Tri Pointe Homes Inc (TPH)
37.03
+0.43
(+1.17%)
USD |
NYSE |
Dec 20, 16:00
37.10
+0.07
(+0.19%)
After-Hours: 20:00
Tri Pointe Homes Max Drawdown (5Y): 68.38% for Nov. 30, 2024
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Toll Brothers Inc | 73.11% |
| M/I Homes Inc | 79.57% |
| Beazer Homes USA Inc | 78.92% |
| Taylor Morrison Home Corp | 75.18% |
| KB Home | 72.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.009 |
| Beta (5Y) | 1.603 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.28% |
| Historical Sharpe Ratio (5Y) | 0.4714 |
| Historical Sortino (5Y) | 0.6284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |