PGT Innovations Inc (DELISTED) (PGTI:DL)
41.99
0.00 (0.00%)
USD |
NYSE |
Mar 27, 16:00
42.00
0.00 (0.00%)
After-Hours: 20:00
PGT Innovations Max Drawdown (5Y): 72.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 72.56% |
February 29, 2024 | 72.56% |
January 31, 2024 | 72.56% |
December 31, 2023 | 72.56% |
November 30, 2023 | 72.56% |
October 31, 2023 | 72.56% |
September 30, 2023 | 72.56% |
August 31, 2023 | 72.56% |
July 31, 2023 | 72.56% |
June 30, 2023 | 72.56% |
May 31, 2023 | 72.56% |
April 30, 2023 | 72.56% |
March 31, 2023 | 72.56% |
February 28, 2023 | 72.56% |
January 31, 2023 | 72.56% |
December 31, 2022 | 72.56% |
November 30, 2022 | 72.56% |
October 31, 2022 | 72.56% |
September 30, 2022 | 72.56% |
August 31, 2022 | 72.56% |
July 31, 2022 | 72.56% |
June 30, 2022 | 72.56% |
May 31, 2022 | 72.56% |
April 30, 2022 | 72.56% |
March 31, 2022 | 72.56% |
Date | Value |
---|---|
February 28, 2022 | 72.56% |
January 31, 2022 | 72.56% |
December 31, 2021 | 72.56% |
November 30, 2021 | 72.56% |
October 31, 2021 | 72.56% |
September 30, 2021 | 72.56% |
August 31, 2021 | 72.56% |
July 31, 2021 | 72.56% |
June 30, 2021 | 72.56% |
May 31, 2021 | 72.56% |
April 30, 2021 | 72.56% |
March 31, 2021 | 72.56% |
February 28, 2021 | 72.56% |
January 31, 2021 | 72.56% |
December 31, 2020 | 72.56% |
November 30, 2020 | 72.56% |
October 31, 2020 | 72.56% |
September 30, 2020 | 72.56% |
August 31, 2020 | 72.56% |
July 31, 2020 | 72.56% |
June 30, 2020 | 72.56% |
May 31, 2020 | 72.56% |
April 30, 2020 | 72.56% |
March 31, 2020 | 72.37% |
February 29, 2020 | 48.82% |
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
48.82%
Minimum
May 2019
72.56%
Maximum
Apr 2020
68.53%
Average
72.56%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Quanex Building Products Corp | 65.03% |
Janus International Group Inc | -- |
Ampco-Pittsburgh Corp | 89.56% |
Techprecision Corp | 71.63% |
Safe & Green Holdings Corp | 99.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.074 |
Beta (5Y) | 1.438 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.26% |
Historical Sharpe Ratio (5Y) | 0.4733 |
Historical Sortino (5Y) | 0.6619 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.00% |