Radian Group Inc (RDN)
30.79
+0.05
(+0.16%)
USD |
NYSE |
May 03, 16:00
30.79
0.00 (0.00%)
Pre-Market: 20:00
Radian Group Max Drawdown (5Y): 62.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 62.80% |
July 31, 2020 | 62.80% |
June 30, 2020 | 62.80% |
May 31, 2020 | 62.80% |
April 30, 2020 | 62.80% |
March 31, 2020 | 59.31% |
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
May 2019
62.80%
Maximum
Apr 2020
60.72%
Average
62.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
MGIC Investment Corp | 68.14% |
The Hartford Financial Services Group Inc | 57.58% |
American International Group Inc | 69.62% |
Allstate Corp | 41.38% |
Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.642 |
Beta (5Y) | 1.029 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.04% |
Historical Sharpe Ratio (5Y) | 0.1713 |
Historical Sortino (5Y) | 0.21 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.93% |