FedEx Corp. (FDX)
308.24
-4.33
(-1.39%)
USD |
NYSE |
Sep 15, 16:00
308.24
0.00 (0.00%)
After-Hours: 16:26
FedEx Max Drawdown (5Y) : 53.71% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 53.71% |
| July 31, 2026 | 53.71% |
| June 30, 2026 | 53.71% |
| May 31, 2026 | 53.71% |
| April 30, 2026 | 53.71% |
| March 31, 2026 | 53.71% |
| February 28, 2026 | 53.71% |
| January 31, 2026 | 53.71% |
| December 31, 2025 | 53.71% |
| November 30, 2025 | 53.71% |
| October 31, 2025 | 53.71% |
| September 30, 2025 | 53.71% |
| August 31, 2025 | 53.71% |
| July 31, 2025 | 53.71% |
| June 30, 2025 | 53.71% |
| May 31, 2025 | 53.71% |
| April 30, 2025 | 59.55% |
| March 31, 2025 | 59.55% |
| February 28, 2025 | 65.96% |
| January 31, 2025 | 65.96% |
| December 31, 2024 | 65.96% |
| November 30, 2024 | 65.96% |
| October 31, 2024 | 65.96% |
| September 30, 2024 | 65.96% |
| August 31, 2024 | 65.96% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 65.96% |
| August 31, 2022 | 65.96% |
| July 31, 2022 | 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
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Minimum
--
Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| United Parcel Service, Inc. | 57.96% |
| C.H. Robinson Worldwide, Inc. | 40.56% |
| Old Dominion Freight Line, Inc. | 45.18% |
| FedEx Freight Holding Co., Inc. | -- |
| XPO, Inc. | 53.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.698 |
| Beta (5Y) | 1.326 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.25% |
| Historical Sharpe Ratio (5Y) | 0.2344 |
| Historical Sortino (5Y) | 0.3538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.29% |