MGIC Investment Corp (MTG)
23.74
+0.18
(+0.76%)
USD |
NYSE |
Nov 04, 12:54
MGIC Investment Max Drawdown (5Y): 68.14% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 68.14% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
68.14%
Maximum
Apr 2020
67.10%
Average
68.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| The Hartford Financial Services Group Inc | 57.58% |
| Radian Group Inc | 62.80% |
| Assurant Inc | 44.64% |
| American International Group Inc | 69.62% |
| Old Republic International Corp | 47.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.766 |
| Beta (5Y) | 1.279 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.98% |
| Historical Sharpe Ratio (5Y) | 0.4137 |
| Historical Sortino (5Y) | 0.4622 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |