Toll Brothers Inc (TOL)

125.45 +1.65 (+1.33%) USD  |  NYSE  |  Dec 20, 16:00
126.50 +1.05 (+0.84%) After-Hours: 20:00
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Toll Brothers Max Drawdown (5Y): 73.11% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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%
PulteGroup Inc 62.09%
Tri Pointe Homes Inc 68.38%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.312
Beta (5Y) 1.690
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.79%
Historical Sharpe Ratio (5Y) 0.6964
Historical Sortino (5Y) 0.8437
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.88%