Pentair PLC (PNR)
79.99
+0.79
(+1.00%)
USD |
NYSE |
Apr 26, 16:00
79.99
0.00 (0.00%)
After-Hours: 20:00
Pentair Max Drawdown (5Y): 67.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.99% |
February 29, 2024 | 67.99% |
January 31, 2024 | 67.99% |
December 31, 2023 | 67.99% |
November 30, 2023 | 67.99% |
October 31, 2023 | 67.99% |
September 30, 2023 | 67.99% |
August 31, 2023 | 67.99% |
July 31, 2023 | 67.99% |
June 30, 2023 | 67.99% |
May 31, 2023 | 67.99% |
April 30, 2023 | 67.99% |
March 31, 2023 | 67.99% |
February 28, 2023 | 67.99% |
January 31, 2023 | 67.99% |
December 31, 2022 | 67.99% |
November 30, 2022 | 67.99% |
October 31, 2022 | 67.99% |
September 30, 2022 | 67.99% |
August 31, 2022 | 67.99% |
July 31, 2022 | 67.99% |
June 30, 2022 | 67.99% |
May 31, 2022 | 67.99% |
April 30, 2022 | 67.99% |
March 31, 2022 | 67.99% |
Date | Value |
---|---|
February 28, 2022 | 67.99% |
January 31, 2022 | 67.99% |
December 31, 2021 | 67.99% |
November 30, 2021 | 67.99% |
October 31, 2021 | 67.99% |
September 30, 2021 | 67.99% |
August 31, 2021 | 67.99% |
July 31, 2021 | 67.99% |
June 30, 2021 | 67.99% |
May 31, 2021 | 67.99% |
April 30, 2021 | 67.99% |
March 31, 2021 | 67.99% |
February 28, 2021 | 67.99% |
January 31, 2021 | 67.99% |
December 31, 2020 | 67.99% |
November 30, 2020 | 67.99% |
October 31, 2020 | 67.99% |
September 30, 2020 | 67.99% |
August 31, 2020 | 67.99% |
July 31, 2020 | 67.99% |
June 30, 2020 | 67.99% |
May 31, 2020 | 67.99% |
April 30, 2020 | 67.99% |
March 31, 2020 | 67.99% |
February 29, 2020 | 51.88% |
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
50.96%
Minimum
Apr 2019
67.99%
Maximum
Mar 2020
65.02%
Average
67.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CNH Industrial NV | 65.82% |
Vertical Aerospace Ltd | -- |
Xylem Inc | 46.69% |
Ault Alliance Inc | 100.00% |
Omega Flex Inc | 64.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.953 |
Beta (5Y) | 1.206 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.78% |
Historical Sharpe Ratio (5Y) | 0.4338 |
Historical Sortino (5Y) | 0.6307 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.73% |