98% |
April 30, 2020 | 59.98% |
March 31, 2020 | 59.98% |
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
44.20%
Minimum
May 2019
59.98%
Maximum
Mar 2020
57.35%
Average
59.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lithia Motors Inc | 61.15% |
AutoNation Inc | 65.94% |
Sonic Automotive Inc | 70.77% |
Asbury Automotive Group Inc | 65.68% |
Carvana Co | 98.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.41 |
Beta (5Y) | 1.207 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.71% |
Historical Sharpe Ratio (5Y) | 0.7014 |
Historical Sortino (5Y) | 0.9261 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.62% |