Meritage Homes Corp (MTH)
185.58
+2.14
(+1.17%)
USD |
NYSE |
Nov 04, 16:00
185.64
+0.06
(+0.03%)
After-Hours: 20:00
Meritage Homes Max Drawdown (5Y): 64.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.27% |
| September 30, 2024 | 64.27% |
| August 31, 2024 | 64.27% |
| July 31, 2024 | 64.27% |
| June 30, 2024 | 64.27% |
| May 31, 2024 | 64.27% |
| April 30, 2024 | 64.27% |
| March 31, 2024 | 64.27% |
| February 29, 2024 | 64.27% |
| January 31, 2024 | 64.27% |
| December 31, 2023 | 64.27% |
| November 30, 2023 | 64.27% |
| October 31, 2023 | 64.27% |
| September 30, 2023 | 64.27% |
| August 31, 2023 | 64.27% |
| July 31, 2023 | 64.27% |
| June 30, 2023 | 64.27% |
| May 31, 2023 | 64.27% |
| April 30, 2023 | 64.27% |
| March 31, 2023 | 64.27% |
| February 28, 2023 | 64.27% |
| January 31, 2023 | 64.27% |
| December 31, 2022 | 64.27% |
| November 30, 2022 | 64.27% |
| October 31, 2022 | 64.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.27% |
| August 31, 2022 | 64.27% |
| July 31, 2022 | 64.27% |
| June 30, 2022 | 64.27% |
| May 31, 2022 | 64.27% |
| April 30, 2022 | 64.27% |
| March 31, 2022 | 64.27% |
| February 28, 2022 | 64.27% |
| January 31, 2022 | 64.27% |
| December 31, 2021 | 64.27% |
| November 30, 2021 | 64.27% |
| October 31, 2021 | 64.27% |
| September 30, 2021 | 64.27% |
| August 31, 2021 | 64.27% |
| July 31, 2021 | 64.27% |
| June 30, 2021 | 64.27% |
| May 31, 2021 | 64.27% |
| April 30, 2021 | 64.27% |
| March 31, 2021 | 64.27% |
| February 28, 2021 | 64.27% |
| January 31, 2021 | 64.27% |
| December 31, 2020 | 64.27% |
| November 30, 2020 | 64.27% |
| October 31, 2020 | 64.27% |
| September 30, 2020 | 64.27% |
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
48.20%
Minimum
Nov 2019
64.27%
Maximum
Mar 2020
63.20%
Average
64.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PulteGroup Inc | 62.09% |
| KB Home | 72.38% |
| Taylor Morrison Home Corp | 75.18% |
| D.R. Horton Inc | 53.62% |
| M/I Homes Inc | 79.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.091 |
| Beta (5Y) | 1.819 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.03% |
| Historical Sharpe Ratio (5Y) | 0.3535 |
| Historical Sortino (5Y) | 0.5775 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |