PRA Group Inc (PRAA)
18.19
-1.35
(-6.91%)
USD |
NASDAQ |
Sep 22, 16:00
18.17
-0.02
(-0.11%)
After-Hours: 20:00
PRA Group Max Drawdown (5Y): 68.94% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 68.94% |
| July 31, 2023 | 68.94% |
| June 30, 2023 | 68.94% |
| May 31, 2023 | 68.94% |
| April 30, 2023 | 68.94% |
| March 31, 2023 | 68.94% |
| February 28, 2023 | 68.94% |
| January 31, 2023 | 68.94% |
| December 31, 2022 | 68.94% |
| November 30, 2022 | 68.94% |
| October 31, 2022 | 68.94% |
| September 30, 2022 | 68.94% |
| August 31, 2022 | 68.94% |
| July 31, 2022 | 68.94% |
| June 30, 2022 | 68.94% |
| May 31, 2022 | 68.94% |
| April 30, 2022 | 68.94% |
| March 31, 2022 | 68.94% |
| February 28, 2022 | 68.94% |
| January 31, 2022 | 68.94% |
| December 31, 2021 | 68.94% |
| November 30, 2021 | 68.94% |
| October 31, 2021 | 68.94% |
| September 30, 2021 | 68.94% |
| August 31, 2021 | 68.94% |
| Date | Value |
|---|---|
| July 31, 2021 | 68.94% |
| June 30, 2021 | 68.94% |
| May 31, 2021 | 68.94% |
| April 30, 2021 | 68.94% |
| March 31, 2021 | 68.94% |
| February 28, 2021 | 68.94% |
| January 31, 2021 | 68.94% |
| December 31, 2020 | 68.94% |
| November 30, 2020 | 68.94% |
| October 31, 2020 | 68.94% |
| September 30, 2020 | 68.94% |
| August 31, 2020 | 68.94% |
| July 31, 2020 | 68.94% |
| June 30, 2020 | 68.94% |
| May 31, 2020 | 68.94% |
| April 30, 2020 | 68.94% |
| March 31, 2020 | 64.89% |
| February 29, 2020 | 64.89% |
| January 31, 2020 | 64.89% |
| December 31, 2019 | 64.89% |
| November 30, 2019 | 64.89% |
| October 31, 2019 | 64.89% |
| September 30, 2019 | 64.89% |
| August 31, 2019 | 64.89% |
| July 31, 2019 | 64.89% |
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
64.89%
Minimum
Sep 2018
68.94%
Maximum
Apr 2020
67.66%
Average
68.94%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Medallion Financial Corp | 85.52% |
| Federal Agricultural Mortgage Corp | 49.43% |
| Horizon Technology Finance Corp | 60.35% |
| Community Bankers Corp | 46.00% |
| Enova International Inc | 77.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.42 |
| Beta (5Y) | 1.26 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.56% |
| Historical Sharpe Ratio (5Y) | -0.0754 |
| Historical Sortino (5Y) | -0.0925 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.36% |