PortfoliosLab logo

Magellan Health, Inc. (MGLN)

Equity · Currency in USD · Last updated Aug 10, 2022

Company Info

ISINUS5590792074
CUSIP559079207
SectorHealthcare
IndustryHealthcare Plans

MGLNShare Price Chart


Chart placeholderClick Calculate to get results

MGLNPerformance

The chart shows the growth of $10,000 invested in Magellan Health, Inc. in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,779 for a total return of roughly 127.79%. All prices are adjusted for splits and dividends.


MGLN (Magellan Health, Inc.)
Benchmark (^GSPC)

MGLNReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.00%0.57%
1M0.58%5.62%
6M0.79%10.14%
1Y14.67%27.62%
5Y4.28%16.13%
10Y6.81%14.17%

MGLNMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20220.00%
202113.45%-0.70%-0.09%1.03%-0.01%0.01%0.13%0.32%-0.07%0.30%-0.04%0.21%
2020-6.44%-18.03%-19.83%26.23%23.48%-2.68%1.63%1.74%0.42%-4.63%9.38%4.79%
201914.54%4.53%-3.22%6.19%-5.67%12.42%-5.24%-10.42%-1.44%4.51%19.77%0.67%
20183.16%1.31%6.14%-21.71%9.06%4.92%-24.18%1.03%-1.97%-9.70%-16.20%4.35%
2017-0.40%-7.74%-0.14%-0.36%-0.07%6.04%2.26%8.52%6.67%-1.16%-0.94%14.26%
2016-7.56%10.50%7.85%3.72%-5.98%-0.72%4.11%-16.58%-5.93%-4.24%41.50%3.37%
20150.15%6.57%10.54%-10.62%6.84%3.61%-13.53%-7.58%-1.02%-3.66%-1.40%17.11%
2014-0.13%2.19%-2.93%-2.75%5.49%2.22%-7.46%-3.02%-2.02%10.58%1.11%-1.90%
20134.69%0.51%-7.74%7.55%6.53%2.90%1.91%-1.64%6.67%-2.10%4.26%-2.11%
2012-1.33%-3.18%3.28%-9.28%-4.77%7.49%6.33%2.93%4.03%-2.83%3.45%-5.55%
20112.39%-0.89%2.29%5.99%1.77%3.40%-4.82%-4.28%-3.15%6.56%-1.57%-2.35%
2010-5.23%6.07%3.72%-2.81%-3.72%-10.74%15.89%4.09%7.83%1.61%1.46%-2.92%

MGLNSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Magellan Health, Inc. Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


MGLN (Magellan Health, Inc.)
Benchmark (^GSPC)

MGLNDividend History


Magellan Health, Inc. doesn't pay dividends

MGLNDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022
-14.50%
-0.06%
MGLN (Magellan Health, Inc.)
Benchmark (^GSPC)

MGLNWorst Drawdowns

The table below shows the maximum drawdowns of the Magellan Health, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Magellan Health, Inc. is 70.68%, recorded on Mar 18, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.68%Apr 25, 2018478Mar 18, 2020
-35.98%Jun 23, 201586Oct 22, 2015276Nov 25, 2016362
-27.29%Jul 22, 2011222Jun 7, 2012256Jun 17, 2013478
-21.67%Mar 24, 201076Jul 12, 201037Sep 1, 2010113
-19.32%Feb 24, 201720Mar 23, 201784Jul 24, 2017104
-17.04%Jul 7, 201466Oct 7, 201498Feb 27, 2015164
-16.03%Apr 29, 20155May 5, 201533Jun 22, 201538
-11.45%Jul 26, 20175Aug 1, 201727Sep 8, 201732
-10.86%Dec 9, 201391Apr 21, 201432Jun 5, 2014123
-10.44%Jan 18, 201140Mar 15, 201131Apr 28, 201171

MGLNVolatility Chart

Current Magellan Health, Inc. volatility is 0.74%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


MGLN (Magellan Health, Inc.)
Benchmark (^GSPC)