Legacy Housing Corp (LEGH)
25.78
+0.17
(+0.66%)
USD |
NASDAQ |
Nov 22, 09:33
Legacy Housing Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Meritage Homes Corp | 64.27% |
| Green Brick Partners Inc | 59.38% |
| KB Home | 72.38% |
| Lennar Corp | 58.81% |
| United Homes Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.128 |
| Beta (5Y) | 1.095 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.33% |
| Historical Sharpe Ratio (5Y) | 0.1545 |
| Historical Sortino (5Y) | 0.2738 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.05% |