NVR Inc (NVR)
8946.53
-53.47
(-0.59%)
USD |
NYSE |
Nov 21, 16:00
8915.02
-31.51
(-0.35%)
Pre-Market: 06:57
NVR Max Drawdown (5Y): 46.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.13% |
| September 30, 2024 | 46.13% |
| August 31, 2024 | 46.13% |
| July 31, 2024 | 46.13% |
| June 30, 2024 | 46.13% |
| May 31, 2024 | 46.13% |
| April 30, 2024 | 46.13% |
| March 31, 2024 | 46.13% |
| February 29, 2024 | 46.13% |
| January 31, 2024 | 46.13% |
| December 31, 2023 | 46.13% |
| November 30, 2023 | 46.13% |
| October 31, 2023 | 46.13% |
| September 30, 2023 | 46.13% |
| August 31, 2023 | 46.13% |
| July 31, 2023 | 46.13% |
| June 30, 2023 | 46.13% |
| May 31, 2023 | 46.13% |
| April 30, 2023 | 46.13% |
| March 31, 2023 | 46.13% |
| February 28, 2023 | 46.13% |
| January 31, 2023 | 46.13% |
| December 31, 2022 | 46.13% |
| November 30, 2022 | 46.13% |
| October 31, 2022 | 46.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.13% |
| August 31, 2022 | 46.13% |
| July 31, 2022 | 46.13% |
| June 30, 2022 | 46.13% |
| May 31, 2022 | 46.13% |
| April 30, 2022 | 46.13% |
| March 31, 2022 | 46.13% |
| February 28, 2022 | 46.13% |
| January 31, 2022 | 46.13% |
| December 31, 2021 | 46.13% |
| November 30, 2021 | 46.13% |
| October 31, 2021 | 46.13% |
| September 30, 2021 | 46.13% |
| August 31, 2021 | 46.13% |
| July 31, 2021 | 46.13% |
| June 30, 2021 | 46.13% |
| May 31, 2021 | 46.13% |
| April 30, 2021 | 46.13% |
| March 31, 2021 | 46.13% |
| February 28, 2021 | 46.13% |
| January 31, 2021 | 46.13% |
| December 31, 2020 | 46.13% |
| November 30, 2020 | 46.13% |
| October 31, 2020 | 46.13% |
| September 30, 2020 | 46.13% |
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
43.21%
Minimum
Nov 2019
46.13%
Maximum
Mar 2020
45.94%
Average
46.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Toll Brothers Inc | 73.11% |
| Lennar Corp | 58.81% |
| PulteGroup Inc | 62.09% |
| D.R. Horton Inc | 53.62% |
| KB Home | 72.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.448 |
| Beta (5Y) | 1.198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.21% |
| Historical Sharpe Ratio (5Y) | 0.6132 |
| Historical Sortino (5Y) | 0.7701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.52% |