Hovnanian Enterprises Inc (HOV)
175.38
+3.43
(+1.99%)
USD |
NYSE |
Nov 21, 16:00
175.65
+0.27
(+0.15%)
Pre-Market: 20:00
Hovnanian Enterprises Max Drawdown (5Y): 93.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.85% |
| September 30, 2024 | 93.85% |
| August 31, 2024 | 93.85% |
| July 31, 2024 | 95.04% |
| June 30, 2024 | 95.04% |
| May 31, 2024 | 95.04% |
| April 30, 2024 | 95.04% |
| March 31, 2024 | 95.04% |
| February 29, 2024 | 95.04% |
| January 31, 2024 | 95.04% |
| December 31, 2023 | 95.04% |
| November 30, 2023 | 95.04% |
| October 31, 2023 | 95.04% |
| September 30, 2023 | 95.04% |
| August 31, 2023 | 95.04% |
| July 31, 2023 | 95.04% |
| June 30, 2023 | 95.04% |
| May 31, 2023 | 95.04% |
| April 30, 2023 | 95.04% |
| March 31, 2023 | 95.04% |
| February 28, 2023 | 95.04% |
| January 31, 2023 | 95.04% |
| December 31, 2022 | 95.04% |
| November 30, 2022 | 95.04% |
| October 31, 2022 | 95.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.04% |
| August 31, 2022 | 95.04% |
| July 31, 2022 | 95.04% |
| June 30, 2022 | 95.04% |
| May 31, 2022 | 95.04% |
| April 30, 2022 | 95.04% |
| March 31, 2022 | 95.04% |
| February 28, 2022 | 95.04% |
| January 31, 2022 | 95.04% |
| December 31, 2021 | 95.04% |
| November 30, 2021 | 95.04% |
| October 31, 2021 | 95.04% |
| September 30, 2021 | 95.04% |
| August 31, 2021 | 95.04% |
| July 31, 2021 | 95.04% |
| June 30, 2021 | 95.04% |
| May 31, 2021 | 95.04% |
| April 30, 2021 | 95.04% |
| March 31, 2021 | 95.04% |
| February 28, 2021 | 95.04% |
| January 31, 2021 | 95.04% |
| December 31, 2020 | 95.04% |
| November 30, 2020 | 95.04% |
| October 31, 2020 | 95.04% |
| September 30, 2020 | 95.04% |
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
93.85%
Minimum
Aug 2024
95.04%
Maximum
Nov 2019
94.98%
Average
95.04%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| D.R. Horton Inc | 53.62% |
| PulteGroup Inc | 62.09% |
| KB Home | 72.38% |
| Toll Brothers Inc | 73.11% |
| Beazer Homes USA Inc | 78.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.70 |
| Beta (5Y) | 2.603 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.58% |
| Historical Sharpe Ratio (5Y) | 0.4739 |
| Historical Sortino (5Y) | 0.9186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.34% |