M/I Homes Inc (MHO)
156.19
+1.58
(+1.02%)
USD |
NYSE |
Nov 21, 16:00
153.50
-2.69
(-1.72%)
Pre-Market: 08:55
M/I Homes Max Drawdown (5Y): 79.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.57% |
| September 30, 2024 | 79.57% |
| August 31, 2024 | 79.57% |
| July 31, 2024 | 79.57% |
| June 30, 2024 | 79.57% |
| May 31, 2024 | 79.57% |
| April 30, 2024 | 79.57% |
| March 31, 2024 | 79.57% |
| February 29, 2024 | 79.57% |
| January 31, 2024 | 79.57% |
| December 31, 2023 | 79.57% |
| November 30, 2023 | 79.57% |
| October 31, 2023 | 79.57% |
| September 30, 2023 | 79.57% |
| August 31, 2023 | 79.57% |
| July 31, 2023 | 79.57% |
| June 30, 2023 | 79.57% |
| May 31, 2023 | 79.57% |
| April 30, 2023 | 79.57% |
| March 31, 2023 | 79.57% |
| February 28, 2023 | 79.57% |
| January 31, 2023 | 79.57% |
| December 31, 2022 | 79.57% |
| November 30, 2022 | 79.57% |
| October 31, 2022 | 79.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.57% |
| August 31, 2022 | 79.57% |
| July 31, 2022 | 79.57% |
| June 30, 2022 | 79.57% |
| May 31, 2022 | 79.57% |
| April 30, 2022 | 79.57% |
| March 31, 2022 | 79.57% |
| February 28, 2022 | 79.57% |
| January 31, 2022 | 79.57% |
| December 31, 2021 | 79.57% |
| November 30, 2021 | 79.57% |
| October 31, 2021 | 79.57% |
| September 30, 2021 | 79.57% |
| August 31, 2021 | 79.57% |
| July 31, 2021 | 79.57% |
| June 30, 2021 | 79.57% |
| May 31, 2021 | 79.57% |
| April 30, 2021 | 79.57% |
| March 31, 2021 | 79.57% |
| February 28, 2021 | 79.57% |
| January 31, 2021 | 79.57% |
| December 31, 2020 | 79.57% |
| November 30, 2020 | 79.57% |
| October 31, 2020 | 79.57% |
| September 30, 2020 | 79.57% |
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
44.82%
Minimum
Nov 2019
79.57%
Maximum
Mar 2020
77.26%
Average
79.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PulteGroup Inc | 62.09% |
| Taylor Morrison Home Corp | 75.18% |
| Meritage Homes Corp | 64.27% |
| Tri Pointe Homes Inc | 68.38% |
| Toll Brothers Inc | 73.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.255 |
| Beta (5Y) | 2.235 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.65% |
| Historical Sharpe Ratio (5Y) | 0.4519 |
| Historical Sortino (5Y) | 0.6395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.69% |