NVR Inc (NVR)
7438.85
-101.15
(-1.34%)
USD |
NYSE |
Apr 30, 16:00
7423.98
-14.87
(-0.20%)
Pre-Market: 20:00
NVR Max Drawdown (5Y): 46.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.13% |
March 31, 2024 | 46.13% |
February 29, 2024 | 46.13% |
January 31, 2024 | 46.13% |
December 31, 2023 | 46.13% |
November 30, 2023 | 46.13% |
October 31, 2023 | 46.13% |
September 30, 2023 | 46.13% |
August 31, 2023 | 46.13% |
July 31, 2023 | 46.13% |
June 30, 2023 | 46.13% |
May 31, 2023 | 46.13% |
April 30, 2023 | 46.13% |
March 31, 2023 | 46.13% |
February 28, 2023 | 46.13% |
January 31, 2023 | 46.13% |
December 31, 2022 | 46.13% |
November 30, 2022 | 46.13% |
October 31, 2022 | 46.13% |
September 30, 2022 | 46.13% |
August 31, 2022 | 46.13% |
July 31, 2022 | 46.13% |
June 30, 2022 | 46.13% |
May 31, 2022 | 46.13% |
April 30, 2022 | 46.13% |
Date | Value |
---|---|
March 31, 2022 | 46.13% |
February 28, 2022 | 46.13% |
January 31, 2022 | 46.13% |
December 31, 2021 | 46.13% |
November 30, 2021 | 46.13% |
October 31, 2021 | 46.13% |
September 30, 2021 | 46.13% |
August 31, 2021 | 46.13% |
July 31, 2021 | 46.13% |
June 30, 2021 | 46.13% |
May 31, 2021 | 46.13% |
April 30, 2021 | 46.13% |
March 31, 2021 | 46.13% |
February 28, 2021 | 46.13% |
January 31, 2021 | 46.13% |
December 31, 2020 | 46.13% |
November 30, 2020 | 46.13% |
October 31, 2020 | 46.13% |
September 30, 2020 | 46.13% |
August 31, 2020 | 46.13% |
July 31, 2020 | 46.13% |
June 30, 2020 | 46.13% |
May 31, 2020 | 46.13% |
April 30, 2020 | 46.13% |
March 31, 2020 | 46.13% |
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
43.21%
Minimum
May 2019
46.13%
Maximum
Mar 2020
45.65%
Average
46.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Toll Brothers Inc | 73.11% |
Tri Pointe Homes Inc | 68.38% |
D.R. Horton Inc | 53.62% |
KB Home | 72.38% |
Lennar Corp | 58.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.088 |
Beta (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.84% |
Historical Sharpe Ratio (5Y) | 0.5784 |
Historical Sortino (5Y) | 0.7095 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.52% |