Nobility Homes Inc (NOBH)
33.50
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
Nobility Homes Max Drawdown (5Y): 40.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 40.63% |
| March 31, 2024 | 40.63% |
| February 29, 2024 | 40.63% |
| January 31, 2024 | 40.63% |
| December 31, 2023 | 40.63% |
| November 30, 2023 | 40.63% |
| October 31, 2023 | 40.63% |
| September 30, 2023 | 40.63% |
| August 31, 2023 | 40.63% |
| July 31, 2023 | 40.63% |
| June 30, 2023 | 40.63% |
| May 31, 2023 | 40.63% |
| April 30, 2023 | 40.63% |
| March 31, 2023 | 40.63% |
| February 28, 2023 | 40.63% |
| January 31, 2023 | 39.21% |
| December 31, 2022 | 39.21% |
| November 30, 2022 | 39.21% |
| October 31, 2022 | 39.21% |
| September 30, 2022 | 39.21% |
| August 31, 2022 | 35.98% |
| July 31, 2022 | 35.47% |
| June 30, 2022 | 32.24% |
| May 31, 2022 | 30.61% |
| April 30, 2022 | 30.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.61% |
| February 28, 2022 | 30.61% |
| January 31, 2022 | 30.61% |
| December 31, 2021 | 30.61% |
| November 30, 2021 | 30.61% |
| October 31, 2021 | 30.61% |
| September 30, 2021 | 30.61% |
| August 31, 2021 | 30.61% |
| July 31, 2021 | 30.61% |
| June 30, 2021 | 30.61% |
| May 31, 2021 | 30.61% |
| April 30, 2021 | 30.61% |
| March 31, 2021 | 30.61% |
| February 28, 2021 | 30.61% |
| January 31, 2021 | 30.61% |
| December 31, 2020 | 30.61% |
| November 30, 2020 | 30.61% |
| October 31, 2020 | 30.61% |
| September 30, 2020 | 30.61% |
| August 31, 2020 | 30.61% |
| July 31, 2020 | 30.61% |
| June 30, 2020 | 30.61% |
| May 31, 2020 | 30.61% |
| April 30, 2020 | 30.61% |
| March 31, 2020 | 30.61% |
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
27.00%
Minimum
Nov 2019
40.63%
Maximum
Feb 2023
33.72%
Average
30.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Green Brick Partners Inc | 59.38% |
| KB Home | 72.38% |
| Lennar Corp | 58.81% |
| Legacy Housing Corp | 54.40% |
| United Homes Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.564 |
| Beta (5Y) | 0.3293 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.47% |
| Historical Sharpe Ratio (5Y) | 0.3359 |
| Historical Sortino (5Y) | 0.608 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.11% |