Beazer Homes USA Inc (BZH)
31.24
+0.47
(+1.53%)
USD |
NYSE |
Nov 04, 16:00
31.23
-0.01
(-0.03%)
Pre-Market: 20:00
Beazer Homes USA Max Drawdown (5Y): 78.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.92% |
September 30, 2024 | 78.92% |
August 31, 2024 | 78.92% |
July 31, 2024 | 78.92% |
June 30, 2024 | 78.92% |
May 31, 2024 | 78.92% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
78.92%
Maximum
Apr 2020
78.61%
Average
78.92%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Tri Pointe Homes Inc | 68.38% |
NVR Inc | 46.13% |
Toll Brothers Inc | 73.11% |
Taylor Morrison Home Corp | 75.18% |
KB Home | 72.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.07 |
Beta (5Y) | 2.180 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.75% |
Historical Sharpe Ratio (5Y) | 0.2187 |
Historical Sortino (5Y) | 0.321 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.44% |