Penske Automotive Group Inc (PAG)
160.91
+3.68
(+2.34%)
USD |
NYSE |
Nov 21, 16:00
160.72
-0.19
(-0.12%)
After-Hours: 20:00
Penske Automotive Group Max Drawdown (5Y): 59.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.98% |
September 30, 2024 | 59.98% |
August 31, 2024 | 59.98% |
July 31, 2024 | 59.98% |
June 30, 2024 | 59.98% |
May 31, 2024 | 59.98% |
April 30, 2024 | 59.98% |
March 31, 2024 | 59.98% |
February 29, 2024 | 59.98% |
January 31, 2024 | 59.98% |
December 31, 2023 | 59.98% |
November 30, 2023 | 59.98% |
October 31, 2023 | 59.98% |
September 30, 2023 | 59.98% |
August 31, 2023 | 59.98% |
July 31, 2023 | 59.98% |
June 30, 2023 | 59.98% |
May 31, 2023 | 59.98% |
April 30, 2023 | 59.98% |
March 31, 2023 | 59.98% |
February 28, 2023 | 59.98% |
January 31, 2023 | 59.98% |
December 31, 2022 | 59.98% |
November 30, 2022 | 59.98% |
October 31, 2022 | 59.98% |
Date | Value |
---|---|
September 30, 2022 | 59.98% |
August 31, 2022 | 59.98% |
July 31, 2022 | 59.98% |
June 30, 2022 | 59.98% |
May 31, 2022 | 59.98% |
April 30, 2022 | 59.98% |
March 31, 2022 | 59.98% |
February 28, 2022 | 59.98% |
January 31, 2022 | 59.98% |
December 31, 2021 | 59.98% |
November 30, 2021 | 59.98% |
October 31, 2021 | 59.98% |
September 30, 2021 | 59.98% |
August 31, 2021 | 59.98% |
July 31, 2021 | 59.98% |
June 30, 2021 | 59.98% |
May 31, 2021 | 59.98% |
April 30, 2021 | 59.98% |
March 31, 2021 | 59.98% |
February 28, 2021 | 59.98% |
January 31, 2021 | 59.98% |
December 31, 2020 | 59.98% |
November 30, 2020 | 59.98% |
October 31, 2020 | 59.98% |
September 30, 2020 | 59.98% |
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
44.20%
Minimum
Nov 2019
59.98%
Maximum
Mar 2020
58.93%
Average
59.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AutoNation Inc | 65.94% |
Rush Enterprises Inc | 47.89% |
Asbury Automotive Group Inc | 65.68% |
Lithia Motors Inc | 61.15% |
ACV Auctions Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.42 |
Beta (5Y) | 1.167 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.51% |
Historical Sharpe Ratio (5Y) | 0.645 |
Historical Sortino (5Y) | 0.8576 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.62% |