MGIC Investment Corp (MTG)
21.10
+0.04
(+0.19%)
USD |
NYSE |
May 16, 16:00
21.10
0.00 (0.00%)
After-Hours: 18:39
MGIC Investment Max Drawdown (5Y): 68.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 68.14% |
June 30, 2020 | 68.14% |
May 31, 2020 | 68.14% |
April 30, 2020 | 68.14% |
March 31, 2020 | 65.96% |
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
May 2019
68.14%
Maximum
Apr 2020
65.63%
Average
68.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Radian Group Inc | 62.80% |
Horace Mann Educators Corp | 33.31% |
Old Republic International Corp | 47.79% |
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.725 |
Beta (5Y) | 1.240 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.03% |
Historical Sharpe Ratio (5Y) | 0.1867 |
Historical Sortino (5Y) | 0.2152 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |