PROG Holdings Inc (PRG)
35.31
+0.69
(+1.99%)
USD |
NYSE |
May 07, 15:16
PROG Holdings Max Drawdown (5Y): 80.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.84% |
March 31, 2024 | 80.84% |
February 29, 2024 | 80.84% |
January 31, 2024 | 80.84% |
December 31, 2023 | 80.84% |
November 30, 2023 | 80.84% |
October 31, 2023 | 80.84% |
September 30, 2023 | 80.84% |
August 31, 2023 | 80.84% |
July 31, 2023 | 80.84% |
June 30, 2023 | 80.84% |
May 31, 2023 | 80.84% |
April 30, 2023 | 80.84% |
March 31, 2023 | 80.84% |
February 28, 2023 | 80.84% |
January 31, 2023 | 80.84% |
December 31, 2022 | 80.84% |
November 30, 2022 | 80.84% |
October 31, 2022 | 80.84% |
September 30, 2022 | 80.74% |
August 31, 2022 | 80.74% |
July 31, 2022 | 80.74% |
June 30, 2022 | 80.74% |
May 31, 2022 | 80.74% |
April 30, 2022 | 80.74% |
Date | Value |
---|---|
March 31, 2022 | 80.74% |
February 28, 2022 | 80.74% |
January 31, 2022 | 80.74% |
December 31, 2021 | 80.74% |
November 30, 2021 | 80.74% |
October 31, 2021 | 80.74% |
September 30, 2021 | 80.74% |
August 31, 2021 | 80.74% |
July 31, 2021 | 80.74% |
June 30, 2021 | 80.74% |
May 31, 2021 | 80.74% |
April 30, 2021 | 80.74% |
March 31, 2021 | 80.74% |
February 28, 2021 | 80.74% |
January 31, 2021 | 80.74% |
December 31, 2020 | 80.74% |
November 30, 2020 | 80.74% |
October 31, 2020 | 80.74% |
September 30, 2020 | 80.74% |
August 31, 2020 | 80.74% |
July 31, 2020 | 80.74% |
June 30, 2020 | 80.74% |
May 31, 2020 | 80.74% |
April 30, 2020 | 80.74% |
March 31, 2020 | 80.74% |
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
49.69%
Minimum
May 2019
80.84%
Maximum
Oct 2022
75.60%
Average
80.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
McGrath RentCorp | 43.97% |
WillScot Mobile Mini Holdings Corp | 60.05% |
The Aarons Co Inc | -- |
H&E Equipment Services Inc | 76.53% |
Willis Lease Finance Corp | 79.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.61 |
Beta (5Y) | 2.064 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.78% |
Historical Sharpe Ratio (5Y) | -0.1465 |
Historical Sortino (5Y) | -0.2158 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.53% |