M/I Homes, Inc. (MHO)
151.81
-0.23
(-0.15%)
USD |
NYSE |
Aug 25, 11:03
M/I Homes Max Drawdown (5Y) : 51.52% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 51.52% |
| June 30, 2026 | 51.52% |
| May 31, 2026 | 51.52% |
| April 30, 2026 | 51.52% |
| March 31, 2026 | 51.52% |
| February 28, 2026 | 51.52% |
| January 31, 2026 | 51.52% |
| December 31, 2025 | 51.52% |
| November 30, 2025 | 51.52% |
| October 31, 2025 | 51.52% |
| September 30, 2025 | 51.52% |
| August 31, 2025 | 51.52% |
| July 31, 2025 | 51.52% |
| June 30, 2025 | 51.52% |
| May 31, 2025 | 51.52% |
| April 30, 2025 | 51.52% |
| March 31, 2025 | 71.09% |
| February 28, 2025 | 79.57% |
| January 31, 2025 | 79.57% |
| December 31, 2024 | 79.57% |
| November 30, 2024 | 79.57% |
| October 31, 2024 | 79.57% |
| September 30, 2024 | 79.57% |
| August 31, 2024 | 79.57% |
| July 31, 2024 | 79.57% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 79.57% |
| August 31, 2022 | 79.57% |
| July 31, 2022 | 79.57% |
| June 30, 2022 | 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| KB Home | 49.13% |
| NVR, Inc. | 43.94% |
| Green Brick Partners, Inc. | 45.12% |
| Smith Douglas Homes Corp. | -- |
| PulteGroup, Inc. | 40.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7208 |
| Beta (5Y) | 1.604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.46% |
| Historical Sharpe Ratio (5Y) | 0.365 |
| Historical Sortino (5Y) | 0.7658 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.78% |