ProPetro Holding Corp (PUMP)
7.04
+0.46
(+6.99%)
USD |
NYSE |
Nov 04, 16:00
7.10
+0.06
(+0.85%)
Pre-Market: 20:00
ProPetro Max Drawdown (5Y): 93.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.88% |
| September 30, 2024 | 93.88% |
| August 31, 2024 | 93.88% |
| July 31, 2024 | 93.88% |
| June 30, 2024 | 93.88% |
| May 31, 2024 | 93.88% |
| April 30, 2024 | 93.88% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
70.28%
Minimum
Nov 2019
93.88%
Maximum
Mar 2020
92.30%
Average
93.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Oceaneering International Inc | 95.82% |
| Core Laboratories Inc | 93.49% |
| RPC Inc | 92.34% |
| Solaris Energy Infrastructure Inc | 79.48% |
| KLX Energy Services Holdings Inc | 98.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.02 |
| Beta (5Y) | 2.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.86% |
| Historical Sharpe Ratio (5Y) | -0.0636 |
| Historical Sortino (5Y) | -0.0983 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.95% |