PulteGroup Inc (PHM)

110.52 +1.63 (+1.50%) USD  |  NYSE  |  Dec 20, 16:00
110.50 -0.02 (-0.02%) After-Hours: 20:00
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PulteGroup Max Drawdown (5Y): 62.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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D.R. Horton Inc 53.62%
KB Home 72.38%
Lennar Corp 58.81%
Toll Brothers Inc 73.11%
Taylor Morrison Home Corp 75.18%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.162
Beta (5Y) 1.623
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.81%
Historical Sharpe Ratio (5Y) 0.6421
Historical Sortino (5Y) 0.828
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.74%