Toll Brothers, Inc. (TOL)
136.61
+0.25
(+0.18%)
USD |
NYSE |
Oct 02, 16:00
136.60
-0.01
(-0.01%)
After-Hours: 20:00
Toll Brothers Max Drawdown (5Y) : 45.97% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 45.97% |
| August 31, 2026 | 45.97% |
| July 31, 2026 | 45.97% |
| June 30, 2026 | 45.97% |
| May 31, 2026 | 45.97% |
| April 30, 2026 | 45.97% |
| March 31, 2026 | 45.97% |
| February 28, 2026 | 45.97% |
| January 31, 2026 | 45.97% |
| December 31, 2025 | 45.97% |
| November 30, 2025 | 45.97% |
| October 31, 2025 | 45.97% |
| September 30, 2025 | 45.97% |
| August 31, 2025 | 45.97% |
| July 31, 2025 | 45.97% |
| June 30, 2025 | 45.97% |
| May 31, 2025 | 45.97% |
| April 30, 2025 | 52.01% |
| March 31, 2025 | 66.19% |
| February 28, 2025 | 73.11% |
| January 31, 2025 | 73.11% |
| December 31, 2024 | 73.11% |
| November 30, 2024 | 73.11% |
| October 31, 2024 | 73.11% |
| September 30, 2024 | 73.11% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 73.11% |
| August 31, 2022 | 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| D.R. Horton, Inc. | 44.45% |
| Lennar Corp. | 57.18% |
| PulteGroup, Inc. | 40.98% |
| KB Home | 49.13% |
| Beazer Homes USA, Inc. | 61.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.897 |
| Beta (5Y) | 1.308 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.61% |
| Historical Sharpe Ratio (5Y) | 0.5055 |
| Historical Sortino (5Y) | 0.9132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |