D.R. Horton Inc (DHI)
161.86
-1.26
(-0.77%)
USD |
NYSE |
Nov 21, 16:00
161.81
-0.05
(-0.03%)
After-Hours: 20:00
D.R. Horton Max Drawdown (5Y): 53.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.62% |
| September 30, 2024 | 53.62% |
| August 31, 2024 | 53.62% |
| July 31, 2024 | 53.62% |
| June 30, 2024 | 53.62% |
| May 31, 2024 | 53.62% |
| April 30, 2024 | 53.62% |
| March 31, 2024 | 53.62% |
| February 29, 2024 | 53.62% |
| January 31, 2024 | 53.62% |
| December 31, 2023 | 53.62% |
| November 30, 2023 | 53.62% |
| October 31, 2023 | 53.62% |
| September 30, 2023 | 53.62% |
| August 31, 2023 | 53.62% |
| July 31, 2023 | 53.62% |
| June 30, 2023 | 53.62% |
| May 31, 2023 | 53.62% |
| April 30, 2023 | 53.62% |
| March 31, 2023 | 53.62% |
| February 28, 2023 | 53.62% |
| January 31, 2023 | 53.62% |
| December 31, 2022 | 53.62% |
| November 30, 2022 | 53.62% |
| October 31, 2022 | 53.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.62% |
| August 31, 2022 | 53.62% |
| July 31, 2022 | 53.62% |
| June 30, 2022 | 53.62% |
| May 31, 2022 | 53.62% |
| April 30, 2022 | 53.62% |
| March 31, 2022 | 53.62% |
| February 28, 2022 | 53.62% |
| January 31, 2022 | 53.62% |
| December 31, 2021 | 53.62% |
| November 30, 2021 | 53.62% |
| October 31, 2021 | 53.62% |
| September 30, 2021 | 53.62% |
| August 31, 2021 | 53.62% |
| July 31, 2021 | 53.62% |
| June 30, 2021 | 53.62% |
| May 31, 2021 | 53.62% |
| April 30, 2021 | 53.62% |
| March 31, 2021 | 53.62% |
| February 28, 2021 | 53.62% |
| January 31, 2021 | 53.62% |
| December 31, 2020 | 53.62% |
| November 30, 2020 | 53.62% |
| October 31, 2020 | 53.62% |
| September 30, 2020 | 53.62% |
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
36.86%
Minimum
Nov 2019
53.62%
Maximum
Mar 2020
52.50%
Average
53.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PulteGroup Inc | 62.09% |
| KB Home | 72.38% |
| Lennar Corp | 58.81% |
| Toll Brothers Inc | 73.11% |
| Meritage Homes Corp | 64.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.845 |
| Beta (5Y) | 1.741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.07% |
| Historical Sharpe Ratio (5Y) | 0.6166 |
| Historical Sortino (5Y) | 0.9271 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.64% |