Fidelity National Financial Inc (FNF)
50.56
+0.17
(+0.34%)
USD |
NYSE |
Apr 29, 16:00
50.56
0.00 (0.00%)
Pre-Market: 20:00
Fidelity National Financial Max Drawdown (5Y): 56.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.13% |
February 29, 2024 | 56.13% |
January 31, 2024 | 56.13% |
December 31, 2023 | 56.13% |
November 30, 2023 | 56.13% |
October 31, 2023 | 56.13% |
September 30, 2023 | 56.13% |
August 31, 2023 | 56.13% |
July 31, 2023 | 56.13% |
June 30, 2023 | 56.13% |
May 31, 2023 | 56.13% |
April 30, 2023 | 56.13% |
March 31, 2023 | 56.13% |
February 28, 2023 | 56.13% |
January 31, 2023 | 56.13% |
December 31, 2022 | 56.13% |
November 30, 2022 | 56.13% |
October 31, 2022 | 56.13% |
September 30, 2022 | 56.13% |
August 31, 2022 | 56.13% |
July 31, 2022 | 56.13% |
June 30, 2022 | 56.13% |
May 31, 2022 | 56.13% |
April 30, 2022 | 56.13% |
March 31, 2022 | 56.13% |
Date | Value |
---|---|
February 28, 2022 | 56.13% |
January 31, 2022 | 56.13% |
December 31, 2021 | 56.13% |
November 30, 2021 | 56.13% |
October 31, 2021 | 56.13% |
September 30, 2021 | 56.13% |
August 31, 2021 | 56.13% |
July 31, 2021 | 56.13% |
June 30, 2021 | 56.13% |
May 31, 2021 | 56.13% |
April 30, 2021 | 56.13% |
March 31, 2021 | 56.13% |
February 28, 2021 | 56.13% |
January 31, 2021 | 56.13% |
December 31, 2020 | 56.13% |
November 30, 2020 | 56.13% |
October 31, 2020 | 56.13% |
September 30, 2020 | 56.13% |
August 31, 2020 | 56.13% |
July 31, 2020 | 56.13% |
June 30, 2020 | 56.13% |
May 31, 2020 | 56.13% |
April 30, 2020 | 56.13% |
March 31, 2020 | 56.13% |
February 29, 2020 | 27.00% |
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
27.00%
Minimum
Apr 2019
56.13%
Maximum
Mar 2020
50.79%
Average
56.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First American Financial Corp | 50.13% |
Stewart Information Services Corp | 53.49% |
F&G Annuities & Life Inc | -- |
Investors Title Co | 43.79% |
United Fire Group Inc | 64.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.588 |
Beta (5Y) | 1.354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.89% |
Historical Sharpe Ratio (5Y) | 0.3067 |
Historical Sortino (5Y) | 0.3439 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |