Primoris Services Corp (PRIM)
46.60
-0.86
(-1.81%)
USD |
NYSE |
Apr 30, 16:00
46.54
-0.06
(-0.13%)
Pre-Market: 20:00
Primoris Services Max Drawdown (5Y): 65.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.73% |
March 31, 2024 | 65.73% |
February 29, 2024 | 65.73% |
January 31, 2024 | 65.73% |
December 31, 2023 | 65.73% |
November 30, 2023 | 65.73% |
October 31, 2023 | 65.73% |
September 30, 2023 | 65.73% |
August 31, 2023 | 65.73% |
July 31, 2023 | 65.73% |
June 30, 2023 | 65.73% |
May 31, 2023 | 65.73% |
April 30, 2023 | 65.73% |
March 31, 2023 | 65.73% |
February 28, 2023 | 65.73% |
January 31, 2023 | 65.73% |
December 31, 2022 | 65.73% |
November 30, 2022 | 65.73% |
October 31, 2022 | 65.73% |
September 30, 2022 | 65.73% |
August 31, 2022 | 65.73% |
July 31, 2022 | 65.73% |
June 30, 2022 | 65.73% |
May 31, 2022 | 65.73% |
April 30, 2022 | 65.73% |
Date | Value |
---|---|
March 31, 2022 | 65.73% |
February 28, 2022 | 65.73% |
January 31, 2022 | 65.73% |
December 31, 2021 | 65.73% |
November 30, 2021 | 65.73% |
October 31, 2021 | 65.73% |
September 30, 2021 | 65.73% |
August 31, 2021 | 65.73% |
July 31, 2021 | 65.73% |
June 30, 2021 | 65.73% |
May 31, 2021 | 65.73% |
April 30, 2021 | 65.73% |
March 31, 2021 | 65.73% |
February 28, 2021 | 65.73% |
January 31, 2021 | 65.73% |
December 31, 2020 | 65.73% |
November 30, 2020 | 65.73% |
October 31, 2020 | 65.73% |
September 30, 2020 | 65.73% |
August 31, 2020 | 65.73% |
July 31, 2020 | 65.73% |
June 30, 2020 | 65.73% |
May 31, 2020 | 65.73% |
April 30, 2020 | 65.73% |
March 31, 2020 | 65.73% |
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
50.73%
Minimum
May 2019
65.73%
Maximum
Mar 2020
63.23%
Average
65.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ENGlobal Corp | 98.27% |
Exponent Inc | 42.46% |
Tetra Tech Inc | 36.98% |
Willdan Group Inc | 78.71% |
NV5 Global Inc | 67.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.693 |
Beta (5Y) | 1.144 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.66% |
Historical Sharpe Ratio (5Y) | 0.3992 |
Historical Sortino (5Y) | 0.5766 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |