Primoris Services Corp (PRIM)
83.26
+2.84
(+3.53%)
USD |
NYSE |
Nov 21, 16:00
84.96
+1.70
(+2.04%)
After-Hours: 20:00
Primoris Services Max Drawdown (5Y): 65.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.73% |
| September 30, 2024 | 65.73% |
| August 31, 2024 | 65.73% |
| July 31, 2024 | 65.73% |
| June 30, 2024 | 65.73% |
| May 31, 2024 | 65.73% |
| April 30, 2024 | 65.73% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
65.73%
Maximum
Mar 2020
64.73%
Average
65.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ENGlobal Corp | 98.29% |
| 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) | 10.32 |
| Beta (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.37% |
| Historical Sharpe Ratio (5Y) | 0.6078 |
| Historical Sortino (5Y) | 0.8886 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |