FedEx Corp (FDX)
260.61
-1.17
(-0.45%)
USD |
NYSE |
May 01, 16:00
261.14
+0.53
(+0.20%)
After-Hours: 20:00
FedEx Max Drawdown (5Y): 65.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.96% |
March 31, 2024 | 65.96% |
February 29, 2024 | 65.96% |
January 31, 2024 | 65.96% |
December 31, 2023 | 65.96% |
November 30, 2023 | 65.96% |
October 31, 2023 | 65.96% |
September 30, 2023 | 65.96% |
August 31, 2023 | 65.96% |
July 31, 2023 | 65.96% |
June 30, 2023 | 65.96% |
May 31, 2023 | 65.96% |
April 30, 2023 | 65.96% |
March 31, 2023 | 65.96% |
February 28, 2023 | 65.96% |
January 31, 2023 | 65.96% |
December 31, 2022 | 65.96% |
November 30, 2022 | 65.96% |
October 31, 2022 | 65.96% |
September 30, 2022 | 65.96% |
August 31, 2022 | 65.96% |
July 31, 2022 | 65.96% |
June 30, 2022 | 65.96% |
May 31, 2022 | 65.96% |
April 30, 2022 | 65.96% |
Date | Value |
---|---|
March 31, 2022 | 65.96% |
February 28, 2022 | 65.96% |
January 31, 2022 | 65.96% |
December 31, 2021 | 65.96% |
November 30, 2021 | 65.96% |
October 31, 2021 | 65.96% |
September 30, 2021 | 65.96% |
August 31, 2021 | 65.96% |
July 31, 2021 | 65.96% |
June 30, 2021 | 65.96% |
May 31, 2021 | 65.96% |
April 30, 2021 | 65.96% |
March 31, 2021 | 65.96% |
February 28, 2021 | 65.96% |
January 31, 2021 | 65.96% |
December 31, 2020 | 65.96% |
November 30, 2020 | 65.96% |
October 31, 2020 | 65.96% |
September 30, 2020 | 65.96% |
August 31, 2020 | 65.96% |
July 31, 2020 | 65.96% |
June 30, 2020 | 65.96% |
May 31, 2020 | 65.96% |
April 30, 2020 | 65.96% |
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
43.74%
Minimum
May 2019
65.96%
Maximum
Mar 2020
62.70%
Average
65.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
United Parcel Service Inc | 38.36% |
ArcBest Corp | 67.84% |
Knight-Swift Transportation Holdings Inc | 48.86% |
United Airlines Holdings Inc | 79.40% |
JB Hunt Transport Services Inc | 41.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.266 |
Beta (5Y) | 1.231 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.59% |
Historical Sharpe Ratio (5Y) | 0.1763 |
Historical Sortino (5Y) | 0.2587 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.40% |