LGI Homes Inc (LGIH)
104.20
-0.74
(-0.71%)
USD |
NASDAQ |
Nov 15, 16:00
104.52
+0.32
(+0.31%)
After-Hours: 20:00
LGI Homes Max Drawdown (5Y): 63.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.80% |
| September 30, 2024 | 63.80% |
| August 31, 2024 | 63.80% |
| July 31, 2024 | 63.80% |
| June 30, 2024 | 63.80% |
| May 31, 2024 | 63.80% |
| April 30, 2024 | 63.80% |
| March 31, 2024 | 63.80% |
| February 29, 2024 | 63.80% |
| January 31, 2024 | 63.80% |
| December 31, 2023 | 63.80% |
| November 30, 2023 | 63.80% |
| October 31, 2023 | 63.80% |
| September 30, 2023 | 63.80% |
| August 31, 2023 | 63.80% |
| July 31, 2023 | 63.80% |
| June 30, 2023 | 63.80% |
| May 31, 2023 | 63.80% |
| April 30, 2023 | 63.80% |
| March 31, 2023 | 63.80% |
| February 28, 2023 | 63.80% |
| January 31, 2023 | 63.80% |
| December 31, 2022 | 63.80% |
| November 30, 2022 | 63.80% |
| October 31, 2022 | 63.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.80% |
| August 31, 2022 | 63.80% |
| July 31, 2022 | 63.80% |
| June 30, 2022 | 63.80% |
| May 31, 2022 | 63.80% |
| April 30, 2022 | 63.80% |
| March 31, 2022 | 63.80% |
| February 28, 2022 | 63.80% |
| January 31, 2022 | 63.80% |
| December 31, 2021 | 63.80% |
| November 30, 2021 | 63.80% |
| October 31, 2021 | 63.80% |
| September 30, 2021 | 63.80% |
| August 31, 2021 | 63.80% |
| July 31, 2021 | 63.80% |
| June 30, 2021 | 63.80% |
| May 31, 2021 | 63.80% |
| April 30, 2021 | 63.80% |
| March 31, 2021 | 63.80% |
| February 28, 2021 | 63.80% |
| January 31, 2021 | 63.80% |
| December 31, 2020 | 63.80% |
| November 30, 2020 | 63.80% |
| October 31, 2020 | 63.80% |
| September 30, 2020 | 63.80% |
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
52.09%
Minimum
Nov 2019
63.80%
Maximum
Apr 2020
62.98%
Average
63.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Vanjia Corp | -- |
| D.R. Horton Inc | 53.62% |
| Toll Brothers Inc | 73.11% |
| Taylor Morrison Home Corp | 75.18% |
| KB Home | 72.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.55 |
| Beta (5Y) | 1.974 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.20% |
| Historical Sharpe Ratio (5Y) | 0.053 |
| Historical Sortino (5Y) | 0.0888 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.74% |