MBIA Inc (MBI)
6.29
+0.21
(+3.45%)
USD |
NYSE |
Apr 23, 16:00
6.285
0.00 (0.00%)
Pre-Market: 20:00
MBIA Max Drawdown (5Y): 63.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.58% |
| February 29, 2024 | 63.58% |
| January 31, 2024 | 63.58% |
| December 31, 2023 | 63.58% |
| November 30, 2023 | 63.58% |
| October 31, 2023 | 63.58% |
| September 30, 2023 | 56.96% |
| August 31, 2023 | 54.75% |
| July 31, 2023 | 54.75% |
| June 30, 2023 | 54.75% |
| May 31, 2023 | 54.75% |
| April 30, 2023 | 51.70% |
| March 31, 2023 | 51.70% |
| February 28, 2023 | 50.65% |
| January 31, 2023 | 50.65% |
| December 31, 2022 | 50.65% |
| November 30, 2022 | 55.35% |
| October 31, 2022 | 55.35% |
| September 30, 2022 | 55.35% |
| August 31, 2022 | 57.26% |
| July 31, 2022 | 60.38% |
| June 30, 2022 | 60.38% |
| May 31, 2022 | 60.38% |
| April 30, 2022 | 60.38% |
| March 31, 2022 | 60.38% |
| Date | Value |
|---|---|
| February 28, 2022 | 60.38% |
| January 31, 2022 | 60.38% |
| December 31, 2021 | 60.38% |
| November 30, 2021 | 60.38% |
| October 31, 2021 | 60.38% |
| September 30, 2021 | 60.38% |
| August 31, 2021 | 60.38% |
| July 31, 2021 | 60.38% |
| June 30, 2021 | 60.38% |
| May 31, 2021 | 60.38% |
| April 30, 2021 | 60.38% |
| March 31, 2021 | 60.38% |
| February 28, 2021 | 60.38% |
| January 31, 2021 | 60.38% |
| December 31, 2020 | 60.38% |
| November 30, 2020 | 61.46% |
| October 31, 2020 | 63.38% |
| September 30, 2020 | 65.54% |
| August 31, 2020 | 65.54% |
| July 31, 2020 | 65.54% |
| June 30, 2020 | 65.54% |
| May 31, 2020 | 65.54% |
| April 30, 2020 | 65.54% |
| March 31, 2020 | 65.54% |
| February 29, 2020 | 65.54% |
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
50.65%
Minimum
Dec 2022
65.54%
Maximum
Apr 2019
60.81%
Average
60.38%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
| United Fire Group Inc | 64.48% |
| Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.19 |
| Beta (5Y) | 1.343 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.69% |
| Historical Sharpe Ratio (5Y) | 0.0044 |
| Historical Sortino (5Y) | 0.0092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.71% |