Toll Brothers Inc (TOL)
130.74
-0.39
(-0.30%)
USD |
NYSE |
May 17, 16:00
131.83
+1.09
(+0.83%)
After-Hours: 20:00
Toll Brothers Max Drawdown (5Y): 73.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 73.11% |
June 30, 2022 | 73.11% |
May 31, 2022 | 73.11% |
April 30, 2022 | 73.11% |
Date | Value |
---|---|
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% |
August 31, 2020 | 73.11% |
July 31, 2020 | 73.11% |
June 30, 2020 | 73.11% |
May 31, 2020 | 73.11% |
April 30, 2020 | 73.11% |
March 31, 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
May 2019
73.11%
Maximum
Mar 2020
68.33%
Average
73.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NVR Inc | 46.13% |
Tri Pointe Homes Inc | 68.38% |
D.R. Horton Inc | 53.62% |
KB Home | 72.38% |
Lennar Corp | 58.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.528 |
Beta (5Y) | 1.670 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.21% |
Historical Sharpe Ratio (5Y) | 0.5561 |
Historical Sortino (5Y) | 0.6635 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.88% |