PRA Group Inc (PRAA)

20.84 -0.34 (-1.61%) USD  |  NASDAQ  |  Dec 20, 16:00
20.88 +0.04 (+0.19%) After-Hours: 20:00
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PRA Group Max Drawdown (5Y): 75.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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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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Medallion Financial Corp 86.13%
Federal Agricultural Mortgage Corp 49.43%
Horizon Technology Finance Corp 60.35%
Community Bankers Corp 63.26%
Enova International Inc 77.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -32.67
Beta (5Y) 1.489
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.82%
Historical Sharpe Ratio (5Y) -0.2617
Historical Sortino (5Y) -0.3648
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.49%