Green Brick Partners Inc (GRBK)
55.59
+1.13
(+2.07%)
USD |
NYSE |
Apr 26, 16:00
55.60
0.00 (0.00%)
Pre-Market: 20:00
Green Brick Partners Max Drawdown (5Y): 59.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 60.82% |
May 31, 2021 | 64.44% |
April 30, 2021 | 65.36% |
March 31, 2021 | 65.97% |
February 28, 2021 | 65.97% |
January 31, 2021 | 65.97% |
December 31, 2020 | 67.91% |
November 30, 2020 | 74.54% |
October 31, 2020 | 74.54% |
September 30, 2020 | 74.54% |
August 31, 2020 | 75.04% |
July 31, 2020 | 75.53% |
June 30, 2020 | 75.53% |
May 31, 2020 | 79.31% |
April 30, 2020 | 80.10% |
March 31, 2020 | 83.30% |
February 29, 2020 | 85.82% |
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
Jul 2021
93.74%
Maximum
Apr 2019
68.35%
Average
59.38%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
KB Home | 72.38% |
Lennar Corp | 58.81% |
Meritage Homes Corp | 64.27% |
Century Communities Inc | 73.33% |
Legacy Housing Corp | 54.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 22.80 |
Beta (5Y) | 1.707 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.02% |
Historical Sharpe Ratio (5Y) | 0.8836 |
Historical Sortino (5Y) | 1.459 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.81% |