Green Brick Partners Inc (GRBK)
68.66
-0.02
(-0.03%)
USD |
NYSE |
Nov 21, 16:00
68.64
-0.02
(-0.03%)
Pre-Market: 20:00
Green Brick Partners Max Drawdown (5Y): 59.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.38% |
September 30, 2024 | 59.38% |
August 31, 2024 | 59.38% |
July 31, 2024 | 59.38% |
June 30, 2024 | 59.38% |
May 31, 2024 | 59.38% |
April 30, 2024 | 59.38% |
March 31, 2024 | 59.38% |
February 29, 2024 | 59.38% |
January 31, 2024 | 59.38% |
December 31, 2023 | 59.38% |
November 30, 2023 | 59.38% |
October 31, 2023 | 59.38% |
September 30, 2023 | 59.38% |
August 31, 2023 | 59.38% |
July 31, 2023 | 59.38% |
June 30, 2023 | 59.38% |
May 31, 2023 | 59.38% |
April 30, 2023 | 59.38% |
March 31, 2023 | 59.38% |
February 28, 2023 | 59.38% |
January 31, 2023 | 59.38% |
December 31, 2022 | 59.38% |
November 30, 2022 | 59.38% |
October 31, 2022 | 59.38% |
Date | Value |
---|---|
September 30, 2022 | 59.38% |
August 31, 2022 | 59.38% |
July 31, 2022 | 59.38% |
June 30, 2022 | 59.38% |
May 31, 2022 | 59.38% |
April 30, 2022 | 59.38% |
March 31, 2022 | 59.38% |
February 28, 2022 | 59.38% |
January 31, 2022 | 59.38% |
December 31, 2021 | 59.38% |
November 30, 2021 | 59.38% |
October 31, 2021 | 59.38% |
September 30, 2021 | 59.38% |
August 31, 2021 | 59.38% |
July 31, 2021 | 59.38% |
June 30, 2021 | 59.38% |
May 31, 2021 | 59.38% |
April 30, 2021 | 59.38% |
March 31, 2021 | 59.38% |
February 28, 2021 | 59.38% |
January 31, 2021 | 65.70% |
December 31, 2020 | 71.65% |
November 30, 2020 | 82.21% |
October 31, 2020 | 83.32% |
September 30, 2020 | 83.32% |
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
59.38%
Minimum
Feb 2021
90.94%
Maximum
Nov 2019
65.39%
Average
59.38%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
KB Home | 72.38% |
Lennar Corp | 58.81% |
Meritage Homes Corp | 64.27% |
Legacy Housing Corp | -- |
United Homes Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 21.00 |
Beta (5Y) | 1.827 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.87% |
Historical Sharpe Ratio (5Y) | 0.8597 |
Historical Sortino (5Y) | 1.451 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.81% |