KB Home (KBH)
77.79
-0.18
(-0.23%)
USD |
NYSE |
Nov 21, 16:00
77.71
-0.08
(-0.10%)
Pre-Market: 20:00
KB Home Max Drawdown (5Y): 72.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 72.38% |
September 30, 2024 | 72.38% |
August 31, 2024 | 72.38% |
July 31, 2024 | 72.38% |
June 30, 2024 | 72.38% |
May 31, 2024 | 72.38% |
April 30, 2024 | 72.38% |
March 31, 2024 | 72.38% |
February 29, 2024 | 72.38% |
January 31, 2024 | 72.38% |
December 31, 2023 | 72.38% |
November 30, 2023 | 72.38% |
October 31, 2023 | 72.38% |
September 30, 2023 | 72.38% |
August 31, 2023 | 72.38% |
July 31, 2023 | 72.38% |
June 30, 2023 | 72.38% |
May 31, 2023 | 72.38% |
April 30, 2023 | 72.38% |
March 31, 2023 | 72.38% |
February 28, 2023 | 72.38% |
January 31, 2023 | 72.38% |
December 31, 2022 | 72.38% |
November 30, 2022 | 72.38% |
October 31, 2022 | 72.38% |
Date | Value |
---|---|
September 30, 2022 | 72.38% |
August 31, 2022 | 72.38% |
July 31, 2022 | 72.38% |
June 30, 2022 | 72.38% |
May 31, 2022 | 72.38% |
April 30, 2022 | 72.38% |
March 31, 2022 | 72.38% |
February 28, 2022 | 72.38% |
January 31, 2022 | 72.38% |
December 31, 2021 | 72.38% |
November 30, 2021 | 72.38% |
October 31, 2021 | 72.38% |
September 30, 2021 | 72.38% |
August 31, 2021 | 72.38% |
July 31, 2021 | 72.38% |
June 30, 2021 | 72.38% |
May 31, 2021 | 72.38% |
April 30, 2021 | 72.38% |
March 31, 2021 | 72.38% |
February 28, 2021 | 72.38% |
January 31, 2021 | 72.38% |
December 31, 2020 | 72.38% |
November 30, 2020 | 72.38% |
October 31, 2020 | 72.38% |
September 30, 2020 | 72.38% |
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
60.68%
Minimum
Nov 2019
72.38%
Maximum
Mar 2020
71.60%
Average
72.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lennar Corp | 58.81% |
D.R. Horton Inc | 53.62% |
PulteGroup Inc | 62.09% |
Toll Brothers Inc | 73.11% |
Meritage Homes Corp | 64.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.027 |
Beta (5Y) | 1.816 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.54% |
Historical Sharpe Ratio (5Y) | 0.3313 |
Historical Sortino (5Y) | 0.4586 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.22% |