Landsea Homes Corp (LSEA)
11.74
+1.40
(+13.54%)
USD |
NASDAQ |
Nov 04, 16:00
11.74
0.00 (0.00%)
After-Hours: 20:00
Landsea Homes Max Drawdown (5Y): 58.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.92% |
| September 30, 2024 | 58.92% |
| August 31, 2024 | 58.92% |
| July 31, 2024 | 58.92% |
| June 30, 2024 | 58.92% |
| May 31, 2024 | 58.92% |
| April 30, 2024 | 58.92% |
| March 31, 2024 | 58.92% |
| February 29, 2024 | 58.92% |
| January 31, 2024 | 58.92% |
| December 31, 2023 | 58.92% |
| November 30, 2023 | 58.92% |
| October 31, 2023 | 58.92% |
| September 30, 2023 | 58.92% |
| August 31, 2023 | 58.92% |
| July 31, 2023 | 58.92% |
| June 30, 2023 | 58.92% |
| May 31, 2023 | 58.92% |
| April 30, 2023 | 58.92% |
| March 31, 2023 | 58.92% |
| February 28, 2023 | 58.92% |
| January 31, 2023 | 58.92% |
| December 31, 2022 | 58.92% |
| November 30, 2022 | 58.92% |
| October 31, 2022 | 58.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.03% |
| August 31, 2022 | 43.42% |
| July 31, 2022 | 43.42% |
| June 30, 2022 | 43.42% |
| May 31, 2022 | 43.42% |
| April 30, 2022 | 43.42% |
| March 31, 2022 | 43.42% |
| February 28, 2022 | 41.98% |
| January 31, 2022 | 37.30% |
| December 31, 2021 | 35.95% |
| November 30, 2021 | 31.62% |
| October 31, 2021 | 30.18% |
| September 30, 2021 | 30.18% |
| August 31, 2021 | 30.18% |
| July 31, 2021 | 30.18% |
| June 30, 2021 | 28.29% |
| May 31, 2021 | 24.32% |
| April 30, 2021 | 24.32% |
| March 31, 2021 | 24.32% |
| February 28, 2021 | 21.62% |
| January 31, 2021 | 19.64% |
| December 31, 2020 | 5.86% |
| November 30, 2020 | 5.86% |
| October 31, 2020 | 5.86% |
| September 30, 2020 | 5.41% |
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
1.07%
Minimum
Nov 2019
58.92%
Maximum
Oct 2022
37.52%
Average
43.42%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.72 |
| Beta (5Y) | 1.129 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.46% |
| Historical Sharpe Ratio (5Y) | -0.0495 |
| Historical Sortino (5Y) | -0.0944 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.24% |