D.R. Horton Inc (DHI)
145.88
+0.14
(+0.10%)
USD |
NYSE |
Apr 18, 16:00
143.18
-2.70
(-1.85%)
Pre-Market: 07:05
D.R. Horton Max Drawdown (5Y): 53.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 53.62% |
| July 31, 2020 | 53.62% |
| June 30, 2020 | 53.62% |
| May 31, 2020 | 53.62% |
| April 30, 2020 | 53.62% |
| March 31, 2020 | 53.62% |
| February 29, 2020 | 36.86% |
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
Apr 2019
53.62%
Maximum
Mar 2020
50.55%
Average
53.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PulteGroup Inc | 62.09% |
| KB Home | 72.38% |
| Lennar Corp | 58.81% |
| NVR Inc | 46.13% |
| Toll Brothers Inc | 73.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.808 |
| Beta (5Y) | 1.640 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.47% |
| Historical Sharpe Ratio (5Y) | 0.7906 |
| Historical Sortino (5Y) | 1.107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.61% |