PulteGroup Inc (PHM)
128.12
+0.06
(+0.05%)
USD |
NYSE |
Nov 21, 16:00
128.00
-0.12
(-0.09%)
Pre-Market: 07:31
PulteGroup Max Drawdown (5Y): 62.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.09% |
| September 30, 2024 | 62.09% |
| August 31, 2024 | 62.09% |
| July 31, 2024 | 62.09% |
| June 30, 2024 | 62.09% |
| May 31, 2024 | 62.09% |
| April 30, 2024 | 62.09% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
62.09%
Maximum
Mar 2020
60.62%
Average
62.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| D.R. Horton Inc | 53.62% |
| KB Home | 72.38% |
| Lennar Corp | 58.81% |
| Meritage Homes Corp | 64.27% |
| Toll Brothers Inc | 73.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.977 |
| Beta (5Y) | 1.632 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.70% |
| Historical Sharpe Ratio (5Y) | 0.6245 |
| Historical Sortino (5Y) | 0.7945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.58% |