MGIC Investment Corp (MTG)
20.36
+0.01
(+0.05%)
USD |
NYSE |
Apr 25, 16:00
20.37
+0.01
(+0.05%)
Pre-Market: 20:00
MGIC Investment Max Drawdown (5Y): 68.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 68.14% |
June 30, 2022 | 68.14% |
May 31, 2022 | 68.14% |
April 30, 2022 | 68.14% |
March 31, 2022 | 68.14% |
Date | Value |
---|---|
February 28, 2022 | 68.14% |
January 31, 2022 | 68.14% |
December 31, 2021 | 68.14% |
November 30, 2021 | 68.14% |
October 31, 2021 | 68.14% |
September 30, 2021 | 68.14% |
August 31, 2021 | 68.14% |
July 31, 2021 | 68.14% |
June 30, 2021 | 68.14% |
May 31, 2021 | 68.14% |
April 30, 2021 | 68.14% |
March 31, 2021 | 68.14% |
February 28, 2021 | 68.14% |
January 31, 2021 | 68.14% |
December 31, 2020 | 68.14% |
November 30, 2020 | 68.14% |
October 31, 2020 | 68.14% |
September 30, 2020 | 68.14% |
August 31, 2020 | 68.14% |
July 31, 2020 | 68.14% |
June 30, 2020 | 68.14% |
May 31, 2020 | 68.14% |
April 30, 2020 | 68.14% |
March 31, 2020 | 65.96% |
February 29, 2020 | 53.26% |
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
53.26%
Minimum
Apr 2019
68.14%
Maximum
Apr 2020
65.38%
Average
68.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Radian Group Inc | 62.80% |
The Hartford Financial Services Group Inc | 57.58% |
Horace Mann Educators Corp | 33.31% |
Old Republic International Corp | 47.79% |
Selective Insurance Group Inc | 48.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.502 |
Beta (5Y) | 1.237 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.93% |
Historical Sharpe Ratio (5Y) | 0.3072 |
Historical Sortino (5Y) | 0.3532 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |