Beazer Homes USA Inc (BZH)

27.92 +0.12 (+0.43%) USD  |  NYSE  |  Dec 20, 16:00
27.93 +0.01 (+0.04%) After-Hours: 20:00
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Beazer Homes USA Max Drawdown (5Y): 78.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Toll Brothers Inc 73.11%
Tri Pointe Homes Inc 68.38%
NVR Inc 46.13%
Taylor Morrison Home Corp 75.18%
M/I Homes Inc 79.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.74
Beta (5Y) 2.191
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 59.68%
Historical Sharpe Ratio (5Y) 0.2601
Historical Sortino (5Y) 0.3804
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.44%