Primoris Services Corp (PRIM)
43.58
+0.45
(+1.04%)
USD |
NYSE |
Apr 19, 10:34
Primoris Services Max Drawdown (5Y): 65.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.73% |
February 29, 2024 | 65.73% |
January 31, 2024 | 65.73% |
December 31, 2023 | 65.73% |
November 30, 2023 | 65.73% |
October 31, 2023 | 65.73% |
September 30, 2023 | 65.73% |
August 31, 2023 | 65.73% |
July 31, 2023 | 65.73% |
June 30, 2023 | 65.73% |
May 31, 2023 | 65.73% |
April 30, 2023 | 65.73% |
March 31, 2023 | 65.73% |
February 28, 2023 | 65.73% |
January 31, 2023 | 65.73% |
December 31, 2022 | 65.73% |
November 30, 2022 | 65.73% |
October 31, 2022 | 65.73% |
September 30, 2022 | 65.73% |
August 31, 2022 | 65.73% |
July 31, 2022 | 65.73% |
June 30, 2022 | 65.73% |
May 31, 2022 | 65.73% |
April 30, 2022 | 65.73% |
March 31, 2022 | 65.73% |
Date | Value |
---|---|
February 28, 2022 | 65.73% |
January 31, 2022 | 65.73% |
December 31, 2021 | 65.73% |
November 30, 2021 | 65.73% |
October 31, 2021 | 65.73% |
September 30, 2021 | 65.73% |
August 31, 2021 | 65.73% |
July 31, 2021 | 65.73% |
June 30, 2021 | 65.73% |
May 31, 2021 | 65.73% |
April 30, 2021 | 65.73% |
March 31, 2021 | 65.73% |
February 28, 2021 | 65.73% |
January 31, 2021 | 65.73% |
December 31, 2020 | 65.73% |
November 30, 2020 | 65.73% |
October 31, 2020 | 65.73% |
September 30, 2020 | 65.73% |
August 31, 2020 | 65.73% |
July 31, 2020 | 65.73% |
June 30, 2020 | 65.73% |
May 31, 2020 | 65.73% |
April 30, 2020 | 65.73% |
March 31, 2020 | 65.73% |
February 29, 2020 | 50.73% |
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
50.73%
Minimum
Apr 2019
65.73%
Maximum
Mar 2020
62.98%
Average
65.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ENGlobal Corp | 98.27% |
Exponent Inc | 42.46% |
Tetra Tech Inc | 36.98% |
Willdan Group Inc | 78.71% |
NV5 Global Inc | 67.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7888 |
Beta (5Y) | 1.189 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.69% |
Historical Sharpe Ratio (5Y) | 0.3808 |
Historical Sortino (5Y) | 0.5557 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.05% |