Progressive Corp (PGR)

239.97 +0.26 (+0.11%) USD  |  NYSE  |  Dec 20, 16:00
241.09 +1.12 (+0.47%) After-Hours: 20:00
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Progressive Max Drawdown (5Y): 22.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Allstate Corp 41.38%
The Travelers Companies Inc 46.25%
Cincinnati Financial Corp 58.14%
WR Berkley Corp 45.35%
The Hartford Financial Services Group Inc 57.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 24.46
Beta (5Y) 0.3801
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.62%
Historical Sharpe Ratio (5Y) 1.366
Historical Sortino (5Y) 2.632
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.67%