Taylor Morrison Home Corp (TMHC)
74.73
+3.65
(+5.14%)
USD |
NYSE |
Nov 25, 14:14
Taylor Morrison Home Max Drawdown (5Y): 75.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.18% |
| September 30, 2024 | 75.18% |
| August 31, 2024 | 75.18% |
| July 31, 2024 | 75.18% |
| June 30, 2024 | 75.18% |
| May 31, 2024 | 75.18% |
| April 30, 2024 | 75.18% |
| March 31, 2024 | 75.18% |
| February 29, 2024 | 75.18% |
| January 31, 2024 | 75.18% |
| December 31, 2023 | 75.18% |
| November 30, 2023 | 75.18% |
| October 31, 2023 | 75.18% |
| September 30, 2023 | 75.18% |
| August 31, 2023 | 75.18% |
| July 31, 2023 | 75.18% |
| June 30, 2023 | 75.18% |
| May 31, 2023 | 75.18% |
| April 30, 2023 | 75.18% |
| March 31, 2023 | 75.18% |
| February 28, 2023 | 75.18% |
| January 31, 2023 | 75.18% |
| December 31, 2022 | 75.18% |
| November 30, 2022 | 75.18% |
| October 31, 2022 | 75.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.18% |
| August 31, 2022 | 75.18% |
| July 31, 2022 | 75.18% |
| June 30, 2022 | 75.18% |
| May 31, 2022 | 75.18% |
| April 30, 2022 | 75.18% |
| March 31, 2022 | 75.18% |
| February 28, 2022 | 75.18% |
| January 31, 2022 | 75.18% |
| December 31, 2021 | 75.18% |
| November 30, 2021 | 75.18% |
| October 31, 2021 | 75.18% |
| September 30, 2021 | 75.18% |
| August 31, 2021 | 75.18% |
| July 31, 2021 | 75.18% |
| June 30, 2021 | 75.18% |
| May 31, 2021 | 75.18% |
| April 30, 2021 | 75.18% |
| March 31, 2021 | 75.18% |
| February 28, 2021 | 75.18% |
| January 31, 2021 | 75.18% |
| December 31, 2020 | 75.18% |
| November 30, 2020 | 75.18% |
| October 31, 2020 | 75.18% |
| September 30, 2020 | 75.18% |
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
57.98%
Minimum
Nov 2019
75.18%
Maximum
Mar 2020
74.04%
Average
75.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PulteGroup Inc | 62.09% |
| D.R. Horton Inc | 53.62% |
| Meritage Homes Corp | 64.27% |
| M/I Homes Inc | 79.57% |
| Toll Brothers Inc | 73.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.429 |
| Beta (5Y) | 1.964 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.73% |
| Historical Sharpe Ratio (5Y) | 0.3927 |
| Historical Sortino (5Y) | 0.4835 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.06% |