NVR Inc (NVR)

8276.78 +175.57 (+2.17%) USD  |  NYSE  |  Dec 20, 16:00
8276.78 0.00 (0.00%) After-Hours: 20:00
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NVR Max Drawdown (5Y): 46.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Toll Brothers Inc 73.11%
Lennar Corp 58.81%
D.R. Horton Inc 53.62%
KB Home 72.38%
PulteGroup Inc 62.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.311
Beta (5Y) 1.180
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.36%
Historical Sharpe Ratio (5Y) 0.5817
Historical Sortino (5Y) 0.7447
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.68%