MGIC Investment Corp. (MTG)
31.12
+0.02
(+0.06%)
USD |
NYSE |
Aug 25, 11:21
MGIC Investment Max Drawdown (5Y) : 30.09% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 68.14% |
| July 31, 2024 | 68.14% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 68.14% |
| June 30, 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Radian Group Inc. | 25.97% |
| NMI Holdings, Inc. | 56.48% |
| Enact Holdings, Inc. | -- |
| Berkshire Hathaway, Inc. | 25.98% |
| Security National Financial Corp. | 39.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.778 |
| Beta (5Y) | 0.6639 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.11% |
| Historical Sharpe Ratio (5Y) | 0.6876 |
| Historical Sortino (5Y) | 1.325 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.52% |