FTI Consulting Inc (FCN)

195.29 -0.12 (-0.06%) USD  |  NYSE  |  Dec 20, 16:00
195.30 +0.01 (+0.01%) After-Hours: 20:00
More

FTI Consulting Max Drawdown (5Y): 31.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FCN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) 9.119
Beta (5Y) 0.1245
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.85%
Historical Sharpe Ratio (5Y) 0.4015
Historical Sortino (5Y) 0.8006
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.08%