Hovnanian Enterprises Inc (HOV)

134.84 +2.21 (+1.67%) USD  |  NYSE  |  Dec 20, 16:00
135.27 +0.43 (+0.32%) After-Hours: 20:00
More

Hovnanian Enterprises Max Drawdown (5Y): 93.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for HOV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
D.R. Horton Inc 53.62%
PulteGroup Inc 62.09%
Beazer Homes USA Inc 78.92%
KB Home 72.38%
Lennar Corp 58.81%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 17.18
Beta (5Y) 2.617
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 95.09%
Historical Sharpe Ratio (5Y) 0.5483
Historical Sortino (5Y) 1.065
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.34%