Lennar Corp (LEN)
151.64
+0.02
(+0.01%)
USD |
NYSE |
May 01, 09:53
Lennar Max Drawdown (5Y): 58.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.81% |
March 31, 2024 | 58.81% |
February 29, 2024 | 58.81% |
January 31, 2024 | 58.81% |
December 31, 2023 | 58.81% |
November 30, 2023 | 58.81% |
October 31, 2023 | 58.81% |
September 30, 2023 | 58.81% |
August 31, 2023 | 58.81% |
July 31, 2023 | 58.81% |
June 30, 2023 | 58.81% |
May 31, 2023 | 58.81% |
April 30, 2023 | 58.81% |
March 31, 2023 | 58.81% |
February 28, 2023 | 58.81% |
January 31, 2023 | 58.81% |
December 31, 2022 | 58.81% |
November 30, 2022 | 58.81% |
October 31, 2022 | 58.81% |
September 30, 2022 | 58.81% |
August 31, 2022 | 58.81% |
July 31, 2022 | 58.81% |
June 30, 2022 | 58.81% |
May 31, 2022 | 58.81% |
April 30, 2022 | 58.81% |
Date | Value |
---|---|
March 31, 2022 | 58.81% |
February 28, 2022 | 58.81% |
January 31, 2022 | 58.81% |
December 31, 2021 | 58.81% |
November 30, 2021 | 58.81% |
October 31, 2021 | 58.81% |
September 30, 2021 | 58.81% |
August 31, 2021 | 58.81% |
July 31, 2021 | 58.81% |
June 30, 2021 | 58.81% |
May 31, 2021 | 58.81% |
April 30, 2021 | 58.81% |
March 31, 2021 | 58.81% |
February 28, 2021 | 58.81% |
January 31, 2021 | 58.81% |
December 31, 2020 | 58.81% |
November 30, 2020 | 58.81% |
October 31, 2020 | 58.81% |
September 30, 2020 | 58.81% |
August 31, 2020 | 58.81% |
July 31, 2020 | 58.81% |
June 30, 2020 | 58.81% |
May 31, 2020 | 58.81% |
April 30, 2020 | 58.81% |
March 31, 2020 | 58.81% |
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
46.85%
Minimum
May 2019
58.81%
Maximum
Mar 2020
56.81%
Average
58.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
KB Home | 72.38% |
D.R. Horton Inc | 53.62% |
NVR Inc | 46.13% |
PulteGroup Inc | 62.09% |
Toll Brothers Inc | 73.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.943 |
Beta (5Y) | 1.551 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.71% |
Historical Sharpe Ratio (5Y) | 0.5706 |
Historical Sortino (5Y) | 0.7749 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.83% |