FedEx Corp (FDX)
241.98
-1.80
(-0.74%)
USD |
NYSE |
Apr 01, 16:00
241.97
-0.01
(-0.00%)
Pre-Market: 06:03
FedEx Max Drawdown (5Y): 59.55% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| United Parcel Service Inc | 46.11% |
| C.H. Robinson Worldwide Inc | 40.56% |
| Delta Air Lines Inc | 69.18% |
| Old Dominion Freight Line Inc | 36.10% |
| Hub Group Inc | 34.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.454 |
| Beta (5Y) | 1.244 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.97% |
| Historical Sharpe Ratio (5Y) | 0.4127 |
| Historical Sortino (5Y) | 0.7174 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.96% |