Meritage Homes Corp (MTH)
70.36
-0.52
(-0.73%)
USD |
NYSE |
Apr 01, 10:36
Meritage Homes Max Drawdown (5Y): 59.61% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| KB Home | 59.72% |
| Lennar Corp | 53.14% |
| Legacy Housing Corp | 54.40% |
| D.R. Horton Inc | 48.20% |
| PulteGroup Inc | 59.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.382 |
| Beta (5Y) | 1.690 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.03% |
| Historical Sharpe Ratio (5Y) | 0.7167 |
| Historical Sortino (5Y) | 1.560 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.79% |