Taylor Morrison Home Corp (TMHC)
57.38
+1.13
(+2.01%)
USD |
NYSE |
May 03, 15:41
Taylor Morrison Home Max Drawdown (5Y): 75.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.18% |
March 31, 2024 | 75.18% |
February 29, 2024 | 75.18% |
January 31, 2024 | 75.18% |
December 31, 2023 | 75.18% |
November 30, 2023 | 75.18% |
October 31, 2023 | 75.18% |
September 30, 2023 | 75.18% |
August 31, 2023 | 75.18% |
July 31, 2023 | 75.18% |
June 30, 2023 | 75.18% |
May 31, 2023 | 75.18% |
April 30, 2023 | 75.18% |
March 31, 2023 | 75.18% |
February 28, 2023 | 75.18% |
January 31, 2023 | 75.18% |
December 31, 2022 | 75.18% |
November 30, 2022 | 75.18% |
October 31, 2022 | 75.18% |
September 30, 2022 | 75.18% |
August 31, 2022 | 75.18% |
July 31, 2022 | 75.18% |
June 30, 2022 | 75.18% |
May 31, 2022 | 75.18% |
April 30, 2022 | 75.18% |
Date | Value |
---|---|
March 31, 2022 | 75.18% |
February 28, 2022 | 75.18% |
January 31, 2022 | 75.18% |
December 31, 2021 | 75.18% |
November 30, 2021 | 75.18% |
October 31, 2021 | 75.18% |
September 30, 2021 | 75.18% |
August 31, 2021 | 75.18% |
July 31, 2021 | 75.18% |
June 30, 2021 | 75.18% |
May 31, 2021 | 75.18% |
April 30, 2021 | 75.18% |
March 31, 2021 | 75.18% |
February 28, 2021 | 75.18% |
January 31, 2021 | 75.18% |
December 31, 2020 | 75.18% |
November 30, 2020 | 75.18% |
October 31, 2020 | 75.18% |
September 30, 2020 | 75.18% |
August 31, 2020 | 75.18% |
July 31, 2020 | 75.18% |
June 30, 2020 | 75.18% |
May 31, 2020 | 75.18% |
April 30, 2020 | 75.18% |
March 31, 2020 | 75.18% |
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
57.98%
Minimum
May 2019
75.18%
Maximum
Mar 2020
72.32%
Average
75.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Toll Brothers Inc | 73.11% |
Beazer Homes USA Inc | 78.92% |
M.D.C. Holdings Inc (DELISTED) | 63.63% |
NVR Inc | 46.13% |
M/I Homes Inc | 79.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6833 |
Beta (5Y) | 1.879 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.82% |
Historical Sharpe Ratio (5Y) | 0.4255 |
Historical Sortino (5Y) | 0.5223 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.32% |