NMI Holdings Inc (NMIH)
32.50
+0.03
(+0.09%)
USD |
NASDAQ |
May 03, 16:00
32.50
0.00 (0.00%)
After-Hours: 19:25
NMI Holdings Max Drawdown (5Y): 73.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.07% |
March 31, 2024 | 73.07% |
February 29, 2024 | 73.07% |
January 31, 2024 | 73.07% |
December 31, 2023 | 73.07% |
November 30, 2023 | 73.07% |
October 31, 2023 | 73.07% |
September 30, 2023 | 73.07% |
August 31, 2023 | 73.07% |
July 31, 2023 | 73.07% |
June 30, 2023 | 73.07% |
May 31, 2023 | 73.07% |
April 30, 2023 | 73.07% |
March 31, 2023 | 73.07% |
February 28, 2023 | 73.07% |
January 31, 2023 | 73.07% |
December 31, 2022 | 73.07% |
November 30, 2022 | 73.07% |
October 31, 2022 | 73.07% |
September 30, 2022 | 73.07% |
August 31, 2022 | 73.07% |
July 31, 2022 | 73.07% |
June 30, 2022 | 73.07% |
May 31, 2022 | 73.07% |
April 30, 2022 | 73.07% |
Date | Value |
---|---|
March 31, 2022 | 73.07% |
February 28, 2022 | 73.07% |
January 31, 2022 | 73.07% |
December 31, 2021 | 73.07% |
November 30, 2021 | 73.07% |
October 31, 2021 | 73.07% |
September 30, 2021 | 73.07% |
August 31, 2021 | 73.07% |
July 31, 2021 | 73.07% |
June 30, 2021 | 73.07% |
May 31, 2021 | 73.07% |
April 30, 2021 | 73.07% |
March 31, 2021 | 73.07% |
February 28, 2021 | 73.07% |
January 31, 2021 | 73.07% |
December 31, 2020 | 73.07% |
November 30, 2020 | 73.07% |
October 31, 2020 | 73.07% |
September 30, 2020 | 73.07% |
August 31, 2020 | 73.07% |
July 31, 2020 | 73.07% |
June 30, 2020 | 73.07% |
May 31, 2020 | 73.07% |
April 30, 2020 | 73.07% |
March 31, 2020 | 73.07% |
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
68.83%
Minimum
May 2019
73.07%
Maximum
Mar 2020
72.36%
Average
73.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Palomar Holdings Inc | 62.86% |
Global Indemnity Group LLC | 50.32% |
Tiptree Inc | 45.47% |
Conifer Holdings Inc | 85.91% |
ICC Holdings Inc | 46.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.92 |
Beta (5Y) | 1.057 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.51% |
Historical Sharpe Ratio (5Y) | -0.0032 |
Historical Sortino (5Y) | -0.0039 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.86% |