LGI Homes Inc (LGIH)
96.73
+4.44
(+4.81%)
USD |
NASDAQ |
May 03, 16:00
96.71
-0.02
(-0.02%)
After-Hours: 20:00
LGI Homes Max Drawdown (5Y): 63.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.80% |
March 31, 2024 | 63.80% |
February 29, 2024 | 63.80% |
January 31, 2024 | 63.80% |
December 31, 2023 | 63.80% |
November 30, 2023 | 63.80% |
October 31, 2023 | 63.80% |
September 30, 2023 | 63.80% |
August 31, 2023 | 63.80% |
July 31, 2023 | 63.80% |
June 30, 2023 | 63.80% |
May 31, 2023 | 63.80% |
April 30, 2023 | 63.80% |
March 31, 2023 | 63.80% |
February 28, 2023 | 63.80% |
January 31, 2023 | 63.80% |
December 31, 2022 | 63.80% |
November 30, 2022 | 63.80% |
October 31, 2022 | 63.80% |
September 30, 2022 | 63.80% |
August 31, 2022 | 63.80% |
July 31, 2022 | 63.80% |
June 30, 2022 | 63.80% |
May 31, 2022 | 63.80% |
April 30, 2022 | 63.80% |
Date | Value |
---|---|
March 31, 2022 | 63.80% |
February 28, 2022 | 63.80% |
January 31, 2022 | 63.80% |
December 31, 2021 | 63.80% |
November 30, 2021 | 63.80% |
October 31, 2021 | 63.80% |
September 30, 2021 | 63.80% |
August 31, 2021 | 63.80% |
July 31, 2021 | 63.80% |
June 30, 2021 | 63.80% |
May 31, 2021 | 63.80% |
April 30, 2021 | 63.80% |
March 31, 2021 | 63.80% |
February 28, 2021 | 63.80% |
January 31, 2021 | 63.80% |
December 31, 2020 | 63.80% |
November 30, 2020 | 63.80% |
October 31, 2020 | 63.80% |
September 30, 2020 | 63.80% |
August 31, 2020 | 63.80% |
July 31, 2020 | 63.80% |
June 30, 2020 | 63.80% |
May 31, 2020 | 63.80% |
April 30, 2020 | 63.80% |
March 31, 2020 | 61.23% |
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
52.09%
Minimum
May 2019
63.80%
Maximum
Apr 2020
61.81%
Average
63.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Lennar Corp | 58.81% |
KB Home | 72.38% |
Century Communities Inc | 73.33% |
D.R. Horton Inc | 53.62% |
Meritage Homes Corp | 64.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.48 |
Beta (5Y) | 1.864 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.88% |
Historical Sharpe Ratio (5Y) | 0.0601 |
Historical Sortino (5Y) | 0.0991 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.68% |