FactSet Research Systems Inc (FDS)
429.36
+2.30
(+0.54%)
USD |
NYSE |
Apr 17, 16:00
429.36
0.00 (0.00%)
After-Hours: 18:14
FactSet Research Systems Max Drawdown (5Y): 33.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.56% |
February 29, 2024 | 33.56% |
January 31, 2024 | 33.56% |
December 31, 2023 | 33.56% |
November 30, 2023 | 33.56% |
October 31, 2023 | 33.56% |
September 30, 2023 | 33.56% |
August 31, 2023 | 33.56% |
July 31, 2023 | 33.56% |
June 30, 2023 | 33.56% |
May 31, 2023 | 33.56% |
April 30, 2023 | 33.56% |
March 31, 2023 | 33.56% |
February 28, 2023 | 33.56% |
January 31, 2023 | 33.56% |
December 31, 2022 | 33.56% |
November 30, 2022 | 33.56% |
October 31, 2022 | 33.56% |
September 30, 2022 | 33.56% |
August 31, 2022 | 33.56% |
July 31, 2022 | 33.56% |
June 30, 2022 | 33.56% |
May 31, 2022 | 33.56% |
April 30, 2022 | 33.56% |
March 31, 2022 | 33.56% |
Date | Value |
---|---|
February 28, 2022 | 33.56% |
January 31, 2022 | 33.56% |
December 31, 2021 | 33.56% |
November 30, 2021 | 33.56% |
October 31, 2021 | 33.56% |
September 30, 2021 | 33.56% |
August 31, 2021 | 33.56% |
July 31, 2021 | 33.56% |
June 30, 2021 | 33.56% |
May 31, 2021 | 33.56% |
April 30, 2021 | 33.56% |
March 31, 2021 | 33.56% |
February 28, 2021 | 33.56% |
January 31, 2021 | 33.56% |
December 31, 2020 | 33.56% |
November 30, 2020 | 33.56% |
October 31, 2020 | 33.56% |
September 30, 2020 | 33.56% |
August 31, 2020 | 33.56% |
July 31, 2020 | 33.56% |
June 30, 2020 | 33.56% |
May 31, 2020 | 33.56% |
April 30, 2020 | 33.56% |
March 31, 2020 | 33.56% |
February 29, 2020 | 22.30% |
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
22.30%
Minimum
Apr 2019
33.56%
Maximum
Mar 2020
31.49%
Average
33.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Moody's Corporation | 42.01% |
MSCI Inc | 43.74% |
Coinbase Global Inc | -- |
Dun & Bradstreet Holdings Inc | -- |
CME Group Inc | 37.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.449 |
Beta (5Y) | 0.7239 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.82% |
Historical Sharpe Ratio (5Y) | 0.4996 |
Historical Sortino (5Y) | 0.7229 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.04% |