Progressive Corp (PGR)
211.80
+3.55
(+1.70%)
USD |
NYSE |
May 01, 16:00
211.80
0.00 (0.00%)
Pre-Market: 20:00
Progressive Max Drawdown (5Y): 22.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 22.91% |
March 31, 2024 | 22.91% |
February 29, 2024 | 22.91% |
January 31, 2024 | 22.91% |
December 31, 2023 | 22.91% |
November 30, 2023 | 22.91% |
October 31, 2023 | 22.91% |
September 30, 2023 | 22.91% |
August 31, 2023 | 22.91% |
July 31, 2023 | 22.91% |
June 30, 2023 | 22.31% |
May 31, 2023 | 22.31% |
April 30, 2023 | 22.31% |
March 31, 2023 | 22.31% |
February 28, 2023 | 22.31% |
January 31, 2023 | 22.31% |
December 31, 2022 | 22.31% |
November 30, 2022 | 22.31% |
October 31, 2022 | 22.31% |
September 30, 2022 | 22.31% |
August 31, 2022 | 22.31% |
July 31, 2022 | 22.31% |
June 30, 2022 | 22.31% |
May 31, 2022 | 22.31% |
April 30, 2022 | 22.31% |
Date | Value |
---|---|
March 31, 2022 | 22.31% |
February 28, 2022 | 22.31% |
January 31, 2022 | 22.31% |
December 31, 2021 | 22.31% |
November 30, 2021 | 22.31% |
October 31, 2021 | 22.31% |
September 30, 2021 | 22.31% |
August 31, 2021 | 22.31% |
July 31, 2021 | 22.31% |
June 30, 2021 | 22.31% |
May 31, 2021 | 22.31% |
April 30, 2021 | 22.31% |
March 31, 2021 | 22.31% |
February 28, 2021 | 22.31% |
January 31, 2021 | 22.31% |
December 31, 2020 | 22.31% |
November 30, 2020 | 22.31% |
October 31, 2020 | 22.31% |
September 30, 2020 | 22.31% |
August 31, 2020 | 22.31% |
July 31, 2020 | 22.31% |
June 30, 2020 | 22.31% |
May 31, 2020 | 22.31% |
April 30, 2020 | 22.31% |
March 31, 2020 | 22.31% |
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
22.31%
Minimum
May 2019
22.91%
Maximum
Jul 2023
22.41%
Average
22.31%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Allstate Corp | 41.38% |
The Travelers Companies Inc | 46.25% |
American International Group Inc | 69.62% |
The Hartford Financial Services Group Inc | 57.58% |
Mercury General Corp | 55.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 17.86 |
Beta (5Y) | 0.3428 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.70% |
Historical Sharpe Ratio (5Y) | 0.9991 |
Historical Sortino (5Y) | 1.898 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.36% |