Green Brick Partners Inc (GRBK)
54.78
-0.69
(-1.24%)
USD |
NYSE |
Jan 10, 10:16
Green Brick Partners Max Drawdown (5Y): 59.38% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
KB Home | 72.38% |
Lennar Corp | 58.81% |
Meritage Homes Corp | 64.27% |
Legacy Housing Corp | 54.40% |
United Homes Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.83 |
Beta (5Y) | 1.843 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.85% |
Historical Sharpe Ratio (5Y) | 0.6636 |
Historical Sortino (5Y) | 1.163 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.39% |