Toll Brothers Inc (TOL)
147.80
+1.30
(+0.89%)
USD |
NYSE |
Nov 04, 16:00
148.51
+0.71
(+0.48%)
Pre-Market: 05:28
Toll Brothers Max Drawdown (5Y): 73.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.11% |
| September 30, 2024 | 73.11% |
| August 31, 2024 | 73.11% |
| July 31, 2024 | 73.11% |
| June 30, 2024 | 73.11% |
| May 31, 2024 | 73.11% |
| April 30, 2024 | 73.11% |
| March 31, 2024 | 73.11% |
| February 29, 2024 | 73.11% |
| January 31, 2024 | 73.11% |
| December 31, 2023 | 73.11% |
| November 30, 2023 | 73.11% |
| October 31, 2023 | 73.11% |
| September 30, 2023 | 73.11% |
| August 31, 2023 | 73.11% |
| July 31, 2023 | 73.11% |
| June 30, 2023 | 73.11% |
| May 31, 2023 | 73.11% |
| April 30, 2023 | 73.11% |
| March 31, 2023 | 73.11% |
| February 28, 2023 | 73.11% |
| January 31, 2023 | 73.11% |
| December 31, 2022 | 73.11% |
| November 30, 2022 | 73.11% |
| October 31, 2022 | 73.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.11% |
| August 31, 2022 | 73.11% |
| July 31, 2022 | 73.11% |
| June 30, 2022 | 73.11% |
| May 31, 2022 | 73.11% |
| April 30, 2022 | 73.11% |
| March 31, 2022 | 73.11% |
| February 28, 2022 | 73.11% |
| January 31, 2022 | 73.11% |
| December 31, 2021 | 73.11% |
| November 30, 2021 | 73.11% |
| October 31, 2021 | 73.11% |
| September 30, 2021 | 73.11% |
| August 31, 2021 | 73.11% |
| July 31, 2021 | 73.11% |
| June 30, 2021 | 73.11% |
| May 31, 2021 | 73.11% |
| April 30, 2021 | 73.11% |
| March 31, 2021 | 73.11% |
| February 28, 2021 | 73.11% |
| January 31, 2021 | 73.11% |
| December 31, 2020 | 73.11% |
| November 30, 2020 | 73.11% |
| October 31, 2020 | 73.11% |
| September 30, 2020 | 73.11% |
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
44.44%
Minimum
Nov 2019
73.11%
Maximum
Mar 2020
71.20%
Average
73.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| D.R. Horton Inc | 53.62% |
| KB Home | 72.38% |
| Lennar Corp | 58.81% |
| PulteGroup Inc | 62.09% |
| NVR Inc | 46.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.363 |
| Beta (5Y) | 1.676 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.87% |
| Historical Sharpe Ratio (5Y) | 0.6322 |
| Historical Sortino (5Y) | 0.764 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.88% |