M/I Homes Inc (MHO)
118.85
+2.51
(+2.16%)
USD |
NYSE |
May 02, 16:00
119.60
+0.75
(+0.63%)
After-Hours: 18:23
M/I Homes Max Drawdown (5Y): 79.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.57% |
March 31, 2024 | 79.57% |
February 29, 2024 | 79.57% |
January 31, 2024 | 79.57% |
December 31, 2023 | 79.57% |
November 30, 2023 | 79.57% |
October 31, 2023 | 79.57% |
September 30, 2023 | 79.57% |
August 31, 2023 | 79.57% |
July 31, 2023 | 79.57% |
June 30, 2023 | 79.57% |
May 31, 2023 | 79.57% |
April 30, 2023 | 79.57% |
March 31, 2023 | 79.57% |
February 28, 2023 | 79.57% |
January 31, 2023 | 79.57% |
December 31, 2022 | 79.57% |
November 30, 2022 | 79.57% |
October 31, 2022 | 79.57% |
September 30, 2022 | 79.57% |
August 31, 2022 | 79.57% |
July 31, 2022 | 79.57% |
June 30, 2022 | 79.57% |
May 31, 2022 | 79.57% |
April 30, 2022 | 79.57% |
Date | Value |
---|---|
March 31, 2022 | 79.57% |
February 28, 2022 | 79.57% |
January 31, 2022 | 79.57% |
December 31, 2021 | 79.57% |
November 30, 2021 | 79.57% |
October 31, 2021 | 79.57% |
September 30, 2021 | 79.57% |
August 31, 2021 | 79.57% |
July 31, 2021 | 79.57% |
June 30, 2021 | 79.57% |
May 31, 2021 | 79.57% |
April 30, 2021 | 79.57% |
March 31, 2021 | 79.57% |
February 28, 2021 | 79.57% |
January 31, 2021 | 79.57% |
December 31, 2020 | 79.57% |
November 30, 2020 | 79.57% |
October 31, 2020 | 79.57% |
September 30, 2020 | 79.57% |
August 31, 2020 | 79.57% |
July 31, 2020 | 79.57% |
June 30, 2020 | 79.57% |
May 31, 2020 | 79.57% |
April 30, 2020 | 79.57% |
March 31, 2020 | 79.57% |
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
44.82%
Minimum
May 2019
79.57%
Maximum
Mar 2020
73.78%
Average
79.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Tri Pointe Homes Inc | 68.38% |
Beazer Homes USA Inc | 78.92% |
M.D.C. Holdings Inc (DELISTED) | 63.63% |
NVR Inc | 46.13% |
Toll Brothers Inc | 73.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.606 |
Beta (5Y) | 2.164 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.31% |
Historical Sharpe Ratio (5Y) | 0.5456 |
Historical Sortino (5Y) | 0.7547 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.69% |