The ornamental design for a protective helmet, as shown and described.
FIG. 1 is an upper left frontal perspective view of a protective helmet showing my new design;
FIG. 2 is an upper left rear perspective view of thereof; and,
FIG. 3 is a bottom view thereof.
The straps represented with broken lines shown in FIG. 3 are for illustrative purposes only and form no part of the claimed design.
Portions of the top, bottom, front and sides of the helmet not completely shown in the drawings or described in the specification form no part of the claimed design.