FedEx Corp (FDX)

275.73 -0.15 (-0.05%) USD  |  NYSE  |  Dec 20, 16:00
276.19 +0.46 (+0.17%) Pre-Market: 20:00
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FedEx Max Drawdown (5Y): 65.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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United Parcel Service Inc 41.69%
C.H. Robinson Worldwide Inc 40.56%
Old Dominion Freight Line Inc 36.10%
Air Transport Services Group Inc 65.51%
Hub Group Inc 37.59%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.579
Beta (5Y) 1.179
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.30%
Historical Sharpe Ratio (5Y) 0.3531
Historical Sortino (5Y) 0.537
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.82%