FedEx Corp (FDX)
274.35
+0.50
(+0.18%)
USD |
NYSE |
Nov 01, 16:00
274.41
+0.06
(+0.02%)
Pre-Market: 20:00
FedEx Max Drawdown (5Y): 65.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.96% |
| September 30, 2024 | 65.96% |
| August 31, 2024 | 65.96% |
| July 31, 2024 | 65.96% |
| June 30, 2024 | 65.96% |
| May 31, 2024 | 65.96% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
48.42%
Minimum
Nov 2019
65.96%
Maximum
Mar 2020
64.79%
Average
65.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| C.H. Robinson Worldwide Inc | 40.56% |
| United Parcel Service Inc | 41.69% |
| Hub Group Inc | 37.59% |
| Air Transport Services Group Inc | 65.51% |
| Old Dominion Freight Line Inc | 36.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.099 |
| Beta (5Y) | 1.170 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.19% |
| Historical Sharpe Ratio (5Y) | 0.3227 |
| Historical Sortino (5Y) | 0.4923 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.82% |