ProPetro Holding Corp (PUMP)

9.05 +0.02 (+0.22%) USD  |  NYSE  |  Dec 27, 14:19
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ProPetro Max Drawdown (5Y): 93.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Core Laboratories Inc 93.49%
Oceaneering International Inc 96.23%
Targa Resources Corp 93.41%
Barnwell Industries Inc 89.74%
CKX Lands Inc 54.31%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -30.52
Beta (5Y) 2.066
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 72.70%
Historical Sharpe Ratio (5Y) -0.0402
Historical Sortino (5Y) -0.0621
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.95%