Toll Brothers Inc (TOL)
152.36
+0.45
(+0.30%)
USD |
NYSE |
Nov 21, 16:00
153.40
+1.04
(+0.68%)
Pre-Market: 06:00
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% |