Radian Group Inc (RDN)
32.14
+0.46
(+1.47%)
USD |
NYSE |
Nov 04, 13:07
Radian Group Max Drawdown (5Y): 62.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.80% |
| September 30, 2024 | 62.80% |
| August 31, 2024 | 62.80% |
| July 31, 2024 | 62.80% |
| June 30, 2024 | 62.80% |
| May 31, 2024 | 62.80% |
| April 30, 2024 | 62.80% |
| March 31, 2024 | 62.80% |
| February 29, 2024 | 62.80% |
| January 31, 2024 | 62.80% |
| December 31, 2023 | 62.80% |
| November 30, 2023 | 62.80% |
| October 31, 2023 | 62.80% |
| September 30, 2023 | 62.80% |
| August 31, 2023 | 62.80% |
| July 31, 2023 | 62.80% |
| June 30, 2023 | 62.80% |
| May 31, 2023 | 62.80% |
| April 30, 2023 | 62.80% |
| March 31, 2023 | 62.80% |
| February 28, 2023 | 62.80% |
| January 31, 2023 | 62.80% |
| December 31, 2022 | 62.80% |
| November 30, 2022 | 62.80% |
| October 31, 2022 | 62.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.80% |
| August 31, 2022 | 62.80% |
| July 31, 2022 | 62.80% |
| June 30, 2022 | 62.80% |
| May 31, 2022 | 62.80% |
| April 30, 2022 | 62.80% |
| March 31, 2022 | 62.80% |
| February 28, 2022 | 62.80% |
| January 31, 2022 | 62.80% |
| December 31, 2021 | 62.80% |
| November 30, 2021 | 62.80% |
| October 31, 2021 | 62.80% |
| September 30, 2021 | 62.80% |
| August 31, 2021 | 62.80% |
| July 31, 2021 | 62.80% |
| June 30, 2021 | 62.80% |
| May 31, 2021 | 62.80% |
| April 30, 2021 | 62.80% |
| March 31, 2021 | 62.80% |
| February 28, 2021 | 62.80% |
| January 31, 2021 | 62.80% |
| December 31, 2020 | 62.80% |
| November 30, 2020 | 62.80% |
| October 31, 2020 | 62.80% |
| September 30, 2020 | 62.80% |
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
50.70%
Minimum
Nov 2019
62.80%
Maximum
Apr 2020
61.93%
Average
62.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| The Hartford Financial Services Group Inc | 57.58% |
| MGIC Investment Corp | 68.14% |
| Old Republic International Corp | 47.79% |
| Assurant Inc | 44.64% |
| Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.748 |
| Beta (5Y) | 1.043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.36% |
| Historical Sharpe Ratio (5Y) | 0.2246 |
| Historical Sortino (5Y) | 0.2797 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.93% |