Toll Brothers Inc (TOL)
105.08
-3.73
(-3.43%)
USD |
NYSE |
Mar 28, 16:00
104.06
-1.02
(-0.97%)
Pre-Market: 20:00
Toll Brothers Max Drawdown (5Y): 73.11% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| D.R. Horton Inc | 53.62% |
| Lennar Corp | 58.81% |
| Taylor Morrison Home Corp | 75.18% |
| KB Home | 72.38% |
| Tri Pointe Homes Inc | 68.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.660 |
| Beta (5Y) | 1.769 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.82% |
| Historical Sharpe Ratio (5Y) | 0.6253 |
| Historical Sortino (5Y) | 1.274 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.93% |