Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTG (MGIC Investment Corporation) | -13.05% | -1.43% | 20.56% | 13.98% | 15.73% | 9.69% | -3.78% | … | … |
Data as of 06/04/2026, Common starting date is 08/07/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTG (MGIC Investment Corporation) | 08/07/1991 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.53 | -1.43 | 20.56 | 13.98 | 15.73 | 9.69 | -3.78 | … | … | -13.05 | 25.88 | 25.68 | 52.50 | -7.50 | 17.18 | -9.22 | 36.70 | -25.87 | 38.47 | 15.40 | -5.26 | 10.43 | 217.29 | -28.69 | -63.40 | 76.30 | 66.09 | -84.38 | -63.60 | -3.39 | -3.69 | 21.43 | 38.20 | -32.97 | -8.33 | 12.26 | 51.18 | -40.13 | 75.00 | 40.09 | 63.77 | 13.25 | 14.99 | 21.86 | 47.14 |
| Sharpe Ratio | NA | -0.22 | 0.77 | 0.45 | 0.37 | NA | NA | … | … | -1.05 | 0.99 | 0.95 | 2.29 | -0.28 | 0.58 | -0.11 | 1.65 | -0.74 | 1.58 | 0.39 | -0.22 | 0.32 | 3.46 | -0.22 | -0.56 | 1.13 | 0.42 | -0.48 | -1.02 | -0.33 | -0.31 | 0.84 | 1.17 | -0.77 | -0.30 | 0.17 | 1.25 | -1.03 | 2.73 | 1.43 | 2.30 | 0.40 | 0.61 | 0.63 | 4.01 |
| Standard Deviation(%) | NA | 24.13 | 23.56 | 25.45 | 37.69 | NA | NA | … | … | 29.44 | 23.23 | 23.28 | 21.50 | 31.56 | 29.36 | 86.68 | 21.35 | 36.72 | 24.07 | 39.08 | 24.08 | 32.82 | 62.80 | 128.85 | 113.80 | 67.16 | 158.26 | 176.67 | 65.44 | 20.51 | 18.99 | 24.26 | 32.06 | 44.26 | 36.22 | 46.76 | 38.33 | 42.35 | 25.96 | 25.21 | 25.96 | 25.74 | 21.08 | 30.60 | 39.56 |
| Draw Down(%) | NA | 14.57 | 14.57 | 30.08 | 68.14 | NA | NA | … | … | 13.71 | 12.30 | 13.33 | 12.99 | 30.08 | 18.90 | 65.63 | 17.96 | 40.48 | 12.26 | 38.39 | 24.23 | 22.12 | 21.60 | 83.50 | 86.01 | 47.48 | 80.18 | 91.38 | 75.26 | 23.73 | 16.77 | 21.83 | 22.63 | 53.96 | 32.78 | 46.59 | 27.57 | 62.26 | 12.92 | 19.57 | 18.62 | 22.31 | 19.15 | 25.00 | 14.09 |
| Yield(%) | 0.00 | 2.30 | 3.43 | 3.13 | 4.06 | 2.51 | 0.31 | … | … | 1.03 | 2.37 | 2.53 | 3.28 | 2.47 | 2.33 | 1.69 | 1.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.34 | 1.22 | 1.49 | 0.78 | 0.40 | 0.26 | 0.16 | 0.16 | 0.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 08/07/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTG (MGIC Investment Corporation) |
-71.96%
Mar 2006 – Mar 2009 |
-52.88%
Mar 2004 – Mar 2009 |
-32.16%
Aug 2002 – Aug 2012 |
-21.84%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTG (MGIC Investment Corporation) |
107.62%
Aug 2012 – Aug 2015 |
57.54%
Aug 2012 – Aug 2017 |
29.25%
Aug 2012 – Aug 2022 |
21.08%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart