LGI Homes Inc (LGIH)

91.35 +1.08 (+1.20%) USD  |  NASDAQ  |  Dec 20, 16:00
91.28 -0.08 (-0.08%) After-Hours: 20:00
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LGI Homes Max Drawdown (5Y): 63.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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D.R. Horton Inc 53.62%
Taylor Morrison Home Corp 75.18%
Vanjia Corp --
KB Home 72.38%
Lennar Corp 58.81%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.27
Beta (5Y) 1.986
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 55.16%
Historical Sharpe Ratio (5Y) 0.1134
Historical Sortino (5Y) 0.1913
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.74%