Beazer Homes USA Inc (BZH)
27.02
-1.18
(-4.20%)
USD |
NYSE |
May 02, 16:00
27.02
0.00 (0.00%)
After-Hours: 20:00
Beazer Homes USA Max Drawdown (5Y): 78.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.92% |
March 31, 2024 | 78.92% |
February 29, 2024 | 78.92% |
January 31, 2024 | 78.92% |
December 31, 2023 | 78.92% |
November 30, 2023 | 78.92% |
October 31, 2023 | 78.92% |
September 30, 2023 | 78.92% |
August 31, 2023 | 78.92% |
July 31, 2023 | 78.92% |
June 30, 2023 | 78.92% |
May 31, 2023 | 78.92% |
April 30, 2023 | 78.92% |
March 31, 2023 | 78.92% |
February 28, 2023 | 78.92% |
January 31, 2023 | 78.92% |
December 31, 2022 | 78.92% |
November 30, 2022 | 78.92% |
October 31, 2022 | 78.92% |
September 30, 2022 | 78.92% |
August 31, 2022 | 78.92% |
July 31, 2022 | 78.92% |
June 30, 2022 | 78.92% |
May 31, 2022 | 78.92% |
April 30, 2022 | 78.92% |
Date | Value |
---|---|
March 31, 2022 | 78.92% |
February 28, 2022 | 78.92% |
January 31, 2022 | 78.92% |
December 31, 2021 | 78.92% |
November 30, 2021 | 78.92% |
October 31, 2021 | 78.92% |
September 30, 2021 | 78.92% |
August 31, 2021 | 78.92% |
July 31, 2021 | 78.92% |
June 30, 2021 | 78.92% |
May 31, 2021 | 78.92% |
April 30, 2021 | 78.92% |
March 31, 2021 | 78.92% |
February 28, 2021 | 78.92% |
January 31, 2021 | 78.92% |
December 31, 2020 | 78.92% |
November 30, 2020 | 78.92% |
October 31, 2020 | 78.92% |
September 30, 2020 | 78.92% |
August 31, 2020 | 78.92% |
July 31, 2020 | 78.92% |
June 30, 2020 | 78.92% |
May 31, 2020 | 78.92% |
April 30, 2020 | 78.92% |
March 31, 2020 | 78.32% |
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
74.42%
Minimum
May 2019
78.92%
Maximum
Apr 2020
78.16%
Average
78.92%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Taylor Morrison Home Corp | 75.18% |
KB Home | 72.38% |
M.D.C. Holdings Inc (DELISTED) | 63.63% |
M/I Homes Inc | 79.57% |
NVR Inc | 46.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.99 |
Beta (5Y) | 2.247 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.02% |
Historical Sharpe Ratio (5Y) | 0.2341 |
Historical Sortino (5Y) | 0.3391 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.44% |