M.D.C. Holdings Inc (DELISTED) (MDC:DL)
62.98
+0.03
(+0.05%)
USD |
NYSE |
Apr 18, 16:00
M.D.C. Holdings Max Drawdown (5Y): 63.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.63% |
| February 29, 2024 | 63.63% |
| January 31, 2024 | 63.63% |
| December 31, 2023 | 63.63% |
| November 30, 2023 | 63.63% |
| October 31, 2023 | 63.63% |
| September 30, 2023 | 63.63% |
| August 31, 2023 | 63.63% |
| July 31, 2023 | 63.63% |
| June 30, 2023 | 63.63% |
| May 31, 2023 | 63.63% |
| April 30, 2023 | 63.63% |
| March 31, 2023 | 63.63% |
| February 28, 2023 | 63.63% |
| January 31, 2023 | 63.63% |
| December 31, 2022 | 63.63% |
| November 30, 2022 | 63.63% |
| October 31, 2022 | 63.63% |
| September 30, 2022 | 63.63% |
| August 31, 2022 | 63.63% |
| July 31, 2022 | 63.63% |
| June 30, 2022 | 63.63% |
| May 31, 2022 | 63.63% |
| April 30, 2022 | 63.63% |
| March 31, 2022 | 63.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.63% |
| January 31, 2022 | 63.63% |
| December 31, 2021 | 63.63% |
| November 30, 2021 | 63.63% |
| October 31, 2021 | 63.63% |
| September 30, 2021 | 63.63% |
| August 31, 2021 | 63.63% |
| July 31, 2021 | 63.63% |
| June 30, 2021 | 63.63% |
| May 31, 2021 | 63.63% |
| April 30, 2021 | 63.63% |
| March 31, 2021 | 63.63% |
| February 28, 2021 | 63.63% |
| January 31, 2021 | 63.63% |
| December 31, 2020 | 63.63% |
| November 30, 2020 | 63.63% |
| October 31, 2020 | 63.63% |
| September 30, 2020 | 63.63% |
| August 31, 2020 | 63.63% |
| July 31, 2020 | 63.63% |
| June 30, 2020 | 63.63% |
| May 31, 2020 | 63.63% |
| April 30, 2020 | 63.63% |
| March 31, 2020 | 63.63% |
| February 29, 2020 | 48.99% |
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
48.99%
Minimum
Nov 2019
63.63%
Maximum
Mar 2020
62.52%
Average
63.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Century Communities Inc | 73.33% |
| NVR Inc | 46.13% |
| KB Home | 72.38% |
| Toll Brothers Inc | 73.11% |
| Tri Pointe Homes Inc | 68.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.350 |
| Beta (5Y) | 1.543 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.30% |
| Historical Sharpe Ratio (5Y) | 0.4962 |
| Historical Sortino (5Y) | 0.6411 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.20% |