PROPETRO HOLDING
Free full Seasonality data:
PUMP vs SPY 1 Year Daily ReturnsPUMP has a beta of 1.78. In the past year, PUMP has been more volatile than the S&P500.
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PUMP Historical BetaSince 2024-07-15, the beta for PUMP changed by +0.91 and had an average of 1.21.
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PUMP Sharpe RatioPUMP has a 1 year sharpe of -0.4 which is -0.74 compared to the S&P500.
Display:
1y
Timeframe:
1y
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PUMP Daily P/L Normal DistributionPUMP has a P/L mean of 0% and a std dev of 4.03%. A daily 1σ move is between $5.52 and $5.98.
Timeframe:
1y
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PUMP 1 Year DrawdownPUMP had a max drawdown of 56.33% in the previous year.
1y
PUMP Yearly Drawdown DurationPUMP has an average drawdown duration of 29.68 days every year.