ProPetro Holding Corp (PUMP)
8.64
+0.19
(+2.25%)
USD |
NYSE |
Apr 23, 16:00
8.70
+0.06
(+0.69%)
Pre-Market: 20:00
ProPetro Max Drawdown (5Y): 93.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 93.88% |
February 29, 2024 | 93.88% |
January 31, 2024 | 93.88% |
December 31, 2023 | 93.88% |
November 30, 2023 | 93.88% |
October 31, 2023 | 93.88% |
September 30, 2023 | 93.88% |
August 31, 2023 | 93.88% |
July 31, 2023 | 93.88% |
June 30, 2023 | 93.88% |
May 31, 2023 | 93.88% |
April 30, 2023 | 93.88% |
March 31, 2023 | 93.88% |
February 28, 2023 | 93.88% |
January 31, 2023 | 93.88% |
December 31, 2022 | 93.88% |
November 30, 2022 | 93.88% |
October 31, 2022 | 93.88% |
September 30, 2022 | 93.88% |
August 31, 2022 | 93.88% |
July 31, 2022 | 93.88% |
June 30, 2022 | 93.88% |
May 31, 2022 | 93.88% |
April 30, 2022 | 93.88% |
March 31, 2022 | 93.88% |
Date | Value |
---|---|
February 28, 2022 | 93.88% |
January 31, 2022 | 93.88% |
December 31, 2021 | 93.88% |
November 30, 2021 | 93.88% |
October 31, 2021 | 93.88% |
September 30, 2021 | 93.88% |
August 31, 2021 | 93.88% |
July 31, 2021 | 93.88% |
June 30, 2021 | 93.88% |
May 31, 2021 | 93.88% |
April 30, 2021 | 93.88% |
March 31, 2021 | 93.88% |
February 28, 2021 | 93.88% |
January 31, 2021 | 93.88% |
December 31, 2020 | 93.88% |
November 30, 2020 | 93.88% |
October 31, 2020 | 93.88% |
September 30, 2020 | 93.88% |
August 31, 2020 | 93.88% |
July 31, 2020 | 93.88% |
June 30, 2020 | 93.88% |
May 31, 2020 | 93.88% |
April 30, 2020 | 93.88% |
March 31, 2020 | 93.88% |
February 29, 2020 | 70.28% |
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
48.07%
Minimum
Apr 2019
93.88%
Maximum
Mar 2020
87.72%
Average
93.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Schlumberger Ltd | 84.40% |
Dawson Geophysical Co | 89.76% |
Western Midstream Partners LP | 93.47% |
Weatherford International PLC | -- |
ProFrac Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -48.37 |
Beta (5Y) | 2.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.51% |
Historical Sharpe Ratio (5Y) | -0.2685 |
Historical Sortino (5Y) | -0.4279 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.58% |