PulteGroup Inc (PHM)
111.38
-0.88
(-0.78%)
USD |
NYSE |
Apr 25, 16:00
111.36
-0.02
(-0.02%)
After-Hours: 20:00
PulteGroup Max Drawdown (5Y): 62.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 62.09% |
February 29, 2024 | 62.09% |
January 31, 2024 | 62.09% |
December 31, 2023 | 62.09% |
November 30, 2023 | 62.09% |
October 31, 2023 | 62.09% |
September 30, 2023 | 62.09% |
August 31, 2023 | 62.09% |
July 31, 2023 | 62.09% |
June 30, 2023 | 62.09% |
May 31, 2023 | 62.09% |
April 30, 2023 | 62.09% |
March 31, 2023 | 62.09% |
February 28, 2023 | 62.09% |
January 31, 2023 | 62.09% |
December 31, 2022 | 62.09% |
November 30, 2022 | 62.09% |
October 31, 2022 | 62.09% |
September 30, 2022 | 62.09% |
August 31, 2022 | 62.09% |
July 31, 2022 | 62.09% |
June 30, 2022 | 62.09% |
May 31, 2022 | 62.09% |
April 30, 2022 | 62.09% |
March 31, 2022 | 62.09% |
Date | Value |
---|---|
February 28, 2022 | 62.09% |
January 31, 2022 | 62.09% |
December 31, 2021 | 62.09% |
November 30, 2021 | 62.09% |
October 31, 2021 | 62.09% |
September 30, 2021 | 62.09% |
August 31, 2021 | 62.09% |
July 31, 2021 | 62.09% |
June 30, 2021 | 62.09% |
May 31, 2021 | 62.09% |
April 30, 2021 | 62.09% |
March 31, 2021 | 62.09% |
February 28, 2021 | 62.09% |
January 31, 2021 | 62.09% |
December 31, 2020 | 62.09% |
November 30, 2020 | 62.09% |
October 31, 2020 | 62.09% |
September 30, 2020 | 62.09% |
August 31, 2020 | 62.09% |
July 31, 2020 | 62.09% |
June 30, 2020 | 62.09% |
May 31, 2020 | 62.09% |
April 30, 2020 | 62.09% |
March 31, 2020 | 62.09% |
February 29, 2020 | 40.04% |
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
40.04%
Minimum
Apr 2019
62.09%
Maximum
Mar 2020
58.05%
Average
62.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
D.R. Horton Inc | 53.62% |
KB Home | 72.38% |
Lennar Corp | 58.81% |
NVR Inc | 46.13% |
Toll Brothers Inc | 73.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.13 |
Beta (5Y) | 1.565 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.01% |
Historical Sharpe Ratio (5Y) | 0.8183 |
Historical Sortino (5Y) | 1.002 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.58% |