KB Home (KBH)

65.86 +0.05 (+0.08%) USD  |  NYSE  |  Dec 20, 16:00
65.81 -0.05 (-0.08%) After-Hours: 20:00
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KB Home Max Drawdown (5Y): 72.38% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Lennar Corp 58.81%
D.R. Horton Inc 53.62%
PulteGroup Inc 62.09%
Toll Brothers Inc 73.11%
Taylor Morrison Home Corp 75.18%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.850
Beta (5Y) 1.816
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.51%
Historical Sharpe Ratio (5Y) 0.3716
Historical Sortino (5Y) 0.518
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.22%