Packaging Corp of America (PKG)
178.44
-0.71
(-0.40%)
USD |
NYSE |
May 08, 16:00
178.44
0.00 (0.00%)
After-Hours: 20:00
Packaging Corp of America Max Drawdown (5Y): 37.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.05% |
March 31, 2024 | 37.05% |
February 29, 2024 | 37.05% |
January 31, 2024 | 37.05% |
December 31, 2023 | 37.05% |
November 30, 2023 | 37.05% |
October 31, 2023 | 37.05% |
September 30, 2023 | 38.19% |
August 31, 2023 | 38.19% |
July 31, 2023 | 38.19% |
June 30, 2023 | 38.19% |
May 31, 2023 | 38.19% |
April 30, 2023 | 38.19% |
March 31, 2023 | 38.19% |
February 28, 2023 | 38.19% |
January 31, 2023 | 38.19% |
December 31, 2022 | 38.19% |
November 30, 2022 | 38.19% |
October 31, 2022 | 38.19% |
September 30, 2022 | 38.19% |
August 31, 2022 | 38.19% |
July 31, 2022 | 38.19% |
June 30, 2022 | 38.19% |
May 31, 2022 | 38.19% |
April 30, 2022 | 38.19% |
Date | Value |
---|---|
March 31, 2022 | 38.19% |
February 28, 2022 | 38.19% |
January 31, 2022 | 38.19% |
December 31, 2021 | 38.19% |
November 30, 2021 | 38.19% |
October 31, 2021 | 38.19% |
September 30, 2021 | 38.19% |
August 31, 2021 | 38.19% |
July 31, 2021 | 38.19% |
June 30, 2021 | 38.19% |
May 31, 2021 | 38.19% |
April 30, 2021 | 38.19% |
March 31, 2021 | 38.19% |
February 28, 2021 | 38.19% |
January 31, 2021 | 38.19% |
December 31, 2020 | 38.19% |
November 30, 2020 | 44.66% |
October 31, 2020 | 44.66% |
September 30, 2020 | 44.66% |
August 31, 2020 | 44.66% |
July 31, 2020 | 44.66% |
June 30, 2020 | 44.66% |
May 31, 2020 | 44.66% |
April 30, 2020 | 44.66% |
March 31, 2020 | 44.66% |
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
37.05%
Minimum
Oct 2023
44.66%
Maximum
May 2019
40.10%
Average
38.19%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Ball Corp | 55.08% |
Crown Holdings Inc | 48.29% |
WestRock Co | 65.58% |
Berry Global Group Inc | 55.78% |
Greif Inc | 57.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.464 |
Beta (5Y) | 0.8015 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.71% |
Historical Sharpe Ratio (5Y) | 0.5651 |
Historical Sortino (5Y) | 0.8701 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.05% |