MGIC Investment Corp. (MTG)
27.12
+0.17
(+0.63%)
USD |
NYSE |
Oct 05, 16:00
27.12
0.00 (0.00%)
After-Hours: 20:00
MGIC Investment Max Drawdown (5Y) : 30.09% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 30.09% |
| August 31, 2026 | 30.09% |
| July 31, 2026 | 30.09% |
| June 30, 2026 | 30.09% |
| May 31, 2026 | 30.09% |
| April 30, 2026 | 30.09% |
| March 31, 2026 | 30.09% |
| February 28, 2026 | 30.09% |
| January 31, 2026 | 30.09% |
| December 31, 2025 | 30.09% |
| November 30, 2025 | 30.09% |
| October 31, 2025 | 33.37% |
| September 30, 2025 | 37.47% |
| August 31, 2025 | 44.95% |
| July 31, 2025 | 46.48% |
| June 30, 2025 | 53.33% |
| May 31, 2025 | 53.33% |
| April 30, 2025 | 58.31% |
| March 31, 2025 | 68.14% |
| February 28, 2025 | 68.14% |
| January 31, 2025 | 68.14% |
| December 31, 2024 | 68.14% |
| November 30, 2024 | 68.14% |
| October 31, 2024 | 68.14% |
| September 30, 2024 | 68.14% |
| Date | Value |
|---|---|
| August 31, 2024 | 68.14% |
| July 31, 2024 | 68.14% |
| June 30, 2024 | 68.14% |
| May 31, 2024 | 68.14% |
| April 30, 2024 | 68.14% |
| March 31, 2024 | 68.14% |
| February 29, 2024 | 68.14% |
| January 31, 2024 | 68.14% |
| December 31, 2023 | 68.14% |
| November 30, 2023 | 68.14% |
| October 31, 2023 | 68.14% |
| September 30, 2023 | 68.14% |
| August 31, 2023 | 68.14% |
| July 31, 2023 | 68.14% |
| June 30, 2023 | 68.14% |
| May 31, 2023 | 68.14% |
| April 30, 2023 | 68.14% |
| March 31, 2023 | 68.14% |
| February 28, 2023 | 68.14% |
| January 31, 2023 | 68.14% |
| December 31, 2022 | 68.14% |
| November 30, 2022 | 68.14% |
| October 31, 2022 | 68.14% |
| September 30, 2022 | 68.14% |
| August 31, 2022 | 68.14% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Radian Group Inc. | 25.97% |
| NMI Holdings, Inc. | 56.48% |
| Enact Holdings, Inc. | 20.26% |
| Essent Group Ltd. | 34.51% |
| Horace Mann Educators Corp. | 33.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.693 |
| Beta (5Y) | 0.6728 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.08% |
| Historical Sharpe Ratio (5Y) | 0.4516 |
| Historical Sortino (5Y) | 0.866 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.38% |