ProPetro Holding Corp (PUMP)
9.625
-0.02
(-0.16%)
USD |
NYSE |
May 16, 16:00
9.625
0.00 (0.00%)
After-Hours: 20:00
ProPetro Max Drawdown (5Y): 93.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.88% |
March 31, 2024 | 93.88% |
February 29, 2024 | 93.88% |
January 31, 2024 | 93.88% |
December 31, 2023 | 93.88% |
November 30, 2023 | 93.88% |
October 31, 2023 | 93.88% |
September 30, 2023 | 93.88% |
August 31, 2023 | 93.88% |
July 31, 2023 | 93.88% |
June 30, 2023 | 93.88% |
May 31, 2023 | 93.88% |
April 30, 2023 | 93.88% |
March 31, 2023 | 93.88% |
February 28, 2023 | 93.88% |
January 31, 2023 | 93.88% |
December 31, 2022 | 93.88% |
November 30, 2022 | 93.88% |
October 31, 2022 | 93.88% |
September 30, 2022 | 93.88% |
August 31, 2022 | 93.88% |
July 31, 2022 | 93.88% |
June 30, 2022 | 93.88% |
May 31, 2022 | 93.88% |
April 30, 2022 | 93.88% |
Date | Value |
---|---|
March 31, 2022 | 93.88% |
February 28, 2022 | 93.88% |
January 31, 2022 | 93.88% |
December 31, 2021 | 93.88% |
November 30, 2021 | 93.88% |
October 31, 2021 | 93.88% |
September 30, 2021 | 93.88% |
August 31, 2021 | 93.88% |
July 31, 2021 | 93.88% |
June 30, 2021 | 93.88% |
May 31, 2021 | 93.88% |
April 30, 2021 | 93.88% |
March 31, 2021 | 93.88% |
February 28, 2021 | 93.88% |
January 31, 2021 | 93.88% |
December 31, 2020 | 93.88% |
November 30, 2020 | 93.88% |
October 31, 2020 | 93.88% |
September 30, 2020 | 93.88% |
August 31, 2020 | 93.88% |
July 31, 2020 | 93.88% |
June 30, 2020 | 93.88% |
May 31, 2020 | 93.88% |
April 30, 2020 | 93.88% |
March 31, 2020 | 93.88% |
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
48.07%
Minimum
May 2019
93.88%
Maximum
Mar 2020
88.48%
Average
93.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Dawson Geophysical Co | 89.76% |
US Silica Holdings Inc | 98.49% |
Western Midstream Partners LP | 93.47% |
Nine Energy Service Inc | 99.03% |
Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -42.32 |
Beta (5Y) | 2.088 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.42% |
Historical Sharpe Ratio (5Y) | -0.2492 |
Historical Sortino (5Y) | -0.3924 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.58% |