Fair Isaac Corp (FICO)
1188.10
+22.75
(+1.95%)
USD |
NYSE |
May 03, 10:03
Fair Isaac Max Drawdown (5Y): 50.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.90% |
March 31, 2024 | 50.90% |
February 29, 2024 | 50.90% |
January 31, 2024 | 50.90% |
December 31, 2023 | 50.90% |
November 30, 2023 | 50.90% |
October 31, 2023 | 50.90% |
September 30, 2023 | 50.90% |
August 31, 2023 | 50.90% |
July 31, 2023 | 50.90% |
June 30, 2023 | 50.90% |
May 31, 2023 | 50.90% |
April 30, 2023 | 50.90% |
March 31, 2023 | 50.90% |
February 28, 2023 | 50.90% |
January 31, 2023 | 50.90% |
December 31, 2022 | 50.90% |
November 30, 2022 | 50.90% |
October 31, 2022 | 50.90% |
September 30, 2022 | 50.90% |
August 31, 2022 | 50.90% |
July 31, 2022 | 50.90% |
June 30, 2022 | 50.90% |
May 31, 2022 | 50.90% |
April 30, 2022 | 50.90% |
Date | Value |
---|---|
March 31, 2022 | 50.90% |
February 28, 2022 | 50.90% |
January 31, 2022 | 50.90% |
December 31, 2021 | 50.90% |
November 30, 2021 | 50.90% |
October 31, 2021 | 50.90% |
September 30, 2021 | 50.90% |
August 31, 2021 | 50.90% |
July 31, 2021 | 50.90% |
June 30, 2021 | 50.90% |
May 31, 2021 | 50.90% |
April 30, 2021 | 50.90% |
March 31, 2021 | 50.90% |
February 28, 2021 | 50.90% |
January 31, 2021 | 50.90% |
December 31, 2020 | 50.90% |
November 30, 2020 | 50.90% |
October 31, 2020 | 50.90% |
September 30, 2020 | 50.90% |
August 31, 2020 | 50.90% |
July 31, 2020 | 50.90% |
June 30, 2020 | 50.90% |
May 31, 2020 | 50.90% |
April 30, 2020 | 50.90% |
March 31, 2020 | 50.90% |
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
28.55%
Minimum
May 2019
50.90%
Maximum
Mar 2020
47.18%
Average
50.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cadence Design Systems Inc | 32.12% |
Microsoft Corp | 37.14% |
Adobe Inc | 60.02% |
PTC Inc | 54.37% |
Gen Digital Inc | 48.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 16.44 |
Beta (5Y) | 1.238 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.62% |
Historical Sharpe Ratio (5Y) | 0.7632 |
Historical Sortino (5Y) | 1.228 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.02% |