Packaging Corp of America (PKG)
245.46
+0.16
(+0.07%)
USD |
NYSE |
Nov 22, 11:02
Packaging Corp of America Max Drawdown (5Y): 37.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.05% |
| September 30, 2024 | 37.05% |
| August 31, 2024 | 37.05% |
| July 31, 2024 | 37.05% |
| June 30, 2024 | 37.05% |
| May 31, 2024 | 37.05% |
| April 30, 2024 | 37.05% |
| March 31, 2024 | 37.05% |
| February 29, 2024 | 37.05% |
| January 31, 2024 | 37.05% |
| December 31, 2023 | 37.05% |
| November 30, 2023 | 38.19% |
| October 31, 2023 | 38.19% |
| September 30, 2023 | 38.19% |
| August 31, 2023 | 38.19% |
| July 31, 2023 | 38.19% |
| June 30, 2023 | 38.19% |
| May 31, 2023 | 38.19% |
| April 30, 2023 | 38.19% |
| March 31, 2023 | 38.19% |
| February 28, 2023 | 38.19% |
| January 31, 2023 | 38.19% |
| December 31, 2022 | 38.19% |
| November 30, 2022 | 38.19% |
| October 31, 2022 | 38.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.19% |
| August 31, 2022 | 38.19% |
| July 31, 2022 | 38.19% |
| June 30, 2022 | 38.19% |
| May 31, 2022 | 38.19% |
| April 30, 2022 | 38.19% |
| March 31, 2022 | 38.19% |
| February 28, 2022 | 38.19% |
| January 31, 2022 | 38.19% |
| December 31, 2021 | 38.19% |
| November 30, 2021 | 38.19% |
| October 31, 2021 | 38.19% |
| September 30, 2021 | 38.19% |
| August 31, 2021 | 38.19% |
| July 31, 2021 | 38.19% |
| June 30, 2021 | 38.19% |
| May 31, 2021 | 38.19% |
| April 30, 2021 | 38.19% |
| March 31, 2021 | 38.19% |
| February 28, 2021 | 40.55% |
| January 31, 2021 | 44.66% |
| December 31, 2020 | 44.66% |
| November 30, 2020 | 44.66% |
| October 31, 2020 | 44.66% |
| September 30, 2020 | 44.66% |
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
37.05%
Minimum
Dec 2023
44.66%
Maximum
Nov 2019
39.64%
Average
38.19%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Crown Holdings Inc | 48.29% |
| Berry Global Group Inc | 55.78% |
| International Paper Co | 55.04% |
| Hasbro Inc | 63.83% |
| Mattel Inc | 77.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.484 |
| Beta (5Y) | 0.7588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.82% |
| Historical Sharpe Ratio (5Y) | 0.7254 |
| Historical Sortino (5Y) | 1.126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.05% |