KB Home (KBH)
53.49
-0.17
(-0.32%)
USD |
NYSE |
Apr 23, 16:00
53.00
-0.49
(-0.92%)
After-Hours: 20:00
KB Home Max Drawdown (5Y): 59.72% for March 31, 2025
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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
| Lennar Corp | 53.14% |
| D.R. Horton Inc | 48.20% |
| Toll Brothers Inc | 66.19% |
| PulteGroup Inc | 59.57% |
| Meritage Homes Corp | 59.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9169 |
| Beta (5Y) | 1.656 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.50% |
| Historical Sharpe Ratio (5Y) | 0.7004 |
| Historical Sortino (5Y) | 1.402 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.37% |