NMI Holdings Inc (NMIH)

36.97 +0.35 (+0.96%) USD  |  NASDAQ  |  Dec 24, 13:00
36.97 0.00 (0.00%) After-Hours: 13:59
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NMI Holdings Max Drawdown (5Y): 73.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Global Indemnity Group LLC 50.32%
Tiptree Inc 45.47%
Conifer Holdings Inc 87.03%
ICC Holdings Inc 46.67%
Palomar Holdings Inc 62.86%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.58
Beta (5Y) 1.103
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.11%
Historical Sharpe Ratio (5Y) 0.0261
Historical Sortino (5Y) 0.0307
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.86%