FTI Consulting Inc (FCN)
215.28
+2.74
(+1.29%)
USD |
NYSE |
May 02, 16:00
215.28
0.00 (0.00%)
After-Hours: 20:00
FTI Consulting Max Drawdown (5Y): 31.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 31.73% |
March 31, 2024 | 31.73% |
February 29, 2024 | 31.73% |
January 31, 2024 | 31.73% |
December 31, 2023 | 31.73% |
November 30, 2023 | 31.73% |
October 31, 2023 | 31.73% |
September 30, 2023 | 31.73% |
August 31, 2023 | 31.73% |
July 31, 2023 | 31.73% |
June 30, 2023 | 31.73% |
May 31, 2023 | 31.73% |
April 30, 2023 | 31.73% |
March 31, 2023 | 31.73% |
February 28, 2023 | 31.73% |
January 31, 2023 | 31.73% |
December 31, 2022 | 31.73% |
November 30, 2022 | 31.73% |
October 31, 2022 | 31.73% |
September 30, 2022 | 31.73% |
August 31, 2022 | 31.73% |
July 31, 2022 | 31.73% |
June 30, 2022 | 31.73% |
May 31, 2022 | 31.73% |
April 30, 2022 | 31.73% |
Date | Value |
---|---|
March 31, 2022 | 31.73% |
February 28, 2022 | 31.73% |
January 31, 2022 | 31.73% |
December 31, 2021 | 31.73% |
November 30, 2021 | 31.73% |
October 31, 2021 | 31.73% |
September 30, 2021 | 31.73% |
August 31, 2021 | 31.73% |
July 31, 2021 | 31.73% |
June 30, 2021 | 31.73% |
May 31, 2021 | 31.73% |
April 30, 2021 | 31.73% |
March 31, 2021 | 31.73% |
February 28, 2021 | 31.73% |
January 31, 2021 | 31.73% |
December 31, 2020 | 31.73% |
November 30, 2020 | 31.73% |
October 31, 2020 | 34.05% |
September 30, 2020 | 34.05% |
August 31, 2020 | 34.05% |
July 31, 2020 | 34.05% |
June 30, 2020 | 34.05% |
May 31, 2020 | 34.05% |
April 30, 2020 | 34.05% |
March 31, 2020 | 34.05% |
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
31.73%
Minimum
Nov 2020
34.05%
Maximum
May 2019
32.42%
Average
31.73%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Huron Consulting Group Inc | 49.71% |
ICF International Inc | 45.83% |
Maximus Inc | 40.41% |
Booz Allen Hamilton Holding Corp | 27.44% |
Initio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 17.11 |
Beta (5Y) | 0.0994 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.49% |
Historical Sharpe Ratio (5Y) | 0.6627 |
Historical Sortino (5Y) | 1.412 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.01% |